# EDGAR Filing Document

**Accession Number:** 0000770540
**File Stem:** 0001752724-25-211982
**Filing Date:** 2025-8
**Character Count:** 477765
**Document Hash:** 13fd8579b527271fe87d709a1647fcb7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-211982.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001752724-25-211982

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Natixis Funds Trust I
- **CENTRAL INDEX KEY:** 0000770540

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04323
- **FILM NUMBER:** 251276040

**BUSINESS ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 617-449-2810

**MAIL ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IXIS Advisor Funds Trust I
- **DATE OF NAME CHANGE:** 20050502

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CDC NVEST FUNDS TRUST I
- **DATE OF NAME CHANGE:** 20010503

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NVEST FUNDS TRUST I
- **DATE OF NAME CHANGE:** 20000202

## Series and Classes Contracts Data

### Loomis Sayles Core Plus Bond Fund (Series ID: S000006660)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018168 | Class A      | NEFRX           |
| C000018170 | Class C      | NECRX           |
| C000018171 | Class Y      | NERYX           |
| C000125481 | Class N      | NERNX           |

## Nport-Ex

**Portfolio of Investments – as of June 30, 2025 (Unaudited)**

Loomis Sayles Core Plus Bond Fund

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount (‡)**<br>| **Description** | **Value (†)** |
| **Bonds and Notes — 88.9% of Net Assets** | **Bonds and Notes — 88.9% of Net Assets** | **Bonds and Notes — 88.9% of Net Assets** |
| **Non-Convertible Bonds — 88.8%** | **Non-Convertible Bonds — 88.8%** | **Non-Convertible Bonds — 88.8%** |
|  | **ABS Car Loan — 0.9%** | **ABS Car Loan — 0.9%** |
| $7210000 | &nbsp;&nbsp; American Credit Acceptance Receivables <br> Trust, Series 2025-1, Class B, <br> 4.900%, 3/12/2029(a)<br>| &nbsp;&nbsp; $7222344 |
| 4420000 | &nbsp;&nbsp; AmeriCredit Automobile Receivables Trust, <br> Series 2023-1, Class C, 5.800%, 12/18/2028<br>| &nbsp;&nbsp; 4511219 |
| 7064000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2020-2A, Class A, 2.020%, 2/20/2027(a)<br>| &nbsp;&nbsp; 6982636 |
| 8160000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2022-1A, Class A, 3.830%, 8/21/2028(a)<br>| &nbsp;&nbsp; 8071599 |
| 1840000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-2A, Class A, 5.200%, 10/20/2027(a)<br>| &nbsp;&nbsp; 1853608 |
| 3245000 | &nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, <br> Series 2023-8A, Class A, 6.020%, 2/20/2030(a)<br>| &nbsp;&nbsp; 3385635 |
| 2016329 | &nbsp;&nbsp; DT Auto Owner Trust, Series 2023-1A, Class C, <br> 5.550%, 10/16/2028(a)<br>| &nbsp;&nbsp; 2021846 |
| 2209955 | &nbsp;&nbsp; Exeter Automobile Receivables Trust, <br> Series 2023-1A, Class C, 5.820%, 2/15/2028<br>| &nbsp;&nbsp; 2215604 |
| 4805000 | &nbsp;&nbsp; Ford Credit Auto Lease Trust, Series 2023-B, <br> Class C, 6.430%, 4/15/2027<br>| &nbsp;&nbsp; 4858052 |
| 12845000 | &nbsp;&nbsp; Hertz Vehicle Financing III LLC, <br> Series 2023-2A, Class A, 5.570%, 9/25/2029(a)<br>| &nbsp;&nbsp; 13109378 |
| 69012 | &nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes, <br> Series 2022-C, Class B, 6.451%, 12/15/2032(a)<br>| &nbsp;&nbsp; 69080 |
| 43780 | &nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes, <br> Series 2022-C, Class C, 6.986%, 12/15/2032(a)<br>| &nbsp;&nbsp; 43830 |
| 2720793 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2022-2A, Class C, 4.850%, 9/15/2027(a)<br>| &nbsp;&nbsp; 2720295 |
| 1079886 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-1A, Class B, 5.410%, 1/18/2028(a)<br>| &nbsp;&nbsp; 1080822 |
| 4910000 | &nbsp;&nbsp; Westlake Automobile Receivables Trust, <br> Series 2023-2A, Class C, 6.290%, 3/15/2028(a)<br>| &nbsp;&nbsp; 4948892 |
| 7948246 | &nbsp;&nbsp; Wheels Fleet Lease Funding 1 LLC, <br> Series 2023-1A, Class A, 5.800%, 4/18/2038(a)<br>| &nbsp;&nbsp; 8004679 |
|  |  | &nbsp;&nbsp; 71099519 |
|  | **ABS Home Equity — 0.3%** | **ABS Home Equity — 0.3%** |
| 483656 | &nbsp;&nbsp; CoreVest American Finance Ltd., <br> Series 2019-3, Class A, 2.705%, 10/15/2052(a)<br>| &nbsp;&nbsp; 480497 |
| 554413 | &nbsp;&nbsp; OBX Trust, Series 2018-EXP1, Class 1A3, <br> 4.000%, 4/25/2048(a)(b)<br>| &nbsp;&nbsp; 525386 |
| 10771004 | &nbsp;&nbsp; PRET LLC, Series 2024-NPL8, Class A1, <br> 5.963%, 11/25/2054(a)(b)<br>| &nbsp;&nbsp; 10775716 |
| 2963430 | &nbsp;&nbsp; Progress Residential Trust, Series 2023-SFR1, <br> Class A, 4.300%, 3/17/2040(a)<br>| &nbsp;&nbsp; 2942609 |
| 38241 | &nbsp;&nbsp; Sequoia Mortgage Trust, Series 2017-CH1, <br> Class A1, 4.000%, 8/25/2047(a)(b)<br>| &nbsp;&nbsp; 36373 |
| 253464 | &nbsp;&nbsp; Sequoia Mortgage Trust, Series 2018-CH1, <br> Class A1, 4.000%, 3/25/2048(a)(b)<br>| &nbsp;&nbsp; 237677 |
| 69298 | &nbsp;&nbsp; Sequoia Mortgage Trust, Series 2018-CH3, <br> Class A2, 4.000%, 8/25/2048(a)(b)<br>| &nbsp;&nbsp; 68341 |
| 3660000 | &nbsp;&nbsp; Toorak Mortgage Trust, Series 2024-RRTL1, <br> Class A1, 6.597%, 2/25/2039(a)(b)<br>| &nbsp;&nbsp; 3682317 |
| 497434 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2015-1, <br> Class A5, 4.685%, 10/25/2053(a)(b)<br>| &nbsp;&nbsp; 494322 |
| 5101352 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2016-2, <br> Class M2, 3.000%, 8/25/2055(a)(b)<br>| &nbsp;&nbsp; 4886931 |
| 2719491 | &nbsp;&nbsp; Towd Point Mortgage Trust, Series 2018-3, <br> Class A1, 3.750%, 5/25/2058(a)(b)<br>| &nbsp;&nbsp; 2665224 |
|  |  | &nbsp;&nbsp; 26795393 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Other — 2.3%** | **ABS Other — 2.3%** |
| $9857376 | &nbsp;&nbsp; ALTDE Trust, Series 2025-1A, Class A, <br> 5.900%, 8/15/2050(a)<br>| &nbsp;&nbsp; $10054376 |
| 4703605 | &nbsp;&nbsp; CLI Funding VIII LLC, Series 2021-1A, Class A, <br> 1.640%, 2/18/2046(a)<br>| &nbsp;&nbsp; 4312109 |
| 7550000 | &nbsp;&nbsp; Compass Datacenters Issuer III LLC, <br> Series 2025-1A, Class A2, 5.656%, 2/25/2050(a)<br>| &nbsp;&nbsp; 7612235 |
| 7400000 | &nbsp;&nbsp; Crockett Partners Equipment Co. IIA LLC, <br> Series 2024-1C, Class A, 6.050%, 1/20/2031(a)<br>| &nbsp;&nbsp; 7476013 |
| 1867172 | &nbsp;&nbsp; Foundation Finance Trust, Series 2025-1A, <br> Class A, 4.950%, 4/15/2050(a)<br>| &nbsp;&nbsp; 1884864 |
| 15660000 | &nbsp;&nbsp; Frontier Issuer LLC, Series 2024-1, Class A2, <br> 6.190%, 6/20/2054(a)<br>| &nbsp;&nbsp; 16130787 |
| 2343896 | &nbsp;&nbsp; GreenSky Home Improvement Issuer Trust, <br> Series 2025-1A, Class A4, 5.220%, 3/25/2060(a)<br>| &nbsp;&nbsp; 2365878 |
| 2515625 | &nbsp;&nbsp; GreenSky Home Improvement Trust, <br> Series 2024-1, Class A4, 5.670%, 6/25/2059(a)<br>| &nbsp;&nbsp; 2578639 |
| 26935563 | &nbsp;&nbsp; Horizon Aircraft Finance IV Ltd., Series 2024-1, <br> Class A, 5.375%, 9/15/2049(a)<br>| &nbsp;&nbsp; 26936532 |
| 7704400 | &nbsp;&nbsp; Jack in the Box Funding LLC, Series 2022-1A, <br> Class A2I, 3.445%, 2/26/2052(a)<br>| &nbsp;&nbsp; 7429166 |
| 12963775 | &nbsp;&nbsp; Jack in the Box Funding LLC, Series 2022-1A, <br> Class A2II, 4.136%, 2/26/2052(a)<br>| &nbsp;&nbsp; 11543722 |
| 5126684 | &nbsp;&nbsp; Lunar Structured Aircraft Portfolio Notes, <br> Series 2021-1, Class A, 2.636%, 10/15/2046(a)<br>| &nbsp;&nbsp; 4776684 |
| 5181723 | &nbsp;&nbsp; MVW LLC, Series 2024-2A, Class A, <br> 4.430%, 3/20/2042(a)<br>| &nbsp;&nbsp; 5159441 |
| 7212436 | &nbsp;&nbsp; Navigator Aircraft ABS Ltd., Series 2021-1, <br> Class A, 2.771%, 11/15/2046(a)(b)<br>| &nbsp;&nbsp; 6741400 |
| 5720971 | &nbsp;&nbsp; OWN Equipment Fund I LLC, Series 2024-2M, <br> Class A, 5.700%, 12/20/2032(a)<br>| &nbsp;&nbsp; 5814303 |
| 2105000 | &nbsp;&nbsp; SCF Equipment Leasing LLC, Series 2024-1A, <br> Class A3, 5.520%, 1/20/2032(a)<br>| &nbsp;&nbsp; 2160860 |
| 2277198 | &nbsp;&nbsp; Textainer Marine Containers VII Ltd., <br> Series 2020-2A, Class A, 2.100%, 9/20/2045(a)<br>| &nbsp;&nbsp; 2127641 |
| 7349112 | &nbsp;&nbsp; Volofin Finance DAC, Series 2024-1A, Class A, <br> 5.935%, 6/15/2037(a)<br>| &nbsp;&nbsp; 7467682 |
| 13462816 | &nbsp;&nbsp; Willis Engine Structured Trust VII, <br> Series 2023-A, Class A, 8.000%, 10/15/2048(a)<br>| &nbsp;&nbsp; 13865501 |
| 16950000 | &nbsp;&nbsp; Zayo Issuer LLC, Series 2025-2A, Class A2, <br> 5.953%, 6/20/2055(a)<br>| &nbsp;&nbsp; 17449805 |
| 14115000 | &nbsp;&nbsp; Ziply Fiber Issuer LLC, Series 2024-1A, <br> Class A2, 6.640%, 4/20/2054(a)<br>| &nbsp;&nbsp; 14496853 |
|  |  | &nbsp;&nbsp; 178384491 |
|  | **ABS Residential Mortgage — 0.1%** | **ABS Residential Mortgage — 0.1%** |
| 7455 | &nbsp;&nbsp; Countrywide Asset-Backed Certificates, <br> Series 2004-S1, Class A3, <br> 5.115%, 2/25/2035(b)(c)<br>| &nbsp;&nbsp; 7036 |
| 3760686 | &nbsp;&nbsp; VCAT LLC, Series 2025-NPL1, Class A1, <br> 5.877%, 1/25/2055(a)(b)<br>| &nbsp;&nbsp; 3767973 |
|  |  | &nbsp;&nbsp; 3775009 |
|  | **ABS Student Loan — 0.4%** | **ABS Student Loan — 0.4%** |
| 1731268 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2020-HA, Class A, 1.310%, 1/15/2069(a)<br>| &nbsp;&nbsp; 1626801 |
| 5830191 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2021-CA, Class A, 1.060%, 10/15/2069(a)<br>| &nbsp;&nbsp; 5246128 |
| 6393675 | &nbsp;&nbsp; Navient Private Education Refi Loan Trust, <br> Series 2023-A, Class A, 5.510%, 10/15/2071(a)<br>| &nbsp;&nbsp; 6528454 |
| 2181663 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2021-A, Class APT2, <br> 1.070%, 1/15/2053(a)<br>| &nbsp;&nbsp; 1963805 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **ABS Student Loan — continued** | **ABS Student Loan — continued** |
| $5262288 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2021-C, Class A2, 1 mo. USD SOFR + <br> 0.914%, 5.226%, 1/15/2053(a)(b)<br>| &nbsp;&nbsp; $5204452 |
| 6122788 | &nbsp;&nbsp; SMB Private Education Loan Trust, <br> Series 2023-A, Class A1A, 5.380%, 1/15/2053(a)<br>| &nbsp;&nbsp; 6210101 |
| 1266762 | &nbsp;&nbsp; SoFi Professional Loan Program LLC, <br> Series 2020-A, Class A2FX, <br> 2.540%, 5/15/2046(a)<br>| &nbsp;&nbsp; 1218538 |
|  |  | &nbsp;&nbsp; 27998279 |
|  | **ABS Whole Business — 0.3%** | **ABS Whole Business — 0.3%** |
| 7125200 | &nbsp;&nbsp; Domino's Pizza Master Issuer LLC, <br> Series 2018-1A, Class A2I, 4.116%, 7/25/2048(a)<br>| &nbsp;&nbsp; 7102600 |
| 4629488 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2022-1A, Class A2I, <br> 3.251%, 12/05/2051(a)<br>| &nbsp;&nbsp; 4508144 |
| 11716425 | &nbsp;&nbsp; Planet Fitness Master Issuer LLC, <br> Series 2022-1A, Class A2II, <br> 4.008%, 12/05/2051(a)<br>| &nbsp;&nbsp; 10812790 |
|  |  | &nbsp;&nbsp; 22423534 |
|  | **Aerospace & Defense — 0.6%** | **Aerospace & Defense — 0.6%** |
| 15264000 | Boeing Co., 5.705%, 5/01/2040 | &nbsp;&nbsp; 15079896 |
| 6255000 | Boeing Co., 6.298%, 5/01/2029 | &nbsp;&nbsp; 6612483 |
| 4290000 | Boeing Co., 6.858%, 5/01/2054 | &nbsp;&nbsp; 4696331 |
| 8260000 | Bombardier, Inc., 7.000%, 6/01/2032(a) | &nbsp;&nbsp; 8601840 |
| 7955000 | &nbsp;&nbsp; Embraer Netherlands Finance BV, <br> 5.980%, 2/11/2035<br>| &nbsp;&nbsp; 8200014 |
|  |  | &nbsp;&nbsp; 43190564 |
|  | **Airlines — 0.7%** | **Airlines — 0.7%** |
| 1958037 | &nbsp;&nbsp; American Airlines, Inc./AAdvantage Loyalty IP <br> Ltd., 5.500%, 4/20/2026(a)<br>| &nbsp;&nbsp; 1953544 |
| 6670467 | &nbsp;&nbsp; American Airlines, Inc./AAdvantage Loyalty IP <br> Ltd., 5.750%, 4/20/2029(a)<br>| &nbsp;&nbsp; 6664615 |
| 15701433 | &nbsp;&nbsp; Delta Air Lines, Inc./SkyMiles IP Ltd., <br> 4.750%, 10/20/2028(a)<br>| &nbsp;&nbsp; 15737846 |
| 6570000 | Latam Airlines Group SA, 7.875%, 4/15/2030(a) | &nbsp;&nbsp; 6701400 |
| 1633956 | &nbsp;&nbsp; United Airlines Pass-Through Trust, <br> Series 2020-1, Class B, 4.875%, 7/15/2027<br>| &nbsp;&nbsp; 1630099 |
| 13794734 | &nbsp;&nbsp; United Airlines Pass-Through Trust, <br> Series 2023-1, Class A, 5.800%, 7/15/2037<br>| &nbsp;&nbsp; 13991585 |
| 2266000 | United Airlines, Inc., 4.375%, 4/15/2026(a) | &nbsp;&nbsp; 2251020 |
| 5243000 | United Airlines, Inc., 4.625%, 4/15/2029(a) | &nbsp;&nbsp; 5089198 |
|  |  | &nbsp;&nbsp; 54019307 |
|  | **Apartment REITs — 0.0%** | **Apartment REITs — 0.0%** |
| 1715000 | American Homes 4 Rent LP, 3.375%, 7/15/2051 | &nbsp;&nbsp; 1130004 |
|  | **Automotive — 1.5%** | **Automotive — 1.5%** |
| 3200000 | Ford Motor Credit Co. LLC, 4.271%, 1/09/2027 | &nbsp;&nbsp; 3154007 |
| 9980000 | Ford Motor Credit Co. LLC, 6.800%, 5/12/2028 | &nbsp;&nbsp; 10314578 |
| 5315000 | Ford Motor Credit Co. LLC, 6.950%, 3/06/2026 | &nbsp;&nbsp; 5366258 |
| 5450000 | Ford Motor Credit Co. LLC, 7.122%, 11/07/2033 | &nbsp;&nbsp; 5656209 |
| 2800000 | &nbsp;&nbsp; General Motors Financial Co., Inc., <br> 2.350%, 1/08/2031<br>| &nbsp;&nbsp; 2425340 |
| 6206000 | &nbsp;&nbsp; Hyundai Capital America, <br> 2.375%, 10/15/2027(a)<br>| &nbsp;&nbsp; 5901081 |
| 7453000 | Hyundai Capital America, 3.000%, 2/10/2027(a) | &nbsp;&nbsp; 7271017 |
| 6740000 | Hyundai Capital America, 5.400%, 6/24/2031(a) | &nbsp;&nbsp; 6895298 |
| 14005000 | Hyundai Capital America, 6.100%, 9/21/2028(a) | &nbsp;&nbsp; 14559346 |
| 1725000 | Lear Corp., 3.550%, 1/15/2052 | &nbsp;&nbsp; 1098139 |
| 11881000 | Lear Corp., 5.250%, 5/15/2049 | &nbsp;&nbsp; 10206999 |
| 6000000 | &nbsp;&nbsp; Nissan Motor Acceptance Co. LLC, <br> 7.050%, 9/15/2028(a)<br>| &nbsp;&nbsp; 6129062 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Automotive — continued** | **Automotive — continued** |
| $4525000 | Phinia, Inc., 6.750%, 4/15/2029(a) | &nbsp;&nbsp; $4670615 |
| 33185000 | &nbsp;&nbsp; Volkswagen Group of America Finance LLC, <br> 6.450%, 11/16/2030(a)<br>| &nbsp;&nbsp; 35316967 |
|  |  | &nbsp;&nbsp; 118964916 |
|  | **Banking — 6.1%** | **Banking — 6.1%** |
| 5525000 | &nbsp;&nbsp; AIB Group PLC, (fixed rate to 3/28/2034, <br> variable rate thereafter), 5.871%, 3/28/2035(a)<br>| &nbsp;&nbsp; 5697562 |
| 5400000 | &nbsp;&nbsp; Banco Santander Mexico SA Institucion de <br> Banca Multiple Grupo Financiero Santand, <br> 5.621%, 12/10/2029(a)<br>| &nbsp;&nbsp; 5499900 |
| 4800000 | Banco Santander SA, 2.958%, 3/25/2031 | &nbsp;&nbsp; 4381924 |
| 18675000 | &nbsp;&nbsp; Bank of America Corp., (fixed rate to <br> 10/25/2034, variable rate thereafter), <br> 5.518%, 10/25/2035<br>| &nbsp;&nbsp; 18675169 |
| 6910000 | &nbsp;&nbsp; Bank of America Corp., (fixed rate to <br> 11/10/2027, variable rate thereafter), <br> 6.204%, 11/10/2028<br>| &nbsp;&nbsp; 7191085 |
| 5475000 | &nbsp;&nbsp; Bank of America Corp., (fixed rate to 4/24/2027, <br> variable rate thereafter), 3.705%, 4/24/2028<br>| &nbsp;&nbsp; 5409991 |
| 17545000 | &nbsp;&nbsp; Bank of America Corp., (fixed rate to 4/25/2033, <br> variable rate thereafter), 5.288%, 4/25/2034<br>| &nbsp;&nbsp; 17896492 |
| 24210000 | &nbsp;&nbsp; Bank of America Corp., MTN, (fixed rate to <br> 4/23/2026, variable rate thereafter), <br> 3.559%, 4/23/2027<br>| &nbsp;&nbsp; 24036085 |
| 18664000 | &nbsp;&nbsp; Barclays PLC, (fixed rate to 3/10/2041, variable <br> rate thereafter), 3.811%, 3/10/2042<br>| &nbsp;&nbsp; 14642100 |
| 1900000 | &nbsp;&nbsp; Barclays PLC, (fixed rate to 5/09/2033, variable <br> rate thereafter), 6.224%, 5/09/2034<br>| &nbsp;&nbsp; 2016575 |
| 7864000 | &nbsp;&nbsp; BBVA Mexico SA Institucion De Banca <br> Multiple Grupo Financiero BBVA Mexico, <br> 1.875%, 9/18/2025(a)<br>| &nbsp;&nbsp; 7808516 |
| 7355000 | &nbsp;&nbsp; BBVA Mexico SA Institucion De Banca <br> Multiple Grupo Financiero BBVA Mexico, <br> 5.250%, 9/10/2029(a)<br>| &nbsp;&nbsp; 7448850 |
| 15013000 | &nbsp;&nbsp; BNP Paribas SA, (fixed rate to 1/13/2026, <br> variable rate thereafter), 1.323%, 1/13/2027(a)<br>| &nbsp;&nbsp; 14751754 |
| 23870000 | &nbsp;&nbsp; Capital One Financial Corp., (fixed rate to <br> 6/08/2033, variable rate thereafter), <br> 6.377%, 6/08/2034<br>| &nbsp;&nbsp; 25412083 |
| 11385000 | &nbsp;&nbsp; Credit Agricole SA, (fixed rate to 1/10/2034, <br> variable rate thereafter), 6.251%, 1/10/2035(a)<br>| &nbsp;&nbsp; 11838191 |
| 6930000 | &nbsp;&nbsp; Danske Bank AS, (fixed rate to 10/02/2029, <br> variable rate thereafter), 4.613%, 10/02/2030(a)<br>| &nbsp;&nbsp; 6901680 |
| 9038000 | Deutsche Bank AG, 1.686%, 3/19/2026 | &nbsp;&nbsp; 8870219 |
| 8585000 | &nbsp;&nbsp; Deutsche Bank AG, (fixed rate to 10/07/2031, <br> variable rate thereafter), 3.742%, 1/07/2033<br>| &nbsp;&nbsp; 7727172 |
| 6737000 | &nbsp;&nbsp; Deutsche Bank AG, (fixed rate to 10/14/2030, <br> variable rate thereafter), 3.729%, 1/14/2032<br>| &nbsp;&nbsp; 6171724 |
| 1750000 | &nbsp;&nbsp; Deutsche Bank AG, (fixed rate to 11/10/2032, <br> variable rate thereafter), 7.079%, 2/10/2034<br>| &nbsp;&nbsp; 1865488 |
| 11630000 | &nbsp;&nbsp; Deutsche Bank AG, (fixed rate to 11/24/2025, <br> variable rate thereafter), 2.129%, 11/24/2026<br>| &nbsp;&nbsp; 11512364 |
| 12186000 | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | &nbsp;&nbsp; 13377540 |
| 7270000 | &nbsp;&nbsp; Goldman Sachs Group, Inc., (fixed rate to <br> 6/05/2027, variable rate thereafter), <br> 3.691%, 6/05/2028<br>| &nbsp;&nbsp; 7166663 |
| 1826000 | HSBC Holdings PLC, 4.950%, 3/31/2030 | &nbsp;&nbsp; 1857089 |
| 10560000 | Intesa Sanpaolo SpA, 7.200%, 11/28/2033(a) | &nbsp;&nbsp; 11841773 |
| 4740000 | &nbsp;&nbsp; Intesa Sanpaolo SpA, (fixed rate to 6/01/2031, <br> variable rate thereafter), 4.198%, 6/01/2032(a)<br>| &nbsp;&nbsp; 4354354 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Banking — continued** | **Banking — continued** |
| $24590000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to <br> 10/15/2029, variable rate thereafter), <br> 2.739%, 10/15/2030<br>| &nbsp;&nbsp; $22928725 |
| 9525000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to <br> 4/22/2035, variable rate thereafter), <br> 5.572%, 4/22/2036<br>| &nbsp;&nbsp; 9871170 |
| 15376000 | &nbsp;&nbsp; JPMorgan Chase & Co., (fixed rate to <br> 5/13/2030, variable rate thereafter), <br> 2.956%, 5/13/2031<br>| &nbsp;&nbsp; 14218189 |
| 11090000 | &nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc., (fixed <br> rate to 7/20/2031, variable rate thereafter), <br> 2.309%, 7/20/2032<br>| &nbsp;&nbsp; 9661541 |
| 13321000 | Morgan Stanley, 3.591%, 7/22/2028(b) | &nbsp;&nbsp; 13087829 |
| 1500000 | &nbsp;&nbsp; Morgan Stanley, (fixed rate to 2/01/2028, <br> variable rate thereafter), 5.123%, 2/01/2029<br>| &nbsp;&nbsp; 1526183 |
| 11935000 | &nbsp;&nbsp; Morgan Stanley, MTN, (fixed rate to 4/20/2028, <br> variable rate thereafter), 5.164%, 4/20/2029<br>| &nbsp;&nbsp; 12168928 |
| 3575000 | Norinchukin Bank, 5.094%, 10/16/2029(a) | &nbsp;&nbsp; 3623304 |
| 6960000 | &nbsp;&nbsp; PNC Financial Services Group, Inc., (fixed rate <br> to 1/24/2033, variable rate thereafter), <br> 5.068%, 1/24/2034<br>| &nbsp;&nbsp; 6994637 |
| 12940000 | &nbsp;&nbsp; Santander Holdings USA, Inc., (fixed rate to <br> 1/06/2027, variable rate thereafter), <br> 2.490%, 1/06/2028<br>| &nbsp;&nbsp; 12526194 |
| 17170000 | &nbsp;&nbsp; Santander U.K. Group Holdings PLC, (fixed rate <br> to 4/15/2030, variable rate thereafter), <br> 5.694%, 4/15/2031<br>| &nbsp;&nbsp; 17709565 |
| 13670000 | &nbsp;&nbsp; Societe Generale SA, (fixed rate to 1/19/2054, <br> variable rate thereafter), 7.132%, 1/19/2055(a)<br>| &nbsp;&nbsp; 13921884 |
| 18840000 | &nbsp;&nbsp; Standard Chartered PLC, (fixed rate to <br> 1/12/2032, variable rate thereafter), <br> 3.603%, 1/12/2033(a)<br>| &nbsp;&nbsp; 17063953 |
| 660000 | &nbsp;&nbsp; Standard Chartered PLC, (fixed rate to <br> 3/15/2028, variable rate thereafter), <br> 4.866%, 3/15/2033(a)<br>| &nbsp;&nbsp; 656863 |
| 2400000 | &nbsp;&nbsp; Standard Chartered PLC, (fixed rate to <br> 7/06/2033, variable rate thereafter), <br> 6.296%, 7/06/2034(a)<br>| &nbsp;&nbsp; 2555356 |
| 5660000 | &nbsp;&nbsp; Sumitomo Mitsui Financial Group, Inc., <br> 1.474%, 7/08/2025<br>| &nbsp;&nbsp; 5656607 |
| 11838000 | &nbsp;&nbsp; Sumitomo Mitsui Financial Group, Inc., <br> 3.040%, 7/16/2029<br>| &nbsp;&nbsp; 11220629 |
| 4815000 | &nbsp;&nbsp; Synchrony Financial, (fixed rate to 3/06/2030, <br> variable rate thereafter), 5.450%, 3/06/2031<br>| &nbsp;&nbsp; 4856981 |
| 7155000 | &nbsp;&nbsp; Truist Financial Corp., MTN, (fixed rate to <br> 6/08/2033, variable rate thereafter), <br> 5.867%, 6/08/2034<br>| &nbsp;&nbsp; 7474757 |
| 5540000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 11/15/2032, <br> variable rate thereafter), 9.016%, 11/15/2033(a)<br>| &nbsp;&nbsp; 6849545 |
| 8695000 | &nbsp;&nbsp; UBS Group AG, (fixed rate to 8/11/2027, <br> variable rate thereafter), 6.442%, 8/11/2028(a)<br>| &nbsp;&nbsp; 9032366 |
| 16095000 | &nbsp;&nbsp; UniCredit SpA, (fixed rate to 6/03/2026, variable <br> rate thereafter), 1.982%, 6/03/2027(a)<br>| &nbsp;&nbsp; 15697772 |
|  |  | &nbsp;&nbsp; 473655321 |
|  | **Brokerage — 0.1%** | **Brokerage — 0.1%** |
| 4055000 | BGC Group, Inc., 6.150%, 4/02/2030(a) | &nbsp;&nbsp; 4111381 |
| 1970000 | Citadel LP, 6.000%, 1/23/2030(a) | &nbsp;&nbsp; 2036784 |
| 2300000 | Citadel LP, 6.375%, 1/23/2032(a) | &nbsp;&nbsp; 2401716 |
|  |  | &nbsp;&nbsp; 8549881 |
|  | **Building Materials — 0.1%** | **Building Materials — 0.1%** |
| 3265000 | &nbsp;&nbsp; American Builders & Contractors Supply Co., <br> Inc., 3.875%, 11/15/2029(a)<br>| &nbsp;&nbsp; 3093326 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Building Materials — continued** | **Building Materials — continued** |
| $929000 | Mohawk Industries, Inc., 3.625%, 5/15/2030 | &nbsp;&nbsp; $889322 |
| 950000 | Mohawk Industries, Inc., 5.850%, 9/18/2028 | &nbsp;&nbsp; 986141 |
|  |  | &nbsp;&nbsp; 4968789 |
|  | **Cable Satellite — 0.4%** | **Cable Satellite — 0.4%** |
| 18325000 | &nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., <br> 4.250%, 1/15/2034(a)<br>| &nbsp;&nbsp; 16312677 |
| 6340000 | Time Warner Cable LLC, 4.500%, 9/15/2042 | &nbsp;&nbsp; 5049698 |
| 783000 | Time Warner Cable LLC, 5.500%, 9/01/2041 | &nbsp;&nbsp; 711957 |
| 2245000 | Time Warner Cable LLC, 5.875%, 11/15/2040 | &nbsp;&nbsp; 2155340 |
| 7162000 | Time Warner Cable LLC, 6.550%, 5/01/2037 | &nbsp;&nbsp; 7397051 |
| 1707000 | Time Warner Cable LLC, 6.750%, 6/15/2039 | &nbsp;&nbsp; 1769459 |
|  |  | &nbsp;&nbsp; 33396182 |
|  | **Chemicals — 1.2%** | **Chemicals — 1.2%** |
| 1610000 | Alpek SAB de CV, 3.250%, 2/25/2031(a) | &nbsp;&nbsp; 1411027 |
| 21013000 | &nbsp;&nbsp; Braskem America Finance Co., <br> 7.125%, 7/22/2041(a)<br>| &nbsp;&nbsp; 15206057 |
| 8885000 | Eastman Chemical Co., 5.000%, 8/01/2029 | &nbsp;&nbsp; 9008927 |
| 12840000 | &nbsp;&nbsp; Methanex U.S. Operations, Inc., <br> 6.250%, 3/15/2032(a)<br>| &nbsp;&nbsp; 12802675 |
| 4410000 | Nutrien Ltd., 5.800%, 3/27/2053 | &nbsp;&nbsp; 4362311 |
| 8771000 | &nbsp;&nbsp; Orbia Advance Corp. SAB de CV, <br> 5.875%, 9/17/2044(a)<br>| &nbsp;&nbsp; 7427703 |
| 9466000 | &nbsp;&nbsp; Orbia Advance Corp. SAB de CV, <br> 6.750%, 9/19/2042(a)<br>| &nbsp;&nbsp; 8838876 |
| 7660000 | &nbsp;&nbsp; Orbia Advance Corp. SAB de CV, <br> 6.800%, 5/13/2030(a)<br>| &nbsp;&nbsp; 7828520 |
| 3830000 | &nbsp;&nbsp; Sociedad Quimica y Minera de Chile SA, <br> 3.500%, 9/10/2051(a)<br>| &nbsp;&nbsp; 2452119 |
| 7654000 | &nbsp;&nbsp; Sociedad Quimica y Minera de Chile SA, <br> 4.250%, 1/22/2050(a)<br>| &nbsp;&nbsp; 5800890 |
| 14835000 | &nbsp;&nbsp; Sociedad Quimica y Minera de Chile SA, <br> 6.500%, 11/07/2033(a)<br>| &nbsp;&nbsp; 15748688 |
|  |  | &nbsp;&nbsp; 90887793 |
|  | **Collateralized Mortgage Obligations — 0.8%** | **Collateralized Mortgage Obligations — 0.8%** |
| 24301429 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> Series 406, Class F15, 30 day USD SOFR <br> Average + 1.450%, 5.755%, 10/25/2053(b)<br>| &nbsp;&nbsp; 24472858 |
| 30435000 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> Series 5365, Class LY, REMICS, <br> 6.500%, 12/25/2053<br>| &nbsp;&nbsp; 31714366 |
| 7850000 | &nbsp;&nbsp; Federal National Mortgage Association, <br> Series 2023-51, Class L, REMICS, <br> 6.500%, 11/25/2053<br>| &nbsp;&nbsp; 8290628 |
| 51692 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2010-H24, Class FA, 1 mo. USD SOFR + <br> 0.464%, 4.796%, 10/20/2060(b)(c)<br>| &nbsp;&nbsp; 51160 |
| 41220 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2012-H18, Class NA, 1 mo. USD SOFR + <br> 0.634%, 4.966%, 8/20/2062(b)(c)<br>| &nbsp;&nbsp; 40872 |
| 25 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2013-H01, Class FA, 1.650%, 1/20/2063(c)<br>| &nbsp;&nbsp; 22 |
| 8427 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2013-H03, Class HA, <br> 1.750%, 12/20/2062(c)<br>| &nbsp;&nbsp; 7564 |
| 7251 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2013-H04, Class BA, <br> 1.650%, 2/20/2063(c)<br>| &nbsp;&nbsp; 6630 |
| 89572 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2013-H10, Class PA, <br> 2.500%, 4/20/2063(c)<br>| &nbsp;&nbsp; 81425 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Collateralized Mortgage Obligations — continued** | **Collateralized Mortgage Obligations — continued** |
| $941675 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2015-H10, Class JA, 2.250%, 4/20/2065<br>| &nbsp;&nbsp; $919316 |
| 5531 | &nbsp;&nbsp; Government National Mortgage Association, <br> Series 2015-H13, Class FL, 1 mo. USD SOFR + <br> 0.394%, 4.726%, 5/20/2063(b)(c)<br>| &nbsp;&nbsp; 5275 |
|  |  | &nbsp;&nbsp; 65590116 |
|  | **Construction Machinery — 0.1%** | **Construction Machinery — 0.1%** |
| 5405000 | Herc Holdings, Inc., 7.000%, 6/15/2030(a) | &nbsp;&nbsp; 5659035 |
|  | **Consumer Products — 0.1%** | **Consumer Products — 0.1%** |
| 2157000 | &nbsp;&nbsp; Kimberly-Clark de Mexico SAB de CV, <br> 2.431%, 7/01/2031(a)<br>| &nbsp;&nbsp; 1926022 |
| 2738000 | &nbsp;&nbsp; Natura &Co. Luxembourg Holdings SARL, <br> 4.125%, 5/03/2028(a)<br>| &nbsp;&nbsp; 2588456 |
| 1925000 | &nbsp;&nbsp; Natura &Co. Luxembourg Holdings SARL, <br> 6.000%, 4/19/2029(a)<br>| &nbsp;&nbsp; 1870561 |
|  |  | &nbsp;&nbsp; 6385039 |
|  | **Electric — 0.7%** | **Electric — 0.7%** |
| 1609000 | AES Corp., 3.950%, 7/15/2030(a) | &nbsp;&nbsp; 1529719 |
| 14779000 | &nbsp;&nbsp; Clearway Energy Operating LLC, <br> 3.750%, 2/15/2031(a)<br>| &nbsp;&nbsp; 13570342 |
| 14602870 | Cometa Energia SA de CV, 6.375%, 4/24/2035(a) | &nbsp;&nbsp; 15051271 |
| 2415000 | DPL, Inc., 4.350%, 4/15/2029 | &nbsp;&nbsp; 2336961 |
| 2811000 | Enel Americas SA, 4.000%, 10/25/2026 | &nbsp;&nbsp; 2788615 |
| 4816000 | Entergy Corp., 2.800%, 6/15/2030 | &nbsp;&nbsp; 4448637 |
| 750000 | IPALCO Enterprises, Inc., 4.250%, 5/01/2030 | &nbsp;&nbsp; 720109 |
| 10966000 | &nbsp;&nbsp; National Rural Utilities Cooperative Finance <br> Corp., 3 mo. USD SOFR + 3.172%, <br> 7.451%, 4/30/2043(b)<br>| &nbsp;&nbsp; 10911922 |
| 3945000 | &nbsp;&nbsp; Southern California Edison Co., <br> 6.200%, 9/15/2055<br>| &nbsp;&nbsp; 3777450 |
|  |  | &nbsp;&nbsp; 55135026 |
|  | **Finance Companies — 3.5%** | **Finance Companies — 3.5%** |
| 6365000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 3.000%, 10/29/2028<br>| &nbsp;&nbsp; 6063776 |
| 8095000 | &nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust, 5.100%, 1/19/2029<br>| &nbsp;&nbsp; 8239524 |
| 19660000 | Air Lease Corp., GMTN, 3.750%, 6/01/2026 | &nbsp;&nbsp; 19529144 |
| 21237000 | Aircastle Ltd., 2.850%, 1/26/2028(a) | &nbsp;&nbsp; 20219380 |
| 24047000 | ARES Capital Corp., 2.150%, 7/15/2026 | &nbsp;&nbsp; 23432513 |
| 17575000 | ARES Capital Corp., 5.800%, 3/08/2032 | &nbsp;&nbsp; 17501458 |
| 16875000 | &nbsp;&nbsp; Avolon Holdings Funding Ltd., <br> 2.750%, 2/21/2028(a)<br>| &nbsp;&nbsp; 16014112 |
| 3220000 | &nbsp;&nbsp; Avolon Holdings Funding Ltd., <br> 5.375%, 5/30/2030(a)<br>| &nbsp;&nbsp; 3280090 |
| 4262000 | Blue Owl Capital Corp., 2.625%, 1/15/2027 | &nbsp;&nbsp; 4116230 |
| 13397000 | Blue Owl Capital Corp., 3.400%, 7/15/2026 | &nbsp;&nbsp; 13181743 |
| 9070000 | Blue Owl Capital Corp., 5.950%, 3/15/2029 | &nbsp;&nbsp; 9116615 |
| 10958000 | &nbsp;&nbsp; Blue Owl Technology Finance Corp., <br> 3.750%, 6/17/2026(a)<br>| &nbsp;&nbsp; 10742785 |
| 13285000 | &nbsp;&nbsp; Blue Owl Technology Finance Corp., <br> 6.100%, 3/15/2028(a)<br>| &nbsp;&nbsp; 13356970 |
| 19629000 | FS KKR Capital Corp., 3.400%, 1/15/2026 | &nbsp;&nbsp; 19456680 |
| 5110000 | GATX Corp., 6.050%, 3/15/2034 | &nbsp;&nbsp; 5400258 |
| 3670000 | GATX Corp., 6.050%, 6/05/2054 | &nbsp;&nbsp; 3673065 |
| 11600000 | Hercules Capital, Inc., 6.000%, 6/16/2030 | &nbsp;&nbsp; 11576224 |
| 2600000 | &nbsp;&nbsp; Macquarie Airfinance Holdings Ltd., <br> 6.400%, 3/26/2029(a)<br>| &nbsp;&nbsp; 2714280 |
| 4480000 | Main Street Capital Corp., 6.950%, 3/01/2029 | &nbsp;&nbsp; 4660957 |
| 7545000 | MSD Investment Corp., 6.250%, 5/31/2030(a) | &nbsp;&nbsp; 7463041 |
| 2300000 | Navient Corp., 4.875%, 3/15/2028 | &nbsp;&nbsp; 2267915 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Finance Companies — continued** | **Finance Companies — continued** |
| $8950000 | Navient Corp., 5.000%, 3/15/2027 | &nbsp;&nbsp; $8913638 |
| 17375000 | OneMain Finance Corp., 6.625%, 5/15/2029 | &nbsp;&nbsp; 17845011 |
| 11330000 | Rocket Cos., Inc., 6.125%, 8/01/2030(a) | &nbsp;&nbsp; 11545610 |
| 6493000 | &nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage <br> Co-Issuer, Inc., 3.875%, 3/01/2031(a)<br>| &nbsp;&nbsp; 6019134 |
| 5410000 | &nbsp;&nbsp; Sixth Street Lending Partners, <br> 6.125%, 7/15/2030(a)<br>| &nbsp;&nbsp; 5508842 |
| 2930000 | &nbsp;&nbsp; Sixth Street Specialty Lending, Inc., <br> 5.625%, 8/15/2030<br>| &nbsp;&nbsp; 2937872 |
|  |  | &nbsp;&nbsp; 274776867 |
|  | **Food & Beverage — 0.7%** | **Food & Beverage — 0.7%** |
| 13933000 | BRF SA, 5.750%, 9/21/2050(a) | &nbsp;&nbsp; 11320841 |
| 2050000 | Diageo Investment Corp., 5.625%, 4/15/2035 | &nbsp;&nbsp; 2143762 |
| 23815000 | &nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Food <br> Co./JBS Lux Co. SARL, 7.250%, 11/15/2053<br>| &nbsp;&nbsp; 26812642 |
| 12030000 | Minerva Luxembourg SA, 4.375%, 3/18/2031(a) | &nbsp;&nbsp; 10724690 |
| 1599000 | Smithfield Foods, Inc., 3.000%, 10/15/2030(a) | &nbsp;&nbsp; 1452500 |
|  |  | &nbsp;&nbsp; 52454435 |
|  | **Gaming — 0.2%** | **Gaming — 0.2%** |
| 12715000 | MGM Resorts International, 6.500%, 4/15/2032 | &nbsp;&nbsp; 12922442 |
|  | **Government Owned - No Guarantee — 1.2%** | **Government Owned - No Guarantee — 1.2%** |
| 7292000 | Antares Holdings LP, 3.950%, 7/15/2026(a) | &nbsp;&nbsp; 7175255 |
| 16900000 | Antares Holdings LP, 6.350%, 10/23/2029(a) | &nbsp;&nbsp; 17073600 |
| 2585000 | Ascot Group Ltd., 4.250%, 12/15/2030(a) | &nbsp;&nbsp; 2373993 |
| 10220000 | Ecopetrol SA, 7.750%, 2/01/2032 | &nbsp;&nbsp; 10043726 |
| 9135000 | Ecopetrol SA, 8.375%, 1/19/2036 | &nbsp;&nbsp; 8814055 |
| 3903000 | &nbsp;&nbsp; Empresa de los Ferrocarriles del Estado, <br> 3.068%, 8/18/2050(a)<br>| &nbsp;&nbsp; 2285120 |
| 8730000 | Freeport Indonesia PT, 5.315%, 4/14/2032(a) | &nbsp;&nbsp; 8746674 |
| 7685000 | OCP SA, 3.750%, 6/23/2031(a) | &nbsp;&nbsp; 6884884 |
| 12020000 | OCP SA, 6.750%, 5/02/2034(a) | &nbsp;&nbsp; 12460293 |
| 12038000 | Saudi Arabian Oil Co., 3.500%, 11/24/2070(a) | &nbsp;&nbsp; 7186079 |
| 7669000 | Tennessee Valley Authority, 4.625%, 9/15/2060 | &nbsp;&nbsp; 6679000 |
|  |  | &nbsp;&nbsp; 89722679 |
|  | **Health Insurance — 0.1%** | **Health Insurance — 0.1%** |
| 8739000 | Centene Corp., 3.375%, 2/15/2030 | &nbsp;&nbsp; 8048912 |
|  | **Healthcare — 0.3%** | **Healthcare — 0.3%** |
| 13005000 | HCA, Inc., 4.625%, 3/15/2052 | &nbsp;&nbsp; 10451049 |
| 4230000 | HCA, Inc., 5.600%, 4/01/2034 | &nbsp;&nbsp; 4327913 |
| 11395000 | HCA, Inc., 5.750%, 3/01/2035 | &nbsp;&nbsp; 11718313 |
|  |  | &nbsp;&nbsp; 26497275 |
|  | **Home Construction — 0.2%** | **Home Construction — 0.2%** |
| 5751000 | Forestar Group, Inc., 3.850%, 5/15/2026(a) | &nbsp;&nbsp; 5649035 |
| 9855000 | NVR, Inc., 3.000%, 5/15/2030 | &nbsp;&nbsp; 9179160 |
|  |  | &nbsp;&nbsp; 14828195 |
|  | **Independent Energy — 1.2%** | **Independent Energy — 1.2%** |
| 13195000 | Baytex Energy Corp., 7.375%, 3/15/2032(a) | &nbsp;&nbsp; 12599761 |
| 4650000 | Civitas Resources, Inc., 8.625%, 11/01/2030(a) | &nbsp;&nbsp; 4720857 |
| 16710000 | &nbsp;&nbsp; Crescent Energy Finance LLC, <br> 7.625%, 4/01/2032(a)<br>| &nbsp;&nbsp; 16315647 |
| 8902000 | Devon Energy Corp., 4.500%, 1/15/2030 | &nbsp;&nbsp; 8810582 |
| 1765000 | EQT Corp., 3.125%, 5/15/2026(a) | &nbsp;&nbsp; 1737822 |
| 3504000 | EQT Corp., 3.900%, 10/01/2027 | &nbsp;&nbsp; 3457552 |
| 1901000 | EQT Corp., 5.000%, 1/15/2029 | &nbsp;&nbsp; 1917109 |
| 8995000 | EQT Corp., 6.375%, 4/01/2029(a) | &nbsp;&nbsp; 9278294 |
| 11805000 | Harbour Energy PLC, 6.327%, 4/01/2035(a) | &nbsp;&nbsp; 11735649 |
| 3456000 | &nbsp;&nbsp; Pan American Energy LLC, <br> 9.125%, 4/30/2027(a)<br>| &nbsp;&nbsp; 3572329 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Independent Energy — continued** | **Independent Energy — continued** |
| $2250000 | &nbsp;&nbsp; Permian Resources Operating LLC, <br> 6.250%, 2/01/2033(a)<br>| &nbsp;&nbsp; $2270880 |
| 6080000 | SM Energy Co., 6.750%, 8/01/2029(a) | &nbsp;&nbsp; 6057648 |
| 6695000 | SM Energy Co., 7.000%, 8/01/2032(a) | &nbsp;&nbsp; 6597204 |
|  |  | &nbsp;&nbsp; 89071334 |
|  | **Industrial Other — 0.0%** | **Industrial Other — 0.0%** |
| 3408000 | &nbsp;&nbsp; Georgetown University, Series A, <br> 5.215%, 10/01/2118<br>| &nbsp;&nbsp; 3000471 |
|  | **Life Insurance — 0.4%** | **Life Insurance — 0.4%** |
| 14421000 | Brighthouse Financial, Inc., 5.625%, 5/15/2030 | &nbsp;&nbsp; 14788084 |
| 4515000 | &nbsp;&nbsp; Fortitude Group Holdings LLC, <br> 6.250%, 4/01/2030(a)<br>| &nbsp;&nbsp; 4645075 |
| 10070000 | &nbsp;&nbsp; Nippon Life Insurance Co., (fixed rate to <br> 4/30/2035, variable rate thereafter), <br> 6.500%, 4/30/2055(a)<br>| &nbsp;&nbsp; 10424323 |
| 2327000 | &nbsp;&nbsp; OneAmerica Financial Partners, Inc., <br> 4.250%, 10/15/2050(a)<br>| &nbsp;&nbsp; 1789254 |
|  |  | &nbsp;&nbsp; 31646736 |
|  | **Media Entertainment — 0.3%** | **Media Entertainment — 0.3%** |
| 54020000 | &nbsp;&nbsp; Grupo Televisa SAB, EMTN, 7.250%, 5/14/2043, <br> (MXN)<br>| &nbsp;&nbsp; 1710405 |
| 12803000 | Prosus NV, 3.680%, 1/21/2030(a) | &nbsp;&nbsp; 12069930 |
| 14750000 | Prosus NV, 3.832%, 2/08/2051(a) | &nbsp;&nbsp; 9488197 |
|  |  | &nbsp;&nbsp; 23268532 |
|  | **Metals & Mining — 1.4%** | **Metals & Mining — 1.4%** |
| 12875000 | Alumina Pty. Ltd., 6.125%, 3/15/2030(a) | &nbsp;&nbsp; 13068885 |
| 3620000 | &nbsp;&nbsp; Anglo American Capital PLC, <br> 3.875%, 3/16/2029(a)<br>| &nbsp;&nbsp; 3535622 |
| 3322000 | &nbsp;&nbsp; Anglo American Capital PLC, <br> 3.950%, 9/10/2050(a)<br>| &nbsp;&nbsp; 2461690 |
| 8646000 | &nbsp;&nbsp; Anglo American Capital PLC, <br> 5.625%, 4/01/2030(a)<br>| &nbsp;&nbsp; 8969135 |
| 8035000 | &nbsp;&nbsp; BHP Billiton Finance USA Ltd., <br> 5.300%, 2/21/2035<br>| &nbsp;&nbsp; 8202319 |
| 10477000 | &nbsp;&nbsp; FMG Resources August 2006 Pty. Ltd., <br> 4.375%, 4/01/2031(a)<br>| &nbsp;&nbsp; 9789723 |
| 15428000 | Fresnillo PLC, 4.250%, 10/02/2050(a) | &nbsp;&nbsp; 11101989 |
| 7995000 | Gerdau Trade, Inc., 5.750%, 6/09/2035 | &nbsp;&nbsp; 8000597 |
| 23582000 | Glencore Funding LLC, 2.500%, 9/01/2030(a) | &nbsp;&nbsp; 21235591 |
| 6635000 | Glencore Funding LLC, 5.673%, 4/01/2035(a) | &nbsp;&nbsp; 6768758 |
| 700000 | Glencore Funding LLC, 6.375%, 10/06/2030(a) | &nbsp;&nbsp; 751276 |
| 5290000 | POSCO, 5.625%, 1/17/2026(a) | &nbsp;&nbsp; 5313993 |
| 3210000 | Rio Tinto Finance USA PLC, 5.750%, 3/14/2055 | &nbsp;&nbsp; 3213985 |
| 3880000 | Rio Tinto Finance USA PLC, 5.875%, 3/14/2065 | &nbsp;&nbsp; 3896610 |
| 4505000 | SunCoke Energy, Inc., 4.875%, 6/30/2029(a) | &nbsp;&nbsp; 4192703 |
|  |  | &nbsp;&nbsp; 110502876 |
|  | **Midstream — 0.6%** | **Midstream — 0.6%** |
| 568000 | Energy Transfer LP, 5.150%, 2/01/2043 | &nbsp;&nbsp; 497021 |
| 2480000 | Energy Transfer LP, 5.300%, 4/15/2047 | &nbsp;&nbsp; 2187425 |
| 125000 | Energy Transfer LP, 5.400%, 10/01/2047 | &nbsp;&nbsp; 111315 |
| 4900000 | Energy Transfer LP, 5.950%, 10/01/2043 | &nbsp;&nbsp; 4654962 |
| 8548000 | Energy Transfer LP, 6.500%, 2/01/2042 | &nbsp;&nbsp; 8858802 |
| 1338000 | Energy Transfer LP, 6.625%, 10/15/2036 | &nbsp;&nbsp; 1443537 |
| 2014000 | Gray Oak Pipeline LLC, 2.600%, 10/15/2025(a) | &nbsp;&nbsp; 2000720 |
| 982000 | Gray Oak Pipeline LLC, 3.450%, 10/15/2027(a) | &nbsp;&nbsp; 960600 |
| 13365000 | &nbsp;&nbsp; Sempra Infrastructure Partners LP, <br> 3.250%, 1/15/2032(a)<br>| &nbsp;&nbsp; 11383727 |
| 2710000 | Targa Resources Corp., 5.500%, 2/15/2035 | &nbsp;&nbsp; 2719494 |
| 930000 | &nbsp;&nbsp; Targa Resources Partners LP/Targa Resources <br> Partners Finance Corp., 6.500%, 7/15/2027<br>| &nbsp;&nbsp; 930609 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Midstream — continued** | **Midstream — continued** |
| $4521000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.500%, 5/01/2033(a)<br>| &nbsp;&nbsp; $4841191 |
| 4530000 | &nbsp;&nbsp; Venture Global Plaquemines LNG LLC, <br> 7.750%, 5/01/2035(a)<br>| &nbsp;&nbsp; 4903372 |
|  |  | &nbsp;&nbsp; 45492775 |
|  | **Mortgage Related — 21.4%** | **Mortgage Related — 21.4%** |
| 8870632 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 1.500%, 12/01/2050<br>| &nbsp;&nbsp; 6507155 |
| 7915903 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 2.000%, 11/01/2050<br>| &nbsp;&nbsp; 6269464 |
| 6291084 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 2.000%, 11/01/2050<br>| &nbsp;&nbsp; 4986423 |
| 6564403 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 2.000%, 12/01/2050<br>| &nbsp;&nbsp; 5203039 |
| 5677643 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 2.000%, 12/01/2050<br>| &nbsp;&nbsp; 4496709 |
| 21669660 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 2.000%, 1/01/2051<br>| &nbsp;&nbsp; 17162376 |
| 4529187 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 2.000%, 2/01/2051<br>| &nbsp;&nbsp; 3590030 |
| 31998013 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 2.000%, 3/01/2052<br>| &nbsp;&nbsp; 25395901 |
| 4458320 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 2.000%, 3/01/2052<br>| &nbsp;&nbsp; 3530833 |
| 891598 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 3.000%, 11/01/2042<br>| &nbsp;&nbsp; 802264 |
| 5201623 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 3.000%, 9/01/2048<br>| &nbsp;&nbsp; 4624038 |
| 2997561 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 3.000%, 10/01/2049<br>| &nbsp;&nbsp; 2620408 |
| 1253416 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 3.000%, 5/01/2050<br>| &nbsp;&nbsp; 1091011 |
| 1094073 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 3.000%, 5/01/2050<br>| &nbsp;&nbsp; 956758 |
| 742936 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 12/01/2044<br>| &nbsp;&nbsp; 712534 |
| 348747 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 7/01/2045<br>| &nbsp;&nbsp; 331059 |
| 2350 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 9/01/2045<br>| &nbsp;&nbsp; 2232 |
| 229127 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 6/01/2047<br>| &nbsp;&nbsp; 217242 |
| 10264614 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 7/01/2052<br>| &nbsp;&nbsp; 9563489 |
| 969359 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 9/01/2052<br>| &nbsp;&nbsp; 902834 |
| 9105970 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 10/01/2052<br>| &nbsp;&nbsp; 8482232 |
| 5193111 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 10/01/2052<br>| &nbsp;&nbsp; 4848780 |
| 3922922 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 10/01/2052<br>| &nbsp;&nbsp; 3653539 |
| 4474665 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.000%, 10/01/2053<br>| &nbsp;&nbsp; 4164226 |
| 457001 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.500%, 7/01/2041<br>| &nbsp;&nbsp; 456005 |
| 70859 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.500%, 1/01/2044<br>| &nbsp;&nbsp; 69944 |
| 175634 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.500%, 4/01/2044<br>| &nbsp;&nbsp; 171996 |
| 17163 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.500%, 3/01/2046<br>| &nbsp;&nbsp; 16760 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Mortgage Related — continued** | **Mortgage Related — continued** |
| $639692 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.500%, 7/01/2046<br>| &nbsp;&nbsp; $627445 |
| 361515 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.500%, 3/01/2048<br>| &nbsp;&nbsp; 350011 |
| 14156152 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.500%, 8/01/2052<br>| &nbsp;&nbsp; 13565344 |
| 3485761 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.500%, 8/01/2052<br>| &nbsp;&nbsp; 3348313 |
| 2400532 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 4.500%, 8/01/2052<br>| &nbsp;&nbsp; 2296963 |
| 1124036 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 7/01/2048<br>| &nbsp;&nbsp; 1122318 |
| 995461 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 8/01/2048<br>| &nbsp;&nbsp; 996197 |
| 655608 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 9/01/2048<br>| &nbsp;&nbsp; 654606 |
| 2069344 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 10/01/2048<br>| &nbsp;&nbsp; 2061927 |
| 5428731 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 12/01/2048<br>| &nbsp;&nbsp; 5427186 |
| 9446568 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 12/01/2053<br>| &nbsp;&nbsp; 9332745 |
| 24017351 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 1/01/2055<br>| &nbsp;&nbsp; 23604897 |
| 9180382 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 1/01/2055<br>| &nbsp;&nbsp; 9009941 |
| 8301148 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 2/01/2055<br>| &nbsp;&nbsp; 8158588 |
| 8150890 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.000%, 3/01/2055<br>| &nbsp;&nbsp; 8010908 |
| 1192172 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 5/01/2053<br>| &nbsp;&nbsp; 1199915 |
| 1158812 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 5/01/2053<br>| &nbsp;&nbsp; 1164794 |
| 884068 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 5/01/2053<br>| &nbsp;&nbsp; 894853 |
| 2807150 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 6/01/2053<br>| &nbsp;&nbsp; 2825704 |
| 1380289 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 6/01/2053<br>| &nbsp;&nbsp; 1384931 |
| 15921274 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 7/01/2053<br>| &nbsp;&nbsp; 15963447 |
| 997252 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 7/01/2053<br>| &nbsp;&nbsp; 1004170 |
| 621502 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 7/01/2053<br>| &nbsp;&nbsp; 626422 |
| 486769 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 7/01/2053<br>| &nbsp;&nbsp; 492682 |
| 13793368 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 5.500%, 2/01/2055<br>| &nbsp;&nbsp; 13874880 |
| 2747 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 6/01/2035<br>| &nbsp;&nbsp; 2850 |
| 2957876 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 3019521 |
| 2491092 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 2543009 |
| 2485949 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 2534378 |
| 1386754 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 1410911 |
| 1187756 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 1212509 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Mortgage Related — continued** | **Mortgage Related — continued** |
| $914684 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; $936475 |
| 855596 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 871138 |
| 711129 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 723243 |
| 4826757 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 7/01/2053<br>| &nbsp;&nbsp; 4924417 |
| 841136 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 7/01/2053<br>| &nbsp;&nbsp; 858084 |
| 787332 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 7/01/2053<br>| &nbsp;&nbsp; 806078 |
| 789058 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 7/01/2053<br>| &nbsp;&nbsp; 803777 |
| 3851901 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 8/01/2053<br>| &nbsp;&nbsp; 3934643 |
| 1006361 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 3/01/2054<br>| &nbsp;&nbsp; 1037265 |
| 5019269 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 4/01/2054<br>| &nbsp;&nbsp; 5187369 |
| 1352522 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.000%, 4/01/2054<br>| &nbsp;&nbsp; 1375147 |
| 4793428 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.500%, 9/01/2053<br>| &nbsp;&nbsp; 5051121 |
| 7156257 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.500%, 1/01/2054<br>| &nbsp;&nbsp; 7489177 |
| 7767076 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.500%, 2/01/2054<br>| &nbsp;&nbsp; 8128428 |
| 14591015 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.500%, 5/01/2054<br>| &nbsp;&nbsp; 15310605 |
| 5495213 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.500%, 5/01/2054<br>| &nbsp;&nbsp; 5766217 |
| 5074545 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.500%, 5/01/2054<br>| &nbsp;&nbsp; 5324802 |
| 8655188 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 6.500%, 6/01/2054<br>| &nbsp;&nbsp; 9082038 |
| 419823 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 9/01/2053<br>| &nbsp;&nbsp; 442623 |
| 7246929 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 12/01/2053<br>| &nbsp;&nbsp; 7779671 |
| 7396382 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 1/01/2054<br>| &nbsp;&nbsp; 7940124 |
| 1310027 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 2/01/2054<br>| &nbsp;&nbsp; 1406214 |
| 267001 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 2/01/2054<br>| &nbsp;&nbsp; 282215 |
| 246364 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 2/01/2054<br>| &nbsp;&nbsp; 260399 |
| 2729002 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 4/01/2054<br>| &nbsp;&nbsp; 2900659 |
| 1730829 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 6/01/2054<br>| &nbsp;&nbsp; 1839702 |
| 5089503 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.000%, 10/01/2054<br>| &nbsp;&nbsp; 5463193 |
| 5350204 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 7.500%, 1/01/2054<br>| &nbsp;&nbsp; 5821414 |
| 124221 | &nbsp;&nbsp; Federal Home Loan Mortgage Corp., <br> 8.000%, 2/01/2054<br>| &nbsp;&nbsp; 130362 |
| 8250526 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 1.500%, 12/01/2050<br>| &nbsp;&nbsp; 6209107 |
| 33825900 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 1.500%, 3/01/2051<br>| &nbsp;&nbsp; 25449373 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Mortgage Related — continued** | **Mortgage Related — continued** |
| $2825486 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 1.500%, 3/01/2051<br>| &nbsp;&nbsp; $2126696 |
| 4358157 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 1.500%, 9/01/2051<br>| &nbsp;&nbsp; 3279274 |
| 6790588 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 1.500%, 10/01/2051<br>| &nbsp;&nbsp; 5111897 |
| 46590256 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 5/01/2037<br>| &nbsp;&nbsp; 42565660 |
| 10897465 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 11/01/2050<br>| &nbsp;&nbsp; 8637539 |
| 2611485 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 11/01/2050<br>| &nbsp;&nbsp; 2069928 |
| 11812279 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 12/01/2050<br>| &nbsp;&nbsp; 9355479 |
| 11513950 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 12/01/2050<br>| &nbsp;&nbsp; 9126323 |
| 7303028 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 12/01/2050<br>| &nbsp;&nbsp; 5788564 |
| 6427117 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 12/01/2050<br>| &nbsp;&nbsp; 5134412 |
| 5358118 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 12/01/2050<br>| &nbsp;&nbsp; 4243702 |
| 28871225 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 1/01/2051<br>| &nbsp;&nbsp; 22883864 |
| 1760396 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 2/01/2051<br>| &nbsp;&nbsp; 1394243 |
| 12208396 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 3/01/2051<br>| &nbsp;&nbsp; 9669056 |
| 5367941 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 4/01/2051<br>| &nbsp;&nbsp; 4251393 |
| 4690164 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 4/01/2051<br>| &nbsp;&nbsp; 3714622 |
| 1402330 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 11/01/2051<br>| &nbsp;&nbsp; 1113506 |
| 19362449 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 12/01/2051<br>| &nbsp;&nbsp; 15373497 |
| 1465033 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 1/01/2052<br>| &nbsp;&nbsp; 1161626 |
| 24557803 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 2/01/2052<br>| &nbsp;&nbsp; 19464732 |
| 24378139 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 2/01/2052<br>| &nbsp;&nbsp; 19327093 |
| 6803223 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 2/01/2052<br>| &nbsp;&nbsp; 5400754 |
| 15300266 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 3/01/2052<br>| &nbsp;&nbsp; 12117277 |
| 14315495 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.000%, 3/01/2052<br>| &nbsp;&nbsp; 11349027 |
| 6963264 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 9/01/2061<br>| &nbsp;&nbsp; 5527467 |
| 34505181 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 12/01/2061<br>| &nbsp;&nbsp; 27390341 |
| 135825715 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 3/01/2062<br>| &nbsp;&nbsp; 107819178 |
| 75407100 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 3/01/2062<br>| &nbsp;&nbsp; 59858429 |
| 57588138 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 3/01/2062<br>| &nbsp;&nbsp; 45713577 |
| 45571680 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 3/01/2062<br>| &nbsp;&nbsp; 36174670 |
| 28395724 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 3/01/2062<br>| &nbsp;&nbsp; 22619870 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Mortgage Related — continued** | **Mortgage Related — continued** |
| $60791895 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 4/01/2062<br>| &nbsp;&nbsp; $48255905 |
| 28848266 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 5/01/2062<br>| &nbsp;&nbsp; 22899816 |
| 77613725 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 6/01/2062<br>| &nbsp;&nbsp; 61609089 |
| 40208650 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 12/01/2062<br>| &nbsp;&nbsp; 32029271 |
| 27791720 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 9/01/2063<br>| &nbsp;&nbsp; 22137830 |
| 10849261 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 2.500%, 9/01/2063<br>| &nbsp;&nbsp; 8642078 |
| 2589495 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 3/01/2045<br>| &nbsp;&nbsp; 2314106 |
| 1836654 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 3/01/2045<br>| &nbsp;&nbsp; 1636769 |
| 840903 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 6/01/2046<br>| &nbsp;&nbsp; 746602 |
| 169770 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 6/01/2046<br>| &nbsp;&nbsp; 150928 |
| 879616 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 7/01/2046<br>| &nbsp;&nbsp; 776540 |
| 865138 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 8/01/2046<br>| &nbsp;&nbsp; 768661 |
| 370856 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 8/01/2046<br>| &nbsp;&nbsp; 328656 |
| 2019609 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 9/01/2046<br>| &nbsp;&nbsp; 1793966 |
| 1478180 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 11/01/2046<br>| &nbsp;&nbsp; 1299876 |
| 1421824 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 11/01/2046<br>| &nbsp;&nbsp; 1257078 |
| 529433 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 11/01/2046<br>| &nbsp;&nbsp; 468531 |
| 323562 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 11/01/2046<br>| &nbsp;&nbsp; 286878 |
| 114701 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 11/01/2046<br>| &nbsp;&nbsp; 102220 |
| 686914 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 1/01/2047<br>| &nbsp;&nbsp; 607043 |
| 394587 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 1/01/2047<br>| &nbsp;&nbsp; 350667 |
| 367435 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 3/01/2047<br>| &nbsp;&nbsp; 328266 |
| 182856 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 11/01/2047<br>| &nbsp;&nbsp; 162121 |
| 346250 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 4/01/2048<br>| &nbsp;&nbsp; 300299 |
| 1488107 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 6/01/2048<br>| &nbsp;&nbsp; 1310815 |
| 831301 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 7/01/2050<br>| &nbsp;&nbsp; 741741 |
| 286559 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 11/01/2051<br>| &nbsp;&nbsp; 248477 |
| 8081553 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 10/01/2052<br>| &nbsp;&nbsp; 6876664 |
| 45629034 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 9/01/2062<br>| &nbsp;&nbsp; 38537966 |
| 22163482 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 9/01/2062<br>| &nbsp;&nbsp; 18526714 |
| 6767606 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 3/01/2063<br>| &nbsp;&nbsp; 5657096 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Mortgage Related — continued** | **Mortgage Related — continued** |
| $25278180 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 6/01/2063<br>| &nbsp;&nbsp; $21349690 |
| 20852501 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 6/01/2063<br>| &nbsp;&nbsp; 17430891 |
| 7407779 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.000%, 6/01/2064<br>| &nbsp;&nbsp; 6173790 |
| 4799557 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 5/01/2052<br>| &nbsp;&nbsp; 4239737 |
| 23439170 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 6/01/2062<br>| &nbsp;&nbsp; 20820425 |
| 10678017 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 9/01/2062<br>| &nbsp;&nbsp; 9444931 |
| 34733618 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 12/01/2062<br>| &nbsp;&nbsp; 30722284 |
| 28580791 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 12/01/2062<br>| &nbsp;&nbsp; 25280013 |
| 18150685 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 6/01/2063<br>| &nbsp;&nbsp; 16032596 |
| 14110350 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 9/01/2063<br>| &nbsp;&nbsp; 12340146 |
| 4692929 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 12/01/2063<br>| &nbsp;&nbsp; 4104150 |
| 24701293 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 3.500%, 6/01/2064<br>| &nbsp;&nbsp; 21572607 |
| 2490561 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 9/01/2041<br>| &nbsp;&nbsp; 2403648 |
| 1198732 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 8/01/2042<br>| &nbsp;&nbsp; 1155784 |
| 296219 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 11/01/2044<br>| &nbsp;&nbsp; 282368 |
| 615388 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 2/01/2045<br>| &nbsp;&nbsp; 583693 |
| 381659 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 4/01/2047<br>| &nbsp;&nbsp; 361447 |
| 283082 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 4/01/2047<br>| &nbsp;&nbsp; 269323 |
| 879388 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 11/01/2047<br>| &nbsp;&nbsp; 827861 |
| 277998 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 12/01/2047<br>| &nbsp;&nbsp; 261883 |
| 408546 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 3/01/2048<br>| &nbsp;&nbsp; 381350 |
| 780535 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 6/01/2048<br>| &nbsp;&nbsp; 724717 |
| 95499 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 2/01/2050<br>| &nbsp;&nbsp; 89545 |
| 7072688 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 6/01/2052<br>| &nbsp;&nbsp; 6590100 |
| 4490403 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 7/01/2052<br>| &nbsp;&nbsp; 4181662 |
| 4252696 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 8/01/2052<br>| &nbsp;&nbsp; 3959875 |
| 1368336 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.000%, 11/01/2052<br>| &nbsp;&nbsp; 1273610 |
| 29520 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 8/01/2043<br>| &nbsp;&nbsp; 28794 |
| 86792 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 3/01/2044<br>| &nbsp;&nbsp; 84952 |
| 76673 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 5/01/2044<br>| &nbsp;&nbsp; 74322 |
| 1194171 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 1/01/2045<br>| &nbsp;&nbsp; 1169105 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Mortgage Related — continued** | **Mortgage Related — continued** |
| $169983 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 1/01/2045<br>| &nbsp;&nbsp; $169597 |
| 428276 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 7/01/2045<br>| &nbsp;&nbsp; 414080 |
| 229450 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 8/01/2045<br>| &nbsp;&nbsp; 223433 |
| 126237 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 8/01/2045<br>| &nbsp;&nbsp; 123300 |
| 275009 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 10/01/2045<br>| &nbsp;&nbsp; 268610 |
| 559233 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 11/01/2045<br>| &nbsp;&nbsp; 546221 |
| 370280 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 3/01/2046<br>| &nbsp;&nbsp; 362585 |
| 13441 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 7/01/2046<br>| &nbsp;&nbsp; 13128 |
| 356141 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 9/01/2046<br>| &nbsp;&nbsp; 347927 |
| 227881 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 2/01/2047<br>| &nbsp;&nbsp; 221463 |
| 540878 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 5/01/2047<br>| &nbsp;&nbsp; 524417 |
| 307064 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 7/01/2048<br>| &nbsp;&nbsp; 298970 |
| 1281987 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 8/01/2048<br>| &nbsp;&nbsp; 1247013 |
| 279609 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 10/01/2049<br>| &nbsp;&nbsp; 270249 |
| 8693403 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 3/01/2053<br>| &nbsp;&nbsp; 8315788 |
| 10052917 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 4.500%, 4/01/2053<br>| &nbsp;&nbsp; 9633095 |
| 1251908 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.000%, 7/01/2048<br>| &nbsp;&nbsp; 1251540 |
| 580710 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.000%, 8/01/2048<br>| &nbsp;&nbsp; 580300 |
| 322981 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.000%, 9/01/2048<br>| &nbsp;&nbsp; 322819 |
| 2052739 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.000%, 1/01/2049<br>| &nbsp;&nbsp; 2047998 |
| 765294 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.000%, 3/01/2049<br>| &nbsp;&nbsp; 763496 |
| 4024061 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.000%, 5/01/2053<br>| &nbsp;&nbsp; 3987429 |
| 2113977 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.500%, 4/01/2050<br>| &nbsp;&nbsp; 2150159 |
| 2117098 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.500%, 7/01/2053<br>| &nbsp;&nbsp; 2131784 |
| 975446 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.500%, 7/01/2053<br>| &nbsp;&nbsp; 976803 |
| 745879 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 5.500%, 7/01/2053<br>| &nbsp;&nbsp; 748986 |
| 12488 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 8/01/2034<br>| &nbsp;&nbsp; 12976 |
| 48358 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 1/01/2037<br>| &nbsp;&nbsp; 50124 |
| 1280578 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 5/01/2049<br>| &nbsp;&nbsp; 1333642 |
| 7343497 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 7496540 |
| 2251198 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 2297811 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Mortgage Related — continued** | **Mortgage Related — continued** |
| $1508719 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; $1537916 |
| 1127329 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 1150672 |
| 1002331 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 5/01/2053<br>| &nbsp;&nbsp; 1021728 |
| 1001823 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 6/01/2053<br>| &nbsp;&nbsp; 1020510 |
| 980044 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 6/01/2053<br>| &nbsp;&nbsp; 1003367 |
| 12022741 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 7/01/2053<br>| &nbsp;&nbsp; 12256372 |
| 3134919 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 7/01/2053<br>| &nbsp;&nbsp; 3200874 |
| 1199303 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 7/01/2053<br>| &nbsp;&nbsp; 1221858 |
| 911385 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 7/01/2053<br>| &nbsp;&nbsp; 935713 |
| 583407 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 7/01/2053<br>| &nbsp;&nbsp; 594349 |
| 1624394 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 8/01/2053<br>| &nbsp;&nbsp; 1657123 |
| 1460688 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 8/01/2053<br>| &nbsp;&nbsp; 1487935 |
| 1166957 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.000%, 8/01/2053<br>| &nbsp;&nbsp; 1189239 |
| 986 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.500%, 1/01/2029<br>| &nbsp;&nbsp; 1019 |
| 567 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.500%, 5/01/2031<br>| &nbsp;&nbsp; 585 |
| 3588060 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.500%, 8/01/2053<br>| &nbsp;&nbsp; 3782017 |
| 2408202 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.500%, 8/01/2053<br>| &nbsp;&nbsp; 2538380 |
| 20459490 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 6.500%, 7/01/2054<br>| &nbsp;&nbsp; 21624634 |
| 5121 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.000%, 10/01/2030<br>| &nbsp;&nbsp; 5399 |
| 5005 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.000%, 10/01/2030<br>| &nbsp;&nbsp; 5277 |
| 819501 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.000%, 10/01/2053<br>| &nbsp;&nbsp; 867409 |
| 339775 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.000%, 10/01/2053<br>| &nbsp;&nbsp; 358803 |
| 1432319 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.000%, 11/01/2053<br>| &nbsp;&nbsp; 1511768 |
| 1696031 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.000%, 3/01/2054<br>| &nbsp;&nbsp; 1788139 |
| 8404589 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.000%, 6/01/2055<br>| &nbsp;&nbsp; 8878285 |
| 5509414 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.000%, 6/01/2055<br>| &nbsp;&nbsp; 5915137 |
| 3215 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.500%, 7/01/2030<br>| &nbsp;&nbsp; 3304 |
| 2128 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 7.500%, 2/01/2032<br>| &nbsp;&nbsp; 2132 |
| 233282 | &nbsp;&nbsp; Federal National Mortgage Association, <br> 8.000%, 1/01/2054<br>| &nbsp;&nbsp; 245396 |
| 62053 | &nbsp;&nbsp; Government National Mortgage Association, <br> 5.500%, 4/15/2038<br>| &nbsp;&nbsp; 64697 |
| 4122 | &nbsp;&nbsp; Government National Mortgage Association, <br> 6.000%, 1/15/2029<br>| &nbsp;&nbsp; 4194 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Mortgage Related — continued** | **Mortgage Related — continued** |
| $3490 | &nbsp;&nbsp; Government National Mortgage Association, <br> 6.000%, 4/15/2038<br>| &nbsp;&nbsp; $3654 |
| 1549 | &nbsp;&nbsp; Government National Mortgage Association, <br> 6.500%, 1/15/2029<br>| &nbsp;&nbsp; 1596 |
| 1886 | &nbsp;&nbsp; Government National Mortgage Association, <br> 6.500%, 2/15/2031<br>| &nbsp;&nbsp; 1908 |
| 1584 | &nbsp;&nbsp; Government National Mortgage Association, <br> 6.500%, 9/15/2032<br>| &nbsp;&nbsp; 1592 |
| 1222 | &nbsp;&nbsp; Government National Mortgage Association, <br> 6.500%, 9/15/2032<br>| &nbsp;&nbsp; 1261 |
| 195 | &nbsp;&nbsp; Government National Mortgage Association, <br> 7.500%, 7/15/2030<br>| &nbsp;&nbsp; 198 |
| 62164000 | &nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA, <br> 2.500%, 7/01/2055(d)<br>| &nbsp;&nbsp; 51532130 |
| 49000000 | &nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA, <br> 6.000%, 7/01/2055(d)<br>| &nbsp;&nbsp; 49790019 |
|  |  | &nbsp;&nbsp; 1654557262 |
|  | **Natural Gas — 0.0%** | **Natural Gas — 0.0%** |
| 2701000 | Boston Gas Co., 3.001%, 8/01/2029(a) | &nbsp;&nbsp; 2542691 |
|  | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 1.7%** | **Non-Agency Commercial Mortgage-Backed** <br> **Securities — 1.7%** |
| 22085000 | &nbsp;&nbsp; AOA Mortgage Trust, Series 2021-1177, <br> Class A, 1 mo. USD SOFR + 0.989%, <br> 5.301%, 10/15/2038(a)(b)<br>| &nbsp;&nbsp; 21648282 |
| 1531640 | &nbsp;&nbsp; Bank, Series 2019-BN16, Class A4, <br> 4.005%, 2/15/2052<br>| &nbsp;&nbsp; 1498655 |
| 3409380 | &nbsp;&nbsp; Bank, Series 2019-BN20, Class A3, <br> 3.011%, 9/15/2062<br>| &nbsp;&nbsp; 3160771 |
| 12696152 | &nbsp;&nbsp; Bank, Series 2019-BN22, Class A4, <br> 2.978%, 11/15/2062<br>| &nbsp;&nbsp; 11845686 |
| 6138240 | &nbsp;&nbsp; Bank, Series 2019-BN24, Class A3, <br> 2.960%, 11/15/2062<br>| &nbsp;&nbsp; 5735175 |
| 7135000 | &nbsp;&nbsp; BPR Trust, Series 2021-NRD, Class A, 1 mo. <br> USD SOFR + 1.525%, 5.837%, 12/15/2038(a)(b)<br>| &nbsp;&nbsp; 7041532 |
| 14179842 | &nbsp;&nbsp; Citigroup Commercial Mortgage Trust, <br> Series 2019-C7, Class A4, 3.102%, 12/15/2072<br>| &nbsp;&nbsp; 13314602 |
| 7070071 | &nbsp;&nbsp; Citigroup Commercial Mortgage Trust, <br> Series 2019-GC43, Class A4, 3.038%, 11/10/2052<br>| &nbsp;&nbsp; 6533850 |
| 8877514 | &nbsp;&nbsp; Citigroup Commercial Mortgage Trust, <br> Series 2020-GC46, Class A5, 2.717%, 2/15/2053<br>| &nbsp;&nbsp; 8146568 |
| 602736 | &nbsp;&nbsp; Commercial Mortgage Trust, Series 2010-C1, <br> Class D, 5.985%, 7/10/2046(a)(b)<br>| &nbsp;&nbsp; 594197 |
| 2112208 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2014-USA, Class A1, <br> 3.304%, 9/15/2037(a)<br>| &nbsp;&nbsp; 1948533 |
| 11367000 | &nbsp;&nbsp; Credit Suisse Mortgage Trust, <br> Series 2014-USA, Class A2, <br> 3.953%, 9/15/2037(a)<br>| &nbsp;&nbsp; 10486058 |
| 8025000 | &nbsp;&nbsp; DC Commercial Mortgage Trust, <br> Series 2023-DC, Class A, 6.314%, 9/12/2040(a)<br>| &nbsp;&nbsp; 8372661 |
| 6943306 | &nbsp;&nbsp; Extended Stay America Trust, <br> Series 2021-ESH, Class A, 1 mo. USD SOFR + <br> 1.194%, 5.507%, 7/15/2038(a)(b)<br>| &nbsp;&nbsp; 6945476 |
| 1273726 | &nbsp;&nbsp; Extended Stay America Trust, <br> Series 2021-ESH, Class D, 1 mo. USD SOFR + <br> 2.364%, 6.677%, 7/15/2038(a)(b)<br>| &nbsp;&nbsp; 1275318 |
| 5627003 | &nbsp;&nbsp; GS Mortgage Securities Trust, <br> Series 2011-GC5, Class C, <br> 5.295%, 8/10/2044(a)(b)<br>| &nbsp;&nbsp; 4953982 |
| 6596065 | &nbsp;&nbsp; GS Mortgage Securities Trust, <br> Series 2020-GC45, Class A5, 2.911%, 2/13/2053<br>| &nbsp;&nbsp; 6118894 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | &nbsp;&nbsp; **Non-Agency Commercial Mortgage-Backed** <br> **Securities — continued** | &nbsp;&nbsp; **Non-Agency Commercial Mortgage-Backed** <br> **Securities — continued** |
| $7180000 | &nbsp;&nbsp; JP Morgan Chase Commercial Mortgage <br> Securities Trust, Series 2025-BMS, Class A, <br> 1 mo. USD SOFR + 1.600%, <br> 5.912%, 1/15/2042(a)(b)<br>| &nbsp;&nbsp; $7112479 |
| 3520266 | &nbsp;&nbsp; WFRBS Commercial Mortgage Trust, <br> Series 2011-C4, Class D, <br> 5.149%, 6/15/2044(a)(b)<br>| &nbsp;&nbsp; 3397092 |
|  |  | &nbsp;&nbsp; 130129811 |
|  | **Other REITs — 0.1%** | **Other REITs — 0.1%** |
| 4740000 | EPR Properties, 3.600%, 11/15/2031 | &nbsp;&nbsp; 4305604 |
| 6970000 | &nbsp;&nbsp; Starwood Property Trust, Inc., <br> 6.500%, 7/01/2030(a)<br>| &nbsp;&nbsp; 7199034 |
|  |  | &nbsp;&nbsp; 11504638 |
|  | **Paper — 0.2%** | **Paper — 0.2%** |
| 6585000 | &nbsp;&nbsp; Celulosa Arauco y Constitucion SA, <br> 6.180%, 5/05/2032(a)<br>| &nbsp;&nbsp; 6707481 |
| 12175000 | Klabin Austria GmbH, 7.000%, 4/03/2049(a) | &nbsp;&nbsp; 12351051 |
|  |  | &nbsp;&nbsp; 19058532 |
|  | **Pharmaceuticals — 0.3%** | **Pharmaceuticals — 0.3%** |
| 12695000 | Amgen, Inc., 5.750%, 3/02/2063 | &nbsp;&nbsp; 12341951 |
| 4783000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 3.150%, 10/01/2026<br>| &nbsp;&nbsp; 4690096 |
| 2215000 | &nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III <br> BV, 6.000%, 12/01/2032<br>| &nbsp;&nbsp; 2262004 |
| 1903000 | Viatris, Inc., 4.000%, 6/22/2050 | &nbsp;&nbsp; 1267673 |
|  |  | &nbsp;&nbsp; 20561724 |
|  | **Property & Casualty Insurance — 0.3%** | **Property & Casualty Insurance — 0.3%** |
| 18045000 | Ardonagh Finco Ltd., 7.750%, 2/15/2031(a) | &nbsp;&nbsp; 18865488 |
| 7315000 | &nbsp;&nbsp; Liberty Mutual Group, Inc., <br> 3.950%, 5/15/2060(a)<br>| &nbsp;&nbsp; 4920081 |
|  |  | &nbsp;&nbsp; 23785569 |
|  | **Refining — 0.3%** | **Refining — 0.3%** |
| 7720000 | Raizen Fuels Finance SA, 6.450%, 3/05/2034(a) | &nbsp;&nbsp; 7680782 |
| 4475000 | Raizen Fuels Finance SA, 6.950%, 3/05/2054(a) | &nbsp;&nbsp; 4145327 |
| 2000000 | &nbsp;&nbsp; Thaioil Treasury Center Co. Ltd., <br> 3.750%, 6/18/2050(a)<br>| &nbsp;&nbsp; 1276380 |
| 16697000 | &nbsp;&nbsp; Thaioil Treasury Center Co. Ltd., <br> 4.875%, 1/23/2043(a)<br>| &nbsp;&nbsp; 13625587 |
|  |  | &nbsp;&nbsp; 26728076 |
|  | **Retailers — 0.6%** | **Retailers — 0.6%** |
| 4081000 | Alibaba Group Holding Ltd., 3.250%, 2/09/2061 | &nbsp;&nbsp; 2524217 |
| 13655000 | Dick's Sporting Goods, Inc., 4.100%, 1/15/2052 | &nbsp;&nbsp; 9757404 |
| 5110000 | &nbsp;&nbsp; El Puerto de Liverpool SAB de CV, <br> 6.255%, 1/22/2032(a)<br>| &nbsp;&nbsp; 5298541 |
| 9715000 | &nbsp;&nbsp; El Puerto de Liverpool SAB de CV, <br> 6.658%, 1/22/2037(a)<br>| &nbsp;&nbsp; 10000621 |
| 9285000 | Falabella SA, 3.375%, 1/15/2032(a) | &nbsp;&nbsp; 8101162 |
| 8382000 | Lithia Motors, Inc., 4.375%, 1/15/2031(a) | &nbsp;&nbsp; 7970231 |
|  |  | &nbsp;&nbsp; 43652176 |
|  | **Sovereigns — 1.0%** | **Sovereigns — 1.0%** |
| 22360000 | &nbsp;&nbsp; Chile Government International Bonds, <br> 5.650%, 1/13/2037<br>| &nbsp;&nbsp; 23033036 |
| 3760000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 8.000%, 11/14/2035<br>| &nbsp;&nbsp; 3776130 |
| 8710000 | &nbsp;&nbsp; Colombia Government International Bonds, <br> 8.500%, 4/25/2035<br>| &nbsp;&nbsp; 9036463 |
| 2090000 | &nbsp;&nbsp; Dominican Republic International Bonds, <br> 6.600%, 6/01/2036(a)<br>| &nbsp;&nbsp; 2101391 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Sovereigns — continued** | **Sovereigns — continued** |
| $5745000 | &nbsp;&nbsp; Dominican Republic International Bonds, <br> 7.050%, 2/03/2031(a)<br>| &nbsp;&nbsp; $6019037 |
| 7280000 | &nbsp;&nbsp; Republic of South Africa Government <br> International Bonds, 7.100%, 11/19/2036(a)<br>| &nbsp;&nbsp; 7222762 |
| 15320000 | &nbsp;&nbsp; Republic of South Africa Government <br> International Bonds, 7.300%, 4/20/2052<br>| &nbsp;&nbsp; 13812512 |
| 9520000 | &nbsp;&nbsp; Saudi Government International Bonds, <br> 5.625%, 1/13/2035(a)<br>| &nbsp;&nbsp; 9925467 |
|  |  | &nbsp;&nbsp; 74926798 |
|  | **Supermarkets — 0.1%** | **Supermarkets — 0.1%** |
| 7745000 | Kroger Co., 5.500%, 9/15/2054 | &nbsp;&nbsp; 7351957 |
|  | **Technology — 1.7%** | **Technology — 1.7%** |
| 7535000 | Broadcom, Inc., 3.137%, 11/15/2035(a) | &nbsp;&nbsp; 6355314 |
| 12854000 | Corning, Inc., 5.450%, 11/15/2079 | &nbsp;&nbsp; 11800803 |
| 2133000 | Equifax, Inc., 2.600%, 12/15/2025 | &nbsp;&nbsp; 2113364 |
| 4324000 | Equifax, Inc., 7.000%, 7/01/2037 | &nbsp;&nbsp; 4844274 |
| 2315000 | Flex Ltd., 5.250%, 1/15/2032 | &nbsp;&nbsp; 2340428 |
| 15961000 | &nbsp;&nbsp; Hewlett Packard Enterprise Co., <br> 6.200%, 10/15/2035<br>| &nbsp;&nbsp; 16878222 |
| 10751000 | Iron Mountain, Inc., 4.500%, 2/15/2031(a) | &nbsp;&nbsp; 10243450 |
| 4675000 | Iron Mountain, Inc., 6.250%, 1/15/2033(a) | &nbsp;&nbsp; 4806863 |
| 5460000 | Jabil, Inc., 3.000%, 1/15/2031 | &nbsp;&nbsp; 4977892 |
| 3200000 | Jabil, Inc., 5.450%, 2/01/2029 | &nbsp;&nbsp; 3281346 |
| 3170000 | Micron Technology, Inc., 5.650%, 11/01/2032 | &nbsp;&nbsp; 3295154 |
| 13185000 | Micron Technology, Inc., 5.800%, 1/15/2035 | &nbsp;&nbsp; 13635212 |
| 2265000 | Micron Technology, Inc., 6.050%, 11/01/2035 | &nbsp;&nbsp; 2370469 |
| 15646000 | Oracle Corp., 4.100%, 3/25/2061 | &nbsp;&nbsp; 11311133 |
| 1027000 | Sabre GLBL, Inc., 8.625%, 6/01/2027(a) | &nbsp;&nbsp; 1051391 |
| 1097000 | Sabre GLBL, Inc., 10.750%, 11/15/2029(a) | &nbsp;&nbsp; 1127218 |
| 39000 | &nbsp;&nbsp; Science Applications International Corp., <br> 4.875%, 4/01/2028(a)<br>| &nbsp;&nbsp; 38395 |
| 7579000 | &nbsp;&nbsp; Sensata Technologies, Inc., <br> 3.750%, 2/15/2031(a)<br>| &nbsp;&nbsp; 6908425 |
| 3750000 | TD SYNNEX Corp., 6.100%, 4/12/2034 | &nbsp;&nbsp; 3946666 |
| 13763000 | Tencent Holdings Ltd., 3.290%, 6/03/2060(a) | &nbsp;&nbsp; 8795788 |
| 14257000 | Ziff Davis, Inc., 4.625%, 10/15/2030(a) | &nbsp;&nbsp; 13308463 |
|  |  | &nbsp;&nbsp; 133430270 |
|  | **Treasuries — 33.5%** | **Treasuries — 33.5%** |
| 621,329(e)<br>| &nbsp;&nbsp; Brazil Notas do Tesouro Nacional, <br> 10.000%, 1/01/2033, (BRL)<br>| &nbsp;&nbsp; 97151332 |
| 7,894,307(f)<br>| Mexico Bonos, 8.500%, 5/31/2029, (MXN) | &nbsp;&nbsp; 41986716 |
| 154795000 | U.S. Treasury Bonds, 1.750%, 8/15/2041 | &nbsp;&nbsp; 102769368 |
| 233410000 | U.S. Treasury Bonds, 2.000%, 11/15/2041 | &nbsp;&nbsp; 160524082 |
| 71990000 | U.S. Treasury Bonds, 2.375%, 2/15/2042 | &nbsp;&nbsp; 52372725 |
| 66935000 | U.S. Treasury Bonds, 3.000%, 11/15/2044 | &nbsp;&nbsp; 51542564 |
| 46925000 | U.S. Treasury Bonds, 3.250%, 5/15/2042 | &nbsp;&nbsp; 38813941 |
| 14770000 | U.S. Treasury Bonds, 3.375%, 8/15/2042 | &nbsp;&nbsp; 12396992 |
| 33895000 | U.S. Treasury Bonds, 3.625%, 2/15/2053 | &nbsp;&nbsp; 27669442 |
| 15860000 | U.S. Treasury Bonds, 3.875%, 2/15/2043 | &nbsp;&nbsp; 14197178 |
| 72190000 | U.S. Treasury Bonds, 3.875%, 5/15/2043 | &nbsp;&nbsp; 64480333 |
| 5900000 | U.S. Treasury Bonds, 4.125%, 8/15/2044 | &nbsp;&nbsp; 5405184 |
| 98135000 | U.S. Treasury Bonds, 4.125%, 8/15/2053 | &nbsp;&nbsp; 87658322 |
| 24415000 | U.S. Treasury Bonds, 4.250%, 2/15/2054 | &nbsp;&nbsp; 22271058 |
| 30790000 | U.S. Treasury Bonds, 4.500%, 2/15/2044 | &nbsp;&nbsp; 29750837 |
| 129070000 | U.S. Treasury Bonds, 4.500%, 11/15/2054 | &nbsp;&nbsp; 122999677 |
| 2640000 | U.S. Treasury Bonds, 4.625%, 5/15/2044 | &nbsp;&nbsp; 2588953 |
| 6140000 | U.S. Treasury Bonds, 4.625%, 11/15/2044 | &nbsp;&nbsp; 6010484 |
| 4615000 | U.S. Treasury Bonds, 4.625%, 5/15/2054 | &nbsp;&nbsp; 4482319 |
| 54820000 | U.S. Treasury Bonds, 4.625%, 2/15/2055 | &nbsp;&nbsp; 53363844 |
| 12405000 | U.S. Treasury Bonds, 4.750%, 11/15/2043 | &nbsp;&nbsp; 12391917 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Treasuries — continued** | **Treasuries — continued** |
| $33785000 | U.S. Treasury Bonds, 4.750%, 5/15/2055 | &nbsp;&nbsp; $33594959 |
| 26550000 | U.S. Treasury Notes, 2.750%, 8/15/2032 | &nbsp;&nbsp; 24492375 |
| 1135000 | U.S. Treasury Notes, 2.875%, 5/15/2032 | &nbsp;&nbsp; 1059008 |
| 20945000 | U.S. Treasury Notes, 3.125%, 8/31/2029 | &nbsp;&nbsp; 20439375 |
| 160115000 | U.S. Treasury Notes, 3.375%, 5/15/2033 | &nbsp;&nbsp; 152628373 |
| 23055000 | U.S. Treasury Notes, 3.500%, 1/31/2028 | &nbsp;&nbsp; 22937924 |
| 16215000 | U.S. Treasury Notes, 3.500%, 1/31/2030 | &nbsp;&nbsp; 16026247 |
| 127735000 | U.S. Treasury Notes, 3.500%, 2/15/2033 | &nbsp;&nbsp; 123134545 |
| 31760000 | U.S. Treasury Notes, 3.625%, 3/31/2028 | &nbsp;&nbsp; 31705412 |
| 95820000 | U.S. Treasury Notes, 3.625%, 8/31/2029 | &nbsp;&nbsp; 95344643 |
| 179360000 | U.S. Treasury Notes, 3.625%, 9/30/2031 | &nbsp;&nbsp; 176361325 |
| 9895000 | U.S. Treasury Notes, 3.750%, 12/31/2028 | &nbsp;&nbsp; 9903890 |
| 3655000 | U.S. Treasury Notes, 3.750%, 6/30/2030 | &nbsp;&nbsp; 3645720 |
| 17605000 | U.S. Treasury Notes, 3.750%, 8/31/2031 | &nbsp;&nbsp; 17440641 |
| 22455000 | U.S. Treasury Notes, 3.875%, 12/31/2027 | &nbsp;&nbsp; 22549732 |
| 80785000 | U.S. Treasury Notes, 3.875%, 3/15/2028 | &nbsp;&nbsp; 81173147 |
| 30770000 | U.S. Treasury Notes, 3.875%, 11/30/2029 | &nbsp;&nbsp; 30905821 |
| 7695000 | U.S. Treasury Notes, 3.875%, 4/30/2030 | &nbsp;&nbsp; 7725059 |
| 105165000 | U.S. Treasury Notes, 3.875%, 6/30/2030 | &nbsp;&nbsp; 105567584 |
| 32370000 | U.S. Treasury Notes, 3.875%, 8/15/2033 | &nbsp;&nbsp; 31876863 |
| 135680000 | U.S. Treasury Notes, 4.000%, 4/30/2032 | &nbsp;&nbsp; 135849600 |
| 37695000 | U.S. Treasury Notes, 4.000%, 2/15/2034 | &nbsp;&nbsp; 37301853 |
| 28635000 | U.S. Treasury Notes, 4.125%, 10/31/2029 | &nbsp;&nbsp; 29044391 |
| 31610000 | U.S. Treasury Notes, 4.125%, 3/31/2031 | &nbsp;&nbsp; 32007594 |
| 13580000 | U.S. Treasury Notes, 4.125%, 3/31/2032 | &nbsp;&nbsp; 13700416 |
| 92710000 | U.S. Treasury Notes, 4.125%, 11/15/2032 | &nbsp;&nbsp; 93351002 |
| 5795000 | U.S. Treasury Notes, 4.250%, 6/30/2029 | &nbsp;&nbsp; 5902751 |
| 60910000 | U.S. Treasury Notes, 4.250%, 5/15/2035 | &nbsp;&nbsp; 61005172 |
| 11025000 | U.S. Treasury Notes, 4.375%, 12/31/2029 | &nbsp;&nbsp; 11298472 |
| 19365000 | U.S. Treasury Notes, 4.500%, 12/31/2031 | &nbsp;&nbsp; 19967130 |
| 36735000 | U.S. Treasury Notes, 4.500%, 11/15/2033 | &nbsp;&nbsp; 37733733 |
| 2837907000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 8.250%, 5/21/2031, (UYU)<br>| &nbsp;&nbsp; 69471648 |
| 176060000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 8.500%, 3/15/2028, (UYU)(a)<br>| &nbsp;&nbsp; 4386516 |
| 93095000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 8.500%, 3/15/2028, (UYU)<br>| &nbsp;&nbsp; 2319452 |
| 1006075000 | &nbsp;&nbsp; Uruguay Government International Bonds, <br> 9.750%, 7/20/2033, (UYU)<br>| &nbsp;&nbsp; 26575044 |
|  |  | &nbsp;&nbsp; 2599254685 |
|  | **Wireless — 0.5%** | **Wireless — 0.5%** |
| 983000 | Crown Castle, Inc., 4.150%, 7/01/2050 | &nbsp;&nbsp; 750275 |
| 3360000 | &nbsp;&nbsp; Empresa Nacional de Telecomunicaciones SA, <br> 3.050%, 9/14/2032(a)<br>| &nbsp;&nbsp; 2869488 |
| 5452000 | &nbsp;&nbsp; Millicom International Cellular SA, <br> 4.500%, 4/27/2031(a)<br>| &nbsp;&nbsp; 4979669 |
| 7105000 | SBA Communications Corp., 3.125%, 2/01/2029 | &nbsp;&nbsp; 6710515 |
| 16235000 | &nbsp;&nbsp; Sitios Latinoamerica SAB de CV, <br> 5.375%, 4/04/2032(a)<br>| &nbsp;&nbsp; 15820683 |
| 4605000 | &nbsp;&nbsp; Sitios Latinoamerica SAB de CV, <br> 6.000%, 11/25/2029(a)<br>| &nbsp;&nbsp; 4688995 |
|  |  | &nbsp;&nbsp; 35819625 |
|  | **Wirelines — 0.3%** | **Wirelines — 0.3%** |
| 7956000 | AT&T, Inc., 3.500%, 9/15/2053 | &nbsp;&nbsp; 5385077 |
| 2205000 | AT&T, Inc., 3.550%, 9/15/2055 | &nbsp;&nbsp; 1487819 |
| 1863000 | AT&T, Inc., 3.650%, 6/01/2051 | &nbsp;&nbsp; 1323555 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
|  | **Wirelines — continued** | **Wirelines — continued** |
| $12326000 | AT&T, Inc., 3.650%, 9/15/2059 | &nbsp;&nbsp; $8269564 |
| 7539000 | AT&T, Inc., 3.800%, 12/01/2057 | &nbsp;&nbsp; 5275048 |
|  |  | &nbsp;&nbsp; 21741063 |
|  | &nbsp;&nbsp; Total Non-Convertible Bonds <br>(Identified Cost $7,243,828,020)<br>| &nbsp;&nbsp; 6879286604 |
| **Municipals — 0.1%** | **Municipals — 0.1%** | **Municipals — 0.1%** |
|  | **Virginia — 0.1%** | **Virginia — 0.1%** |
| 12785000 | &nbsp;&nbsp; University of Virginia, 3.227%, 9/01/2119 <br>(Identified Cost $12,785,000)<br>| &nbsp;&nbsp; 7349594 |
|  | &nbsp;&nbsp; Total Bonds and Notes <br>(Identified Cost $7,256,613,020)<br>| &nbsp;&nbsp; 6886636198 |
| **Collateralized Loan Obligations — 5.5%** | **Collateralized Loan Obligations — 5.5%** | **Collateralized Loan Obligations — 5.5%** |
| 3395000 | &nbsp;&nbsp; 37 Capital CLO 1 Ltd., Series 2021-1A, Class D, <br> 3 mo. USD SOFR + 3.782%, <br> 8.038%, 10/15/2034(a)(b)<br>| &nbsp;&nbsp; 3396697 |
| 3470000 | &nbsp;&nbsp; 37 Capital CLO 3 Ltd., Series 2023-1A, <br> Class A1R, 3 mo. USD SOFR + 1.500%, <br> 5.815%, 7/15/2038(a)(b)<br>| &nbsp;&nbsp; 3485098 |
| 4230000 | &nbsp;&nbsp; 37 Capital CLO 4 Ltd., Series 2023-2A, <br> Class D1R, 3 mo. USD SOFR + 2.750%, <br> 7.006%, 4/15/2035(a)(b)<br>| &nbsp;&nbsp; 4180704 |
| 2365000 | &nbsp;&nbsp; 37 Capital CLO II Ltd., Series 2022-1A, <br> Class CR, 3 mo. USD SOFR + 2.200%, <br> 6.456%, 7/15/2034(a)(b)<br>| &nbsp;&nbsp; 2366462 |
| 2905000 | &nbsp;&nbsp; 37 Capital CLO II Ltd., Series 2022-1A, <br> Class DR, 3 mo. USD SOFR + 3.400%, <br> 7.656%, 7/15/2034(a)(b)<br>| &nbsp;&nbsp; 2906447 |
| 1815000 | &nbsp;&nbsp; 720 East CLO IV Ltd., Series 2024-1A, Class C, <br> 3 mo. USD SOFR + 2.400%, <br> 6.656%, 4/15/2037(a)(b)<br>| &nbsp;&nbsp; 1823048 |
| 3500000 | &nbsp;&nbsp; 720 East CLO Ltd., Series 2022-1A, Class CR, <br> 3 mo. USD SOFR + 1.900%, <br> 6.170%, 1/20/2038(a)(b)<br>| &nbsp;&nbsp; 3509780 |
| 6520000 | &nbsp;&nbsp; AGL CLO 30 Ltd., Series 2024-30RA, Class B, <br> 3 mo. USD SOFR + 2.050%, <br> 6.320%, 4/21/2037(a)(b)<br>| &nbsp;&nbsp; 6544724 |
| 1150000 | &nbsp;&nbsp; AIMCO CLO, Series 2018-BA, Class ARR, 3 mo. <br> USD SOFR + 1.500%, 5.761%, 4/16/2037(a)(b)<br>| &nbsp;&nbsp; 1153263 |
| 3140000 | &nbsp;&nbsp; Anchorage Capital CLO 15 Ltd., <br> Series 2020-15A, Class A1R2, 3 mo. USD SOFR <br> + 1.410%, 5.621%, 7/20/2038(a)(b)<br>| &nbsp;&nbsp; 3140000 |
| 750000 | &nbsp;&nbsp; Anchorage Capital CLO 19 Ltd., <br> Series 2021-19A, Class B1, 3 mo. USD SOFR + <br> 2.112%, 6.368%, 10/15/2034(a)(b)<br>| &nbsp;&nbsp; 753674 |
| 940000 | &nbsp;&nbsp; Anchorage Capital CLO 28 Ltd., <br> Series 2024-28A, Class B, 3 mo. USD SOFR + <br> 2.250%, 6.520%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; 943744 |
| 4125000 | &nbsp;&nbsp; Anchorage Capital CLO 29 Ltd., <br> Series 2024-29A, Class B1, 3 mo. USD SOFR + <br> 2.150%, 6.420%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 4144218 |
| 2935000 | &nbsp;&nbsp; Anchorage Capital CLO 30 Ltd., <br> Series 2024-30A, Class B, 3 mo. USD SOFR + <br> 1.750%, 6.065%, 1/20/2037(a)(b)<br>| &nbsp;&nbsp; 2936233 |
| 1326805 | &nbsp;&nbsp; Atlas Senior Loan Fund Ltd., Series 2017-8A, <br> Class B, 3 mo. USD SOFR + 1.932%, <br> 6.192%, 1/16/2030(a)(b)<br>| &nbsp;&nbsp; 1328400 |
| 1650000 | &nbsp;&nbsp; Atrium XV, Series 15A, Class B1R, 3 mo. USD <br> SOFR + 1.800%, 6.061%, 7/16/2037(a)(b)<br>| &nbsp;&nbsp; 1655145 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $2000000 | &nbsp;&nbsp; Atrium XV, Series 15A, Class D1R, 3 mo. USD <br> SOFR + 3.300%, 7.561%, 7/16/2037(a)(b)<br>| &nbsp;&nbsp; $2009878 |
| 5775000 | &nbsp;&nbsp; Bain Capital CLO Ltd., Series 2024-1A, Class B, <br> 3 mo. USD SOFR + 2.000%, <br> 6.261%, 4/16/2037(a)(b)<br>| &nbsp;&nbsp; 5793971 |
| 6000000 | &nbsp;&nbsp; Balboa Bay Loan Funding Ltd., Series 2023-1A, <br> Class BR, 3 mo. USD SOFR + 2.050%, <br> 6.320%, 4/20/2036(a)(b)<br>| &nbsp;&nbsp; 6000000 |
| 6715000 | &nbsp;&nbsp; Balboa Bay Loan Funding Ltd., Series 2024-2A, <br> Class A1, 3 mo. USD SOFR + 1.330%, <br> 5.646%, 1/20/2038(a)(b)<br>| &nbsp;&nbsp; 6724690 |
| 1400000 | &nbsp;&nbsp; Ballyrock CLO Ltd., Series 2019-1A, Class A2R, <br> 3 mo. USD SOFR + 1.812%, <br> 6.068%, 7/15/2032(a)(b)<br>| &nbsp;&nbsp; 1401070 |
| 3810000 | &nbsp;&nbsp; Barings CLO Ltd., Series 2018-2A, Class B2R, <br> 3 mo. USD SOFR + 1.750%, <br> 6.006%, 7/15/2036(a)(b)<br>| &nbsp;&nbsp; 3824268 |
| 1065000 | &nbsp;&nbsp; Battalion CLO VIII Ltd., Series 2015-8A, <br> Class BR2, 3 mo. USD SOFR + 2.262%, <br> 6.531%, 7/18/2030(a)(b)<br>| &nbsp;&nbsp; 1065808 |
| 5000000 | &nbsp;&nbsp; Battalion CLO X Ltd., Series 2016-10A, <br> Class A1R2, 3 mo. USD SOFR + 1.432%, <br> 5.707%, 1/25/2035(a)(b)<br>| &nbsp;&nbsp; 5001575 |
| 400000 | &nbsp;&nbsp; Battalion CLO XIX Ltd., Series 2021-19A, <br> Class D, 3 mo. USD SOFR + 3.512%, <br> 7.768%, 4/15/2034(a)(b)<br>| &nbsp;&nbsp; 396689 |
| 5930000 | &nbsp;&nbsp; Battalion CLO XVI Ltd., Series 2019-16A, <br> Class CR2, 3 mo. USD SOFR + 2.000%, <br> 6.270%, 1/20/2038(a)(b)<br>| &nbsp;&nbsp; 5945104 |
| 4245000 | &nbsp;&nbsp; BCC Middle Market CLO LLC, Series 2019-1A, <br> Class A1RR, 3 mo. USD SofR + 1.450%, <br> 0.000%, 7/15/2036(a)(b)(g)<br>| &nbsp;&nbsp; 4245000 |
| 4215000 | &nbsp;&nbsp; BCC Middle Market CLO LLC, Series 2025-1A, <br> Class A1, 3 mo. USD SOFR + 1.620%, <br> 0.000%, 7/17/2037(a)(b)(g)<br>| &nbsp;&nbsp; 4215000 |
| 2560000 | &nbsp;&nbsp; Benefit Street Partners CLO XXXVII Ltd., <br> Series 2024-37A, Class C, 3 mo. USD SOFR + <br> 1.850%, 6.198%, 1/25/2038(a)(b)<br>| &nbsp;&nbsp; 2567734 |
| 6890000 | &nbsp;&nbsp; Benefit Street Partners CLO XXXVIII Ltd., <br> Series 2024-38A, Class B, 3 mo. USD SOFR + <br> 1.650%, 5.963%, 1/25/2038(a)(b)<br>| &nbsp;&nbsp; 6903814 |
| 1675000 | &nbsp;&nbsp; Betony CLO 2 Ltd., Series 2018-1A, Class A2, <br> 3 mo. USD SOFR + 1.862%, <br> 6.141%, 4/30/2031(a)(b)<br>| &nbsp;&nbsp; 1676657 |
| 6625000 | &nbsp;&nbsp; Birch Grove CLO 11 Ltd., Series 2024-11A, <br> Class A1, 3 mo. USD SOFR + 1.360%, <br> 5.709%, 1/22/2038(a)(b)<br>| &nbsp;&nbsp; 6633473 |
| 8450000 | &nbsp;&nbsp; Birch Grove CLO 6 Ltd., Series 2023-6A, <br> Class A1R, 3 mo. USD SOFR + 1.380%, <br> 0.000%, 7/20/2037(a)(b)(g)<br>| &nbsp;&nbsp; 8450000 |
| 4000000 | &nbsp;&nbsp; Birch Grove CLO 9 Ltd., Series 2024-9A, <br> Class C, 3 mo. USD SOFR + 2.000%, <br> 6.272%, 10/22/2037(a)(b)<br>| &nbsp;&nbsp; 4014116 |
| 1865000 | &nbsp;&nbsp; BlueMountain CLO XXIX Ltd., Series 2020-29A, <br> Class BR, 3 mo. USD SOFR + 2.012%, <br> 6.293%, 7/25/2034(a)(b)<br>| &nbsp;&nbsp; 1867592 |
| 3185000 | &nbsp;&nbsp; Bridge Street CLO III Ltd., Series 2022-1A, <br> Class CR, 3 mo. USD SOFR + 2.300%, <br> 6.570%, 10/20/2037(a)(b)<br>| &nbsp;&nbsp; 3202037 |
| 2430000 | &nbsp;&nbsp; Bridge Street CLO Ltd., Series 2025-1A, <br> Class C1, 3 mo. USD SOFR + 1.950%, <br> 6.209%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 2442235 |
| 6805000 | &nbsp;&nbsp; Bryant Park Funding Ltd., Series 2024-22A, <br> Class A1, 3 mo. USD SOFR + 1.620%, <br> 5.876%, 4/15/2037(a)(b)<br>| &nbsp;&nbsp; 6822849 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $500000 | &nbsp;&nbsp; Canyon CLO Ltd., Series 2018-1A, Class B, <br> 3 mo. USD SOFR + 1.962%, <br> 6.218%, 7/15/2031(a)(b)<br>| &nbsp;&nbsp; $500572 |
| 1990000 | &nbsp;&nbsp; Canyon CLO Ltd., Series 2021-4A, Class B, <br> 3 mo. USD SOFR + 1.962%, <br> 6.218%, 10/15/2034(a)(b)<br>| &nbsp;&nbsp; 1991695 |
| 545000 | &nbsp;&nbsp; Carlyle Global Market Strategies CLO Ltd., <br> Series 2015-5A, Class A2R3, 3 mo. USD SOFR + <br> 1.650%, 5.920%, 1/20/2032(a)(b)<br>| &nbsp;&nbsp; 545136 |
| 3799500 | &nbsp;&nbsp; CarVal CLO II Ltd., Series 2019-1A, Class DR2, <br> 3 mo. USD SOFR + 2.700%, <br> 6.970%, 4/20/2032(a)(b)<br>| &nbsp;&nbsp; 3799534 |
| 4965000 | &nbsp;&nbsp; Carval CLO X-C Ltd., Series 2024-2A, Class A, <br> 3 mo. USD SOFR + 1.460%, <br> 5.730%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 4978703 |
| 525000 | &nbsp;&nbsp; Cayuga Park CLO Ltd., Series 2020-1A, <br> Class B1R, 3 mo. USD SOFR + 1.912%, <br> 6.191%, 7/17/2034(a)(b)<br>| &nbsp;&nbsp; 526334 |
| 1440000 | &nbsp;&nbsp; Cedar Funding VIII CLO Ltd., Series 2017-8A, <br> Class ARR, 3 mo. USD SOFR + 1.220%, <br> 5.500%, 1/17/2038(a)(b)<br>| &nbsp;&nbsp; 1441079 |
| 8815000 | &nbsp;&nbsp; Cerberus Loan Funding XLVII LLC, <br> Series 2024-3A, Class A, 3 mo. USD SOFR + <br> 1.750%, 6.006%, 7/15/2036(a)(b)<br>| &nbsp;&nbsp; 8841092 |
| 1695000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2014-4RA, Class CRR, <br> 3 mo. USD SOFR + 2.600%, <br> 6.880%, 1/17/2035(a)(b)<br>| &nbsp;&nbsp; 1689954 |
| 2935000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2020-1A, Class BR, <br> 3 mo. USD SOFR + 1.912%, <br> 6.168%, 7/15/2036(a)(b)<br>| &nbsp;&nbsp; 2938522 |
| 4500000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2020-3A, Class DR, <br> 3 mo. USD SOFR + 3.362%, <br> 7.631%, 10/20/2034(a)(b)<br>| &nbsp;&nbsp; 4508550 |
| 7190000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2021-7A, Class D, <br> 3 mo. USD SOFR + 3.262%, <br> 7.541%, 1/23/2035(a)(b)<br>| &nbsp;&nbsp; 7204243 |
| 7105000 | &nbsp;&nbsp; CIFC Funding Ltd., Series 2024-3A, Class B, <br> 3 mo. USD SOFR + 1.850%, <br> 6.120%, 7/21/2037(a)(b)<br>| &nbsp;&nbsp; 7127502 |
| 4210000 | &nbsp;&nbsp; Clover CLO LLC, Series 2018-1A, Class A1RR, <br> 3 mo. USD SOFR + 1.530%, <br> 5.800%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; 4222007 |
| 7655000 | &nbsp;&nbsp; Crown City CLO III, Series 2021-1A, Class A1A, <br> 3 mo. USD SOFR + 1.432%, <br> 5.701%, 7/20/2034(a)(b)<br>| &nbsp;&nbsp; 7660642 |
| 7555000 | &nbsp;&nbsp; Diameter Capital CLO 3 Ltd., Series 2022-3A, <br> Class A2R, 3 mo. USD SOFR + 1.700%, <br> 5.956%, 1/15/2038(a)(b)<br>| &nbsp;&nbsp; 7578186 |
| 1710000 | &nbsp;&nbsp; Dryden 53 CLO Ltd., Series 2017-53A, Class BR, <br> 3 mo. USD SOFR + 1.300%, <br> 0.000%, 1/15/2031(a)(b)(g)<br>| &nbsp;&nbsp; 1710000 |
| 3575000 | &nbsp;&nbsp; Franklin Park Place CLO, Series 2025-1A, <br> Class D1, 3 mo. USD SOFR + 3.100%, <br> 0.000%, 7/15/2038(a)(b)(g)<br>| &nbsp;&nbsp; 3575000 |
| 3155000 | &nbsp;&nbsp; Garnet CLO Ltd., Series 2025-1A, Class A, 3 mo. <br> USD SOFR + 1.500%, 0.000%, 7/20/2037(a)(b)(g)<br>| &nbsp;&nbsp; 3158404 |
| 5525000 | &nbsp;&nbsp; Garnet CLO Ltd., Series 2025-1A, Class D, 3 mo. <br> USD SOFR + 3.400%, 0.000%, 7/20/2037(a)(b)(g)<br>| &nbsp;&nbsp; 5532619 |
| 2945000 | &nbsp;&nbsp; Generate CLO 13 Ltd., Series 2023-13A, <br> Class A1, 3 mo. USD SOFR + 1.800%, <br> 6.072%, 1/20/2037(a)(b)<br>| &nbsp;&nbsp; 2961975 |
| 7000000 | &nbsp;&nbsp; Generate CLO 7 Ltd., Series 7A, Class A1R, <br> 3 mo. USD SOFR + 1.620%, <br> 5.892%, 4/22/2037(a)(b)<br>| &nbsp;&nbsp; 7025193 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $3995000 | &nbsp;&nbsp; Golub Capital BDC 4 CLO 1 LLC, <br> Series 2025-1A, Class A1, 3 mo. USD SOFR + <br> 1.630%, 5.924%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; $4000114 |
| 5155000 | &nbsp;&nbsp; Golub Capital Partners CLO 64B-R Ltd., <br> Series 2022-64A, Class BR, 3 mo. USD SOFR + <br> 1.750%, 6.032%, 10/25/2037(a)(b)<br>| &nbsp;&nbsp; 5168862 |
| 6030000 | &nbsp;&nbsp; Golub Capital Partners CLO 72 B Ltd., <br> Series 2024-72A, Class B, 3 mo. USD SOFR + <br> 2.100%, 6.382%, 4/25/2037(a)(b)<br>| &nbsp;&nbsp; 6049501 |
| 3895000 | &nbsp;&nbsp; Golub Capital Partners CLO 79B Ltd., <br> Series 2025-79A, Class C, 3 mo. USD SOFR + <br> 1.720%, 5.972%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 3895658 |
| 1518000 | &nbsp;&nbsp; Greywolf CLO VI Ltd., Series 2018-1A, Class A2, <br> 3 mo. USD SOFR + 1.892%, <br> 6.174%, 4/26/2031(a)(b)<br>| &nbsp;&nbsp; 1521233 |
| 6505000 | &nbsp;&nbsp; Invesco U.S. CLO Ltd., Series 2024-4A, Class B, <br> 3 mo. USD SOFR + 1.700%, <br> 6.018%, 1/15/2038(a)(b)<br>| &nbsp;&nbsp; 6523396 |
| 1610000 | &nbsp;&nbsp; KKR CLO 22 Ltd., Series 22A, Class B, 3 mo. <br> USD SOFR + 1.862%, 6.131%, 7/20/2031(a)(b)<br>| &nbsp;&nbsp; 1612017 |
| 1190000 | &nbsp;&nbsp; Long Point Park CLO Ltd., Series 2017-1A, <br> Class A2, 3 mo. USD SOFR + 1.637%, <br> 5.916%, 1/17/2030(a)(b)<br>| &nbsp;&nbsp; 1190801 |
| 745000 | &nbsp;&nbsp; Madison Park Funding XL Ltd., Series 9A, <br> Class BR2, 3 mo. USD SOFR + 1.762%, <br> 6.092%, 5/28/2030(a)(b)<br>| &nbsp;&nbsp; 745640 |
| 1405000 | &nbsp;&nbsp; Madison Park Funding XLII Ltd., Series 13A, <br> Class B, 3 mo. USD SOFR + 1.762%, <br> 6.041%, 11/21/2030(a)(b)<br>| &nbsp;&nbsp; 1406406 |
| 1630000 | &nbsp;&nbsp; Madison Park Funding XXVII Ltd., <br> Series 2018-27A, Class CR, 3 mo. USD SOFR + <br> 1.900%, 6.217%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 1635617 |
| 475000 | &nbsp;&nbsp; Madison Park Funding XXXV Ltd., <br> Series 2019-35A, Class CR, 3 mo. USD SOFR + <br> 2.162%, 6.431%, 4/20/2032(a)(b)<br>| &nbsp;&nbsp; 476057 |
| 3160000 | &nbsp;&nbsp; Madison Park Funding XXXVII Ltd., <br> Series 2019-37A, Class AR2, 3 mo. USD SOFR + <br> 1.530%, 5.786%, 4/15/2037(a)(b)<br>| &nbsp;&nbsp; 3175920 |
| 835000 | &nbsp;&nbsp; Madison Park Funding XXXVIII Ltd., <br> Series 2021-38A, Class B, 3 mo. USD SOFR + <br> 1.912%, 6.191%, 7/17/2034(a)(b)<br>| &nbsp;&nbsp; 837128 |
| 4950000 | &nbsp;&nbsp; Magnetite XVII Ltd., Series 2016-17A, <br> Class AR2, 3 mo. USD SOFR + 1.500%, <br> 5.770%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; 4965142 |
| 3595000 | &nbsp;&nbsp; Milos CLO Ltd., Series 2017-1A, Class BR, 3 mo. <br> USD SOFR + 1.812%, 6.081%, 10/20/2030(a)(b)<br>| &nbsp;&nbsp; 3597847 |
| 3990000 | &nbsp;&nbsp; Nassau Ltd., Series 2022-1A, Class CR, 3 mo. <br> USD SOFR + 2.700%, 6.956%, 1/15/2031(a)(b)<br>| &nbsp;&nbsp; 3991700 |
| 5000000 | &nbsp;&nbsp; Neuberger Berman Loan Advisers CLO 27 Ltd., <br> Series 2018-27A, Class D1R, 3 mo. USD SOFR + <br> 3.100%, 7.356%, 7/15/2038(a)(b)<br>| &nbsp;&nbsp; 5013460 |
| 2745000 | &nbsp;&nbsp; NYACK Park CLO Ltd., Series 2021-1A, Class D, <br> 3 mo. USD SOFR + 3.062%, <br> 7.331%, 10/20/2034(a)(b)<br>| &nbsp;&nbsp; 2745821 |
| 6235000 | &nbsp;&nbsp; OCP CLO Ltd., Series 2020-8RA, Class BR, <br> 3 mo. USD SOFR + 1.650%, <br> 5.930%, 10/17/2036(a)(b)<br>| &nbsp;&nbsp; 6235474 |
| 3205000 | &nbsp;&nbsp; Octagon 62 Ltd., Series 2022-1A, Class BR, <br> 3 mo. USD SOFR + 1.700%, <br> 5.979%, 1/23/2038(a)(b)<br>| &nbsp;&nbsp; 3214359 |
| 7000000 | &nbsp;&nbsp; Octagon Investment Partners 49 Ltd., <br> Series 2020-5A, Class CR, 3 mo. USD SOFR + <br> 2.400%, 6.656%, 4/15/2037(a)(b)<br>| &nbsp;&nbsp; 7035945 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $4355000 | &nbsp;&nbsp; OHA Credit Funding 17 Ltd., Series 2024-17A, <br> Class B1, 3 mo. USD SOFR + 1.900%, <br> 6.170%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; $4367625 |
| 3335000 | &nbsp;&nbsp; OHA Credit Partners XVII Ltd., <br> Series 2024-17A, Class B1, 3 mo. USD SOFR + <br> 1.650%, 6.052%, 1/18/2038(a)(b)<br>| &nbsp;&nbsp; 3339866 |
| 2925000 | &nbsp;&nbsp; OZLM XVIII Ltd., Series 2018-18A, Class C, <br> 3 mo. USD SOFR + 2.112%, <br> 6.368%, 4/15/2031(a)(b)<br>| &nbsp;&nbsp; 2926109 |
| 2600000 | &nbsp;&nbsp; Palmer Square BDC CLO 1 Ltd., Series 1A, <br> Class A, 3 mo. USD SOFR + 1.600%, <br> 5.856%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 2612711 |
| 2485000 | &nbsp;&nbsp; Palmer Square BDC CLO 1 Ltd., Series 1A, <br> Class B1, 3 mo. USD SOFR + 2.150%, <br> 6.406%, 7/15/2037(a)(b)<br>| &nbsp;&nbsp; 2501505 |
| 2365000 | &nbsp;&nbsp; Palmer Square CLO Ltd., Series 2024-2A, <br> Class D1, 3 mo. USD SOFR + 2.950%, <br> 7.220%, 7/20/2037(a)(b)<br>| &nbsp;&nbsp; 2356807 |
| 2470000 | &nbsp;&nbsp; Palmer Square CLO Ltd., Series 2024-4A, <br> Class B, 3 mo. USD SOFR + 1.650%, <br> 5.981%, 1/15/2038(a)(b)<br>| &nbsp;&nbsp; 2474834 |
| 2520000 | &nbsp;&nbsp; Palmer Square CLO Ltd., Series 2025-1A, <br> Class D2, 3 mo. USD SOFR + 3.550%, <br> 7.862%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 2529662 |
| 1500000 | &nbsp;&nbsp; Palmer Square Loan Funding Ltd., <br> Series 2021-4A, Class A2, 3 mo. USD SOFR + <br> 1.662%, 5.918%, 10/15/2029(a)(b)<br>| &nbsp;&nbsp; 1504711 |
| 1000000 | &nbsp;&nbsp; Palmer Square Loan Funding Ltd., <br> Series 2022-2A, Class A2, 3 mo. USD SOFR + <br> 1.900%, 6.156%, 10/15/2030(a)(b)<br>| &nbsp;&nbsp; 1003232 |
| 2320000 | &nbsp;&nbsp; Point Au Roche Park CLO Ltd., Series 2021-1A, <br> Class B1, 3 mo. USD SOFR + 1.862%, <br> 6.131%, 7/20/2034(a)(b)<br>| &nbsp;&nbsp; 2326048 |
| 3450000 | &nbsp;&nbsp; Polen Capital CLO Ltd., Series 2025-1A, <br> Class B, 3 mo. USD SOFR + 1.700%, <br> 5.961%, 3/06/2038(a)(b)<br>| &nbsp;&nbsp; 3462848 |
| 3845000 | &nbsp;&nbsp; Polen Capital CLO Ltd., Series 2025-1A, <br> Class D1, 3 mo. USD SOFR + 3.150%, <br> 7.411%, 3/06/2038(a)(b)<br>| &nbsp;&nbsp; 3856231 |
| 1535000 | &nbsp;&nbsp; Post CLO Ltd., Series 2022-1A, Class B, 3 mo. <br> USD SOFR + 1.900%, 6.172%, 4/20/2035(a)(b)<br>| &nbsp;&nbsp; 1535643 |
| 5385000 | &nbsp;&nbsp; Post CLO Ltd., Series 2024-1A, Class B, 3 mo. <br> USD SOFR + 2.100%, 6.370%, 4/20/2037(a)(b)<br>| &nbsp;&nbsp; 5406982 |
| 2320000 | &nbsp;&nbsp; Post CLO VI Ltd., Series 2024-2A, Class A1, <br> 3 mo. USD SOFR + 1.420%, <br> 5.876%, 1/20/2038(a)(b)<br>| &nbsp;&nbsp; 2327350 |
| 3730000 | &nbsp;&nbsp; PPM CLO 5 Ltd., Series 2021-5A, Class B, 3 mo. <br> USD SOFR + 1.962%, 6.231%, 10/18/2034(a)(b)<br>| &nbsp;&nbsp; 3734263 |
| 8550000 | &nbsp;&nbsp; RAD CLO 27 Ltd., Series 2024-27A, Class A1, <br> 3 mo. USD SOFR + 1.320%, <br> 5.611%, 1/15/2038(a)(b)<br>| &nbsp;&nbsp; 8564159 |
| 1495000 | &nbsp;&nbsp; Rockford Tower CLO Ltd., Series 2017-1A, <br> Class BR2A, 3 mo. USD SOFR + 1.912%, <br> 6.181%, 4/20/2034(a)(b)<br>| &nbsp;&nbsp; 1501202 |
| 2765000 | &nbsp;&nbsp; Rockford Tower CLO Ltd., Series 2021-2A, <br> Class B, 3 mo. USD SOFR + 2.012%, <br> 6.281%, 7/20/2034(a)(b)<br>| &nbsp;&nbsp; 2766418 |
| 2605000 | &nbsp;&nbsp; Rockland Park CLO Ltd., Series 2021-1A, <br> Class B, 3 mo. USD SOFR + 1.912%, <br> 6.181%, 4/20/2034(a)(b)<br>| &nbsp;&nbsp; 2606980 |
| 7045000 | &nbsp;&nbsp; RR 28 Ltd., Series 2024-28RA, Class A2R, 3 mo. <br> USD SOFR + 2.050%, 6.306%, 4/15/2037(a)(b)<br>| &nbsp;&nbsp; 7070749 |
| 7000000 | &nbsp;&nbsp; Silver Point CLO 4 Ltd., Series 2024-4A, <br> Class A1, 3 mo. USD SOFR + 1.630%, <br> 5.886%, 4/15/2037(a)(b)<br>| &nbsp;&nbsp; 7021938 |

---

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| $5025000 | &nbsp;&nbsp; Sixth Street CLO 27 Ltd., Series 2024-27A, <br> Class C, 3 mo. USD SOFR + 1.850%, <br> 6.207%, 1/17/2038(a)(b)<br>| &nbsp;&nbsp; $5035050 |
| 5410000 | &nbsp;&nbsp; Sixth Street CLO XXIV Ltd., Series 2024-24A, <br> Class A, 3 mo. USD SOFR + 1.520%, <br> 5.799%, 4/23/2037(a)(b)<br>| &nbsp;&nbsp; 5431397 |
| 2060000 | &nbsp;&nbsp; Sycamore Tree CLO Ltd., Series 2023-2A, <br> Class CR, 3 mo. USD SOFR + 2.750%, <br> 7.020%, 1/20/2037(a)(b)<br>| &nbsp;&nbsp; 2071429 |
| 2165000 | &nbsp;&nbsp; Symetra CLO Ltd., Series 2025-1A, Class B, <br> 3 mo. USD SOFR + 1.700%, <br> 5.981%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 2166509 |
| 2525000 | &nbsp;&nbsp; Symetra CLO Ltd., Series 2025-1A, Class C, <br> 3 mo. USD SOFR + 2.000%, <br> 6.281%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 2537100 |
| 1660000 | &nbsp;&nbsp; Symetra CLO Ltd., Series 2025-1A, Class D, <br> 3 mo. USD SOFR + 3.250%, <br> 7.531%, 4/20/2038(a)(b)<br>| &nbsp;&nbsp; 1666067 |
| 6885000 | &nbsp;&nbsp; Symphony CLO 40 Ltd., Series 2023-40A, <br> Class AR, 3 mo. USD SOFR + 1.310%, <br> 5.552%, 1/05/2038(a)(b)<br>| &nbsp;&nbsp; 6891685 |
| 1880000 | &nbsp;&nbsp; TICP CLO XII Ltd., Series 2018-12A, Class BR, <br> 3 mo. USD SOFR + 1.912%, <br> 6.168%, 7/15/2034(a)(b)<br>| &nbsp;&nbsp; 1884694 |
| 5000000 | &nbsp;&nbsp; Trestles CLO IV Ltd., Series 2021-4A, Class A, <br> 3 mo. USD SOFR + 1.432%, <br> 5.701%, 7/21/2034(a)(b)<br>| &nbsp;&nbsp; 5001700 |
| 4105000 | &nbsp;&nbsp; Wellfleet CLO Ltd., Series 2024-1A, Class B, <br> 3 mo. USD SOFR + 2.050%, <br> 6.320%, 7/18/2037(a)(b)<br>| &nbsp;&nbsp; 4118867 |
| 7170000 | &nbsp;&nbsp; Wellfleet CLO Ltd., Series 2024-2A, Class A, <br> 3 mo. USD SOFR + 1.330%, <br> 5.623%, 2/25/2038(a)(b)<br>| &nbsp;&nbsp; 7172954 |
| 3250000 | &nbsp;&nbsp; Wellfleet CLO X Ltd., Series 2019-XA, <br> Class BR2, 3 mo. USD SOFR + 2.100%, <br> 6.370%, 7/20/2032(a)(b)<br>| &nbsp;&nbsp; 3245125 |
| 2280000 | &nbsp;&nbsp; Wellington Management CLO 1 Ltd., <br> Series 2023-1A, Class C, 3 mo. USD SOFR + <br> 3.100%, 7.370%, 10/20/2036(a)(b)<br>| &nbsp;&nbsp; 2290657 |
|  | &nbsp;&nbsp; Total Collateralized Loan Obligations <br>(Identified Cost $425,318,871)<br>| &nbsp;&nbsp; 427337344 |

---

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount (‡)**<br>| **Description** | **Value (†)** |
| **Short-Term Investments — 5.3%** | **Short-Term Investments — 5.3%** | **Short-Term Investments — 5.3%** |
| $99570190 | &nbsp;&nbsp; Tri-Party Repurchase Agreement with Fixed <br> Income Clearing Corporation, dated 6/30/2025 <br> at 2.900% to be repurchased at $99,578,210 on <br> 7/01/2025 collateralized by $101,553,700 <br> U.S. Treasury Note, 3.750% due 6/30/2027 <br> valued at $101,561,673 including accrued <br> interest(h)<br>| &nbsp;&nbsp; $99570190 |
| 15515000 | &nbsp;&nbsp; Federal Home Loan Bank Discount Notes, <br> 3.990%-4.180%, 7/02/2025(i)(j)<br>| &nbsp;&nbsp; 15511406 |
| 90285000 | &nbsp;&nbsp; Federal Home Loan Bank Discount Notes, <br> 4.100%, 7/07/2025(j)<br>| &nbsp;&nbsp; 90211794 |
| 70305000 | &nbsp;&nbsp; Federal Home Loan Bank Discount Notes, <br> 4.100%, 7/09/2025(j)<br>| &nbsp;&nbsp; 70231707 |
| 71340000 | &nbsp;&nbsp; Federal Home Loan Bank Discount Notes, <br> 4.100%, 7/15/2025(j)<br>| &nbsp;&nbsp; 71216047 |
| 36605000 | U.S. Treasury Bills, 4.170%, 10/16/2025(j) | &nbsp;&nbsp; 36148918 |
| 30809000 | &nbsp;&nbsp; U.S. Treasury Bills, <br> 4.201%–4.256%, 9/09/2025(i)(j)(k)<br>| &nbsp;&nbsp; 30556130 |
|  | &nbsp;&nbsp; Total Short-Term Investments <br>(Identified Cost $413,480,394)<br>| &nbsp;&nbsp; 413446192 |
|  | &nbsp;&nbsp; Total Investments — 99.7% <br>(Identified Cost $8,095,412,285)<br>| &nbsp;&nbsp; 7727419734 |
|  | Other assets less liabilities — 0.3% | &nbsp;&nbsp; 22132841 |
|  | Net Assets — 100.0% | &nbsp;&nbsp; $7749552575 |
| **Bonds and Notes Sold Short — (0.4)%** | **Bonds and Notes Sold Short — (0.4)%** | **Bonds and Notes Sold Short — (0.4)%** |
|  | **Mortgage Related — (0.4)%** | **Mortgage Related — (0.4)%** |
| (43413000)<br>| &nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA, <br> 2.000%, 7/01/2055(d) <br>(Proceeds $33,697,645)<br>| &nbsp;&nbsp; $(34356510)<br>|

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

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| | |
|:---|:---|
| (†) | &nbsp;&nbsp;&nbsp; Registered investment companies are required to value portfolio investments using an unadjusted, readily available market quotation. The Fund <br> obtains readily available market quotations from independent pricing services. Fund investments for which readily available market quotations are not <br> available are priced at fair value pursuant to the Fund's Valuation Procedures. The Board of Trustees has approved a valuation designee who is <br> subject to the Board's oversight. <br>Unadjusted readily available market quotations that are utilized for exchange traded equity securities (including shares of closed-end investment <br> companies and exchange-traded funds) include the last sale price quoted on the exchange where the security is traded most extensively. Futures <br> contracts are valued at the closing settlement price on the exchange on which the valuation designee believes that, over time, they are traded most <br> extensively. Shares of open-end investment companies are valued at net asset value ("NAV") per share. <br>Exchange traded equity securities for which there is no reported sale during the day are fair valued at the closing bid quotation as reported by an <br> independent pricing service. Unlisted equity securities (except unlisted preferred equity securities) are fair valued at the last sale price quoted in the <br> market where they are traded most extensively or, if there is no reported sale during the day, the closing bid quotation as reported by an independent <br> pricing service. If there is no last sale price or closing bid quotation available, unlisted equity securities will be fair valued using evaluated bids <br> furnished by an independent pricing service, if available. <br>Debt securities and unlisted preferred equity securities are fair valued based on evaluated bids furnished to the Fund by an independent pricing <br> service or bid prices obtained from broker-dealers. Senior loans and collateralized loan obligations are fair valued at bid prices supplied by an <br> independent pricing service, if available. Broker-dealer bid prices may be used to fair value debt, unlisted equities, senior loans and collateralized <br> loan obligations where an independent pricing service is unable to price an investment or where an independent pricing service does not provide a <br> reliable price for the investment. <br>The Fund may also fair value investments in other circumstances such as when extraordinary events occur after the close of a foreign market, but <br> prior to the close of the New York Stock Exchange. This may include situations relating to a single issuer (such as a declaration of bankruptcy or a <br> delisting of the issuer's security from the primary market on which it has traded) as well as events affecting the securities markets in general (such as <br> market disruptions or closings and significant fluctuations in U.S. and/or foreign markets). When fair valuing a Fund's investments, the valuation <br> designee may, among other things, use modeling tools or other processes that may take into account factors such as issuer specific information, or <br> other related market activity and/or information that occurred after the close of the foreign market but before the time the Fund's NAV is calculated. <br> Fair valuation by the Fund's valuation designee may require subjective determinations about the value of the investment, and fair values used to <br> determine a Fund's NAV may differ from quoted or published prices, or from prices that are used by others, for the same investments. In addition, the <br> use of fair value pricing may not always result in adjustments to the prices of investments held by a Fund. <br>The books and records of the Fund are maintained in U.S. dollars. The values of securities, currencies and other assets and liabilities denominated in <br> currencies other than U.S. dollars, if any, are translated into U.S. dollars based upon foreign exchange rates prevailing at the end of the period. <br>|

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| (‡) | Principal Amount stated in U.S. dollars unless otherwise noted. |
| (a) | &nbsp;&nbsp;&nbsp; All or a portion of these securities are exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in <br> transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2025, the value of Rule 144A holdings amounted to <br> $1,877,064,410 or 24.2% of net assets.<br>|
| (b) | &nbsp;&nbsp;&nbsp; Variable rate security. Rate as of June 30, 2025 is disclosed. Issuers comprised of various lots with differing coupon rates have been aggregated for <br> the purpose of presentation in the Portfolio of Investments and show a weighted average rate. Certain variable rate securities are not based on a <br> published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. These securities may <br> not indicate a reference rate and/or spread in their description.<br>|
| (c) | Level 3 security. Value has been determined using significant unobservable inputs. |
| (d) | &nbsp;&nbsp;&nbsp; When-issued/delayed delivery. The Fund may enter into when-issued or delayed delivery transactions. When-issued refers to transactions made <br> conditionally because a security, although authorized, has not been issued. Delayed delivery refers to transactions for which delivery or payment will <br> occur at a later date, beyond the normal settlement period. The price of when-issued and delayed delivery securities and the date when the securities <br> will be delivered and paid for are fixed at the time the transaction is negotiated. The security and the obligation to pay for it are recorded by the Fund <br> at the time the commitment is entered into. The value of the security may vary with market fluctuations during the time before the Fund take delivery of <br> the security. No interest accrues to the Fund until the transaction settles. Delayed delivery transactions include those designated as To Be <br> Announced ("TBAs") in the Portfolios of Investments. For TBAs, the actual security that will be delivered to fulfill the transaction is not designated at <br> the time of the trade. The security is "to be announced" 48 hours prior to the established trade settlement date. Certain transactions require the Fund <br> or counterparty to post cash and/or securities as collateral for the net mark-to-market exposure to the other party. The Fund covers its net obligations <br> under outstanding delayed delivery commitments by segregating or earmarking cash or securities.Purchases of when-issued or delayed delivery <br> securities may have a similar effect on the Fund's NAV as if the Fund's had created a degree of leverage in the portfolio. Risks may arise upon <br> entering into such transactions from the potential inability of counterparties to meet their obligations under the transactions. Additionally, losses may <br> arise due to changes in the value of the underlying securities.<br>|
| (e) | Amount shown represents units. One unit represents a principal amount of 1,000. |
| (f) | Amount shown represents units. One unit represents a principal amount of 100. |
| (g) | New issue unsettled as of June 30, 2025. Coupon rate does not take effect until settlement date. |

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------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(h) The Fund may enter into repurchase agreements, under the terms of a Master Repurchase
 Agreement, under which the Fund acquires securities as collateral and agrees to resell the securities at an agreed upon time and at an agreed
 upon price. It is the Fund's policy that the market value of the collateral for repurchase agreements be at least equal to 102% of the repurchase price,
 including interest. Certain repurchase agreements are tri- party arrangements whereby the collateral is held in a segregated account for the
 benefit of the Fund and on behalf of the counterparty. Repurchase agreements could involve certain risks in the event of default or insolvency of the
 counterparty, including possible delays or restrictions upon the Fund's ability to dispose of the underlying securities. As of June 30, 2025, the Fund
 had an investment in a repurchase agreement for which the value of the related collateral exceeded the value of the repurchase agreement.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i) The Fund's investment in U.S. Government/Agency securities is comprised of various
 lots with differing discount rates. These separate investments, which have the same maturity date, have been aggregated for the purpose of presentation
 in the Portfolio of Investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(j) Interest rate represents discount rate at time of purchase; not a coupon rate.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(k) Security (or a portion thereof) has been pledged as collateral for open derivative
 contracts.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

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| | |
|:---|:---|
| ABS | Asset-Backed Securities |
| EMTN | Euro Medium Term Note |
| GMTN | Global Medium Term Note |
| MTN | Medium Term Note |
| REITs | Real Estate Investment Trusts |
| REMICS | Real Estate Mortgage Investment Conduits |
| SOFR | Secured Overnight Financing Rate |
| TBA | To Be Announced |

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

BRL Brazilian Real <br> MXN Mexican Peso <br> UYU Uruguayan Peso

**Futures Contracts**

The Fund may enter into futures contracts. Futures contracts are agreements between two parties to buy and sell a particular instrument or index for a specified price on a specified future date.

When the Fund enters into a futures contract, it is required to deposit with (or for the benefit of) its broker an amount of cash or short-term high-quality securities as "initial margin." As the value of the contract changes, the value of the futures contract position increases or declines. Subsequent payments, known as "variation margin," are made or received by the Fund, depending on the price fluctuations in the fair value of the contract and the value of cash or securities on deposit with the broker. Realized gain or loss on a futures position is equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed, minus brokerage commissions. When the Fund enters into a futures contract certain risks may arise, such as illiquidity in the futures market, which may limit the Fund's ability to close out a futures contract prior to settlement date, and unanticipated movements in the value of securities or interest rates.

Futures contracts are exchange-traded. Exchange-traded futures contracts are standardized and are settled through a clearing house with fulfillment supported by the credit of the exchange. Therefore, counterparty credit risks to the Fund are reduced; however, in the event that a counterparty enters into bankruptcy, the Fund's claim against initial/variation margin on deposit with the counterparty may be subject to terms of a final settlement in bankruptcy court.

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: | At June 30, 2025, the Fund had the following open long futures contracts: |
| **Financial Futures** | &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| CBOT 10 Year U.S. Treasury Notes Futures | 9/19/2025 | 733 | &nbsp;&nbsp;&nbsp; $81163991 | &nbsp;&nbsp;&nbsp; $82187625 | &nbsp;&nbsp;&nbsp; $1023634 |
| CBOT 2 Year U.S. Treasury Notes Futures | 9/30/2025 | 1728 | &nbsp;&nbsp;&nbsp; 358104181 | &nbsp;&nbsp;&nbsp; 359464501 | &nbsp;&nbsp;&nbsp; 1360320 |
| CBOT 5 Year U.S. Treasury Notes Futures | 9/30/2025 | 2072 | &nbsp;&nbsp;&nbsp; 223715653 | &nbsp;&nbsp;&nbsp; 225848000 | &nbsp;&nbsp;&nbsp; 2132347 |
| CBOT Ultra Long-Term U.S. Treasury Bond Futures | 9/19/2025 | 144 | &nbsp;&nbsp;&nbsp; 16747906 | &nbsp;&nbsp;&nbsp; 17154000 | &nbsp;&nbsp;&nbsp; 406094 |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp; $4922395 |

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**Fair Value Measurements**

In accordance with accounting standards related to fair value measurements and disclosures, the Fund has categorized the inputs utilized in determining the value of each Fund's assets or liabilities. These inputs are summarized in the three broad levels listed below:

&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 — quoted prices in active markets for identical assets or liabilities;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 — prices determined using other significant inputs that are observable either directly, or indirectly through corroboration with observable market data (which could include quoted prices for similar assets or liabilities, interest rates, credit risk, etc.); and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 — prices determined using significant unobservable inputs when quoted prices or observable inputs are unavailable such as when there is little or no market activity for an asset or liability (unobservable inputs reflect each Fund's own assumptions in determining the fair value of assets or liabilities and would be based on the best information available).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The Fund's pricing policies have been approved by the Board of Trustees. Investments for which market quotations are readily available are categorized in Level 1. Other investments for which an independent pricing service is utilized are categorized in Level 2. Broker-dealer bid prices for which the Fund has knowledge of the inputs used

------

by the broker-dealer are categorized in Level 2. All other investments, including broker-dealer bid prices for which the Fund does not have knowledge of the inputs used by the broker-dealer, as well as investments fair valued by the valuation designee, are categorized in Level 3. All Level 2 and 3 securities are defined as being fair valued.

Under certain conditions and based upon specific facts and circumstances, the Fund's valuation designee may determine that a fair valuation should be made for portfolio investment(s). These valuation designee fair valuations will be based upon a significant amount of Level 3 inputs.

The following is a summary of the inputs used to value the Fund's investments as of June 30, 2025, at value:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Bonds and Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Non-Convertible Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABS Residential Mortgage | $— | $3767973 | $7036 | $3775009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Mortgage Obligations |  | 65397168 | 192948 | 65590116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; All Other Non-Convertible Bonds(a) |  | 6809921479 |  | 6809921479 |
| &nbsp;&nbsp;&nbsp; Total Non-Convertible Bonds |  | 6879086620 | 199984 | 6879286604 |
| &nbsp;&nbsp;&nbsp; Municipals(a) |  | 7349594 |  | 7349594 |
| Total Bonds and Notes |  | 6886436214 | 199984 | 6886636198 |
| Collateralized Loan Obligations |  | 427337344 |  | 427337344 |
| Short-Term Investments |  | 413446192 |  | 413446192 |
| Total Investments |  | 7727219750 | 199984 | 7727419734 |
| Futures Contracts (unrealized appreciation) | 4922395 |  |  | 4922395 |
| Total | $4922395 | $7727219750 | $199984 | $7732342129 |

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** | **Liability Valuation Inputs** |
| **Description** | **Level 1** | **Level 2** | **Level 3** | **Total** |

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| Bonds and Notes Sold Short (a) | $— | $(34356510)<br>| $— | $(34356510)<br>|

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Details of the major categories of the Fund's investments are reflected within the Portfolio of Investments.

The following is a reconciliation of Level 3 investments for which significant unobservable inputs were used to determine fair value as of September 30, 2024 and/or June 30, 2025:

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| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** | **Asset Valuation Inputs** |
| Investments in Securities | Balance as of <br>September 30, <br>2024<br>| Accrued <br>Discounts <br>(Premiums)<br>| Realized <br>Gain (Loss)<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation)<br>| Purchases | Sales | Transfers <br>into <br>Level 3<br>| Transfers <br>out of <br>Level 3<br>| Balance as of <br>June 30, <br>2025<br>| Change in <br>Unrealized <br>Appreciation <br>(Depreciation) <br>from <br>Investments <br>Still Held at <br>June 30, <br>2025<br>|
| Bonds and Notes |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Non-Convertible Bonds |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABS Residential Mortgage | $8495 | $— | $— | $(262)<br>| $— | $(1197)<br>| $— | $— | $7036 | $(284)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Mortgage <br> Obligations<br>| 243532 |  | 218 | 3093 | 2148 | (56043)<br>|  |  | 192948 | 2578 |
| Total | $252027 | $— | $218 | $2831 | $2148 | $(57240)<br>| $— | $— | $199984 | $2294 |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Natixis Funds Trust I

- **b. Investment Company Act file number:** 811-04323

- **c. CIK number of Registrant:** 0000770540

- **d. LEI of Registrant:** 01YA4M3ZQ45K0V190G80

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

  - **Street Address 1:** 888 BOYLSTON STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199-8197

  - **Telephone number:** 617-449-2139

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

- **a. Name of Series:** Loomis Sayles Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000006660

- **c. LEI of Series:** ZG5PZ780OFPQSQX3BT09

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

- **a. Date of fiscal year-end:** 2025-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7892020641.77

**Total Liabilities:** $152960989.75

**Net Assets:** $7739059652.02

**Delayed Delivery Securities:** $49571283.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -8435.70000000 | **1-Year:** -138224.51000000 | **5-Year:** -527717.55000000 | **10-Year:** -427569.64000000 | **30-Year:** -236665.37000000

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

- **3-Month:** -964.58000000 | **1-Year:** -33015.03000000 | **5-Year:** -114278.91000000 | **10-Year:** -80775.78000000 | **30-Year:** -33199.64000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018170 | 0.11%                | -0.74%               | 1.97%                |
| Class ID C000125481 | 0.19%                | -0.55%               | 2.04%                |
| Class ID C000018171 | 0.18%                | -0.56%               | 2.04%                |
| Class ID C000018168 | 0.17%                | -0.58%               | 1.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-17971405.43            | $-2072943.29                               |
| Month 2  | $-3944350.87             | $-63054102.61                              |
| Month 3  | $2299297.73              | $111659031.13                              |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                                     | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    2266000 | PA      | $2251019.70   | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                     | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    2277198 | PA      | $2127641.21   | 0.03%             | 2045-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                         | CLI Funding VIII LLC                                                             | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    4703605 | PA      | $4312108.86   | 0.06%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4290000 | PA      | $4696331.13   | 0.06%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    7162000 | PA      | $7397051.25   | 0.10%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                     | DT Auto Owner Trust 2023-1                                                       | CUSIP: 23346KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2016329 | PA      | $2021845.86   | 0.03%             | 2028-10-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10052917 | PA      | $9633095.08   | 0.12%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                       | 720 East CLO IV Ltd                                                              | CUSIP: 81785BAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1815000 | PA      | $1823047.71   | 0.02%             | 2037-04-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4230000 | PA      | $4327913.25   | 0.06%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding VIII Clo Ltd                                                       | CUSIP: 15032EAY5<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |    1440000 | PA      | $1441078.56   | 0.02%             | 2038-01-17      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLRJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1001823 | PA      | $1020509.90   | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                 | Bryant Park Funding 2024-22 Ltd                                                  | CUSIP: 11766CAA2<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |    6805000 | PA      | $6822849.52   | 0.09%             | 2037-04-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133JLRW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8870632 | PA      | $6507154.50   | 0.08%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     700000 | PA      | $751276.20    | 0.01%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                              | CUSIP: 912797QT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   30809000 | PA      | $30556130.20  | 0.39%             | 2025-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40208650 | PA      | $32029270.90  | 0.41%             | 2062-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company             | Volofin Finance Designated Activity Co                                           | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7349112 | PA      | $7467682.55   | 0.10%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5475000 | PA      | $5409991.16   | 0.07%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                     | Frontier Issuer LLC                                                              | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15660000 | PA      | $16130786.58  | 0.21%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                | Sixth Street Lending Partners                                                    | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    5410000 | PA      | $5508842.16   | 0.07%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      41220 | PA      | $40871.59     | 0.00%             | 2062-08-20      | Floating      | 4.97%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WJGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1421824 | PA      | $1257078.02   | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C4V76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     711129 | PA      | $723243.29    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                             | Nutrien Ltd                                                                      | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    4410000 | PA      | $4362311.01   | 0.06%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-C                                          | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5262288 | PA      | $5204452.14   | 0.07%             | 2053-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2825487 | PA      | $2126696.46   | 0.03%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                          | CarVal CLO II Ltd                                                                | CUSIP: 14686ABE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3799500 | PA      | $3799534.20   | 0.05%             | 2032-04-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                  | El Puerto de Liverpool SAB de CV                                                 | CUSIP: 283837AC6<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    5110000 | PA      | $5298541.47   | 0.07%             | 2032-01-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Franklin Park Place CLO                                 | FRANKLIN PARK PLACE CLO                                                          | CUSIP: 35455HAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3575000 | PA      | $3575000.00   | 0.05%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                             | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   24210000 | PA      | $24036085.04  | 0.31%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138Y9PB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     615388 | PA      | $583693.46    | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7539000 | PA      | $5275047.95   | 0.07%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                   | RIO TINTO FIN USA PLC                                                            | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    3880000 | PA      | $3896609.97   | 0.05%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140H87H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1281987 | PA      | $1247012.52   | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   12940000 | PA      | $12526193.94  | 0.16%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                              | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    4525000 | PA      | $4670614.50   | 0.06%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C9AB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15921274 | PA      | $15963447.24  | 0.21%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                              | Clover CLO 2018-1 LLC                                                            | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4210000 | PA      | $4222006.92   | 0.05%             | 2037-04-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    7745000 | PA      | $7351957.44   | 0.09%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26550000 | PA      | $24492375.00  | 0.32%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3131Y0QS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     361515 | PA      | $350011.44    | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                               | Jabil Inc                                                                        | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3281345.70   | 0.04%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  154795000 | PA      | $102769367.97 | 1.33%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO Ltd                                   | Bridge Street CLO III Ltd                                                        | CUSIP: 10806YAY6<br>LEI: 254900PNW8DFFG2S8664 | Long             | ABS-CBDO         | CORP              | KY        |    3185000 | PA      | $3202036.57   | 0.04%             | 2037-10-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                          | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   14257000 | PA      | $13308463.26  | 0.17%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6910000 | PA      | $7191084.91   | 0.09%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                        | Trestles Clo IV Ltd                                                              | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5001700.00   | 0.06%             | 2034-07-21      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CWM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     346250 | PA      | $300299.15    | 0.00%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140H3PZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     182856 | PA      | $162120.98    | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18325000 | PA      | $16312676.78  | 0.21%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                     | MSD Investment Corp                                                              | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    7545000 | PA      | $7463040.78   | 0.10%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                       | Wellfleet CLO 2024-1 Ltd                                                         | CUSIP: 94951AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4105000 | PA      | $4118866.69   | 0.05%             | 2037-07-18      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16215000 | PA      | $16026247.35  | 0.21%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                  | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 05533UAH1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    7864000 | PA      | $7808515.55   | 0.10%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1402330 | PA      | $1113505.87   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    3245000 | PA      | $3385635.06   | 0.04%             | 2030-02-20      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  160115000 | PA      | $152628373.25 | 1.97%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C2NM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2957876 | PA      | $3019520.50   | 0.04%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                    | Hercules Capital Inc                                                             | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11576223.48  | 0.15%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    8730000 | PA      | $8746674.30   | 0.11%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140A33G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     819501 | PA      | $867409.29    | 0.01%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BCC Middle Market CLO                                   | BCC Middle Market CLO 2025-1 LLC                                                 | CUSIP: 05555YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4215000 | PA      | $4215000.00   | 0.05%             | 2037-07-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXVL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  122521477 | PA      | $97257790.06  | 1.26%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138YR3U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     428276 | PA      | $414079.50    | 0.01%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BCC Middle Market CLO                                   | BCC Middle Market CLO 2019-1 LLC                                                 | CUSIP: 05550GAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4245000 | PA      | $4245000.00   | 0.05%             | 2036-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FUFW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     283082 | PA      | $269323.20    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJYS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     742936 | PA      | $712533.59    | 0.01%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                      | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    4505000 | PA      | $4192702.95   | 0.05%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140HEAS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1251908 | PA      | $1251540.04   | 0.02%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                            | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    4816000 | PA      | $4448637.16   | 0.06%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138X53P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29520 | PA      | $28793.70     | 0.00%             | 2043-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rockland Park CLO Ltd                                   | Rockland Park CLO Ltd                                                            | CUSIP: 773663AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2605000 | PA      | $2606979.80   | 0.03%             | 2034-04-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WHFU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     840903 | PA      | $746601.73    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7535000 | PA      | $6355314.45   | 0.08%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140EXKG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     370856 | PA      | $328655.89    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    6740000 | PA      | $6895297.82   | 0.09%             | 2031-06-24      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital CLO II                                                                | CUSIP: 88429PAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2365000 | PA      | $2366461.57   | 0.03%             | 2034-07-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                                 | United Airlines 2020-1 Class B Pass Through Trust                                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1633956 | PA      | $1630099.37   | 0.02%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7270000 | PA      | $7166662.48   | 0.09%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36213TET6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1222 | PA      | $1261.25      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   15646000 | PA      | $11311132.54  | 0.15%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NNEX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12022741 | PA      | $12256371.83  | 0.16%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                   | Mohawk Industries Inc                                                            | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     929000 | PA      | $889322.41    | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   12715000 | PA      | $12922442.43  | 0.17%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2019-BNK16                                                                  | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1531640 | PA      | $1498654.75   | 0.02%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XM4V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1432320 | PA      | $1511768.23   | 0.02%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11330000 | PA      | $11545609.90  | 0.15%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X9X34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33825900 | PA      | $25449373.06  | 0.33%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital CLO 3 Ltd                                                             | CUSIP: 88429RAN8<br>LEI: 549300FPWFXA3EQMFB71 | Long             | ABS-CBDO         | CORP              | KY        |    3470000 | PA      | $3485097.97   | 0.05%             | 2038-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    6340000 | PA      | $5049698.23   | 0.07%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                    | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |   16235000 | PA      | $15820682.80  | 0.20%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3504000 | PA      | $3457552.31   | 0.04%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                          | Barings CLO Ltd 2018-II                                                          | CUSIP: 06760JBE4<br>LEI: 549300I8OP7Y4MO3JF74 | Long             | ABS-CBDO         | CORP              | KY        |    3810000 | PA      | $3824268.45   | 0.05%             | 2036-07-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1826000 | PA      | $1857088.87   | 0.02%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXBL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2747 | PA      | $2850.14      | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nyack Park CLO, Ltd.                                    | NYACK Park CLO Ltd                                                               | CUSIP: 67080PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2745000 | PA      | $2745820.76   | 0.04%             | 2034-10-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 49, Ltd.                    | Octagon Investment Partners 49 Ltd                                               | CUSIP: 67578FAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7035945.00   | 0.09%             | 2037-04-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   96430000 | PA      | $96580671.88  | 1.25%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                      | Willis Engine Structured Trust VII                                               | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13462816 | PA      | $13865501.09  | 0.18%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   22220000 | PA      | $15329578.00  | 0.20%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C4V84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     884068 | PA      | $894852.49    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36225BKL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        195 | PA      | $198.13       | 0.00%             | 2030-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    6206000 | PA      | $5901081.22   | 0.08%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XXXVIII Ltd                                          | CUSIP: 08183FAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6890000 | PA      | $6903814.45   | 0.09%             | 2038-01-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                 | United Airlines 2023-1 Class A Pass Through Trust                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13794734 | PA      | $13991585.16  | 0.18%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XQG76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20459490 | PA      | $21624634.13  | 0.28%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133ADFV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5677643 | PA      | $4496708.66   | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXXC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   60791895 | PA      | $48255904.60  | 0.62%             | 2062-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                     | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2267915.00   | 0.03%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                       | Wellfleet CLO X LTD                                                              | CUSIP: 94949WAV8<br>LEI: 254900A99ZMAJM1OOV76 | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3245125.00   | 0.04%             | 2032-07-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    4530000 | PA      | $4903371.66   | 0.06%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34775000 | PA      | $35111882.81  | 0.45%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38376RCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5531 | PA      | $5275.19      | 0.00%             | 2063-05-20      | Floating      | 4.73%                 | No            |                  3 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 79B Ltd                                               | CUSIP: 38181JAE9<br>LEI: 254900KYMBF5APUCPC56 | Long             | ABS-CBDO         | CORP              | KY        |    3895000 | PA      | $3895658.26   | 0.05%             | 2038-04-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2010-C1 Mortgage Trust                                                      | CUSIP: 12622DAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     602736 | PA      | $594196.59    | 0.01%             | 2046-07-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15860000 | PA      | $14197178.13  | 0.18%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2018-CH1                                                  | CUSIP: 81747DAA7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |     253464 | PA      | $237677.29    | 0.00%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2023-A                                 | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6393675 | PA      | $6528453.97   | 0.08%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   10560000 | PA      | $11841772.80  | 0.15%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    8585000 | PA      | $7727171.95   | 0.10%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GS7B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5089503 | PA      | $5463193.26   | 0.07%             | 2054-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AJ2<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    7654000 | PA      | $5800890.06   | 0.07%             | 2050-01-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2187425.03   | 0.03%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36735000 | PA      | $37733732.81  | 0.49%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                        | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAE3<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   11716425 | PA      | $10812789.86  | 0.14%             | 2051-12-05      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   14779000 | PA      | $13570342.34  | 0.18%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                               | Jabil Inc                                                                        | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    5460000 | PA      | $4977892.32   | 0.06%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5660000 | PA      | $5656606.77   | 0.07%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | GREYWOLF CLO VI Ltd                                                              | CUSIP: 39809GAC9<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |    1518000 | PA      | $1521233.19   | 0.02%             | 2031-04-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140L1VM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12208396 | PA      | $9669055.58   | 0.12%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        144 | NC      | $406094.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   11367000 | PA      | $10486057.50  | 0.14%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7400000 | PA      | $7476012.82   | 0.10%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    1097000 | PA      | $1127218.02   | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BGP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      51692 | PA      | $51159.99     | 0.00%             | 2060-10-20      | Floating      | 4.80%                 | No            |                  3 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   14750000 | PA      | $9488197.40   | 0.12%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FX2G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14110350 | PA      | $12340145.95  | 0.16%             | 2063-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2020-GC45                                           | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6596065 | PA      | $6118894.44   | 0.08%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140L1UH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1760396 | PA      | $1394242.66   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    5525000 | PA      | $5697562.33   | 0.07%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO VI Ltd                                                                  | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2320000 | PA      | $2327349.76   | 0.03%             | 2038-01-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   92710000 | PA      | $93351002.50  | 1.21%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NH3W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1508719 | PA      | $1537916.31   | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-1                                       | CUSIP: 30168BAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2209955 | PA      | $2215603.66   | 0.03%             | 2028-02-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| POSCO                                                   | POSCO                                                                            | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    5290000 | PA      | $5313992.95   | 0.07%             | 2026-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    5745000 | PA      | $6019036.50   | 0.08%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36295NGV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      62053 | PA      | $64696.60     | 0.00%             | 2038-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO 40 Ltd                                                              | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |    6885000 | PA      | $6891685.34   | 0.09%             | 2038-01-05      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    3220000 | PA      | $3280089.58   | 0.04%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31760000 | PA      | $31705412.50  | 0.41%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3131Y8KD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5428731 | PA      | $5427186.15   | 0.07%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   12186000 | PA      | $13377539.52  | 0.17%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WDCF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8655188 | PA      | $9082037.68   | 0.12%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                               | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    4800000 | PA      | $4381923.94   | 0.06%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3760000 | PA      | $3776130.40   | 0.05%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXVII Ltd                                                  | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3160000 | PA      | $3175920.08   | 0.04%             | 2037-04-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   75407100 | PA      | $59858429.06  | 0.77%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2181663 | PA      | $1963805.24   | 0.03%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     980044 | PA      | $1003366.58   | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   14005000 | PA      | $14559345.77  | 0.19%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19365000 | PA      | $19967130.47  | 0.26%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTEL CHILE SA                                          | Empresa Nacional de Telecomunicaciones SA                                        | CUSIP: 29245VAE5<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |    3360000 | PA      | $2869488.05   | 0.04%             | 2032-09-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                | Blue Owl Technology Finance Corp                                                 | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   13285000 | PA      | $13356970.42  | 0.17%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NRN36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1460688 | PA      | $1487935.44   | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVFP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24017351 | PA      | $23604897.13  | 0.31%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22163482 | PA      | $18526713.94  | 0.24%             | 2062-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8250526 | PA      | $6209107.29   | 0.08%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2011-GC5                                            | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5627003 | PA      | $4953982.49   | 0.06%             | 2044-08-10      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXX72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28580791 | PA      | $25280013.44  | 0.33%             | 2062-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $2370468.82   | 0.03%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BRASKEM AMERICA FINANCE                                 | Braskem America Finance Co                                                       | CUSIP: 10554CAA0<br>LEI: 254900QMQAJ26H49CL75 | Long             | DBT              | CORP              | US        |   21013000 | PA      | $15206056.61  | 0.20%             | 2041-07-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                             | Corning Inc                                                                      | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   12854000 | PA      | $11800802.63  | 0.15%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                   | Sycamore Tree CLO 2023-2 Ltd                                                     | CUSIP: 87122CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2060000 | PA      | $2071428.88   | 0.03%             | 2037-01-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6140000 | PA      | $6010484.38   | 0.08%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31610000 | PA      | $32007594.37  | 0.41%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133A4QD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1253416 | PA      | $1091010.53   | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CX74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1488107 | PA      | $1310814.70   | 0.02%             | 2048-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                               | GATX Corp                                                                        | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $3673064.60   | 0.05%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1867172 | PA      | $1884863.57   | 0.02%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    7280000 | PA      | $7222762.09   | 0.09%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CLNM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7396382 | PA      | $7940123.67   | 0.10%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Garnet CLO 2025-1 Ltd                                   | Garnet CLO 2025-1 Ltd                                                            | CUSIP: 36626AAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5525000 | PA      | $5532618.98   | 0.07%             | 2037-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust                                                        | CUSIP: 89171DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     497434 | PA      | $494322.36    | 0.01%             | 2053-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                 | NVR Inc                                                                          | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    9855000 | PA      | $9179160.16   | 0.12%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                              | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   16900000 | PA      | $17073600.01  | 0.22%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9895000 | PA      | $9903890.06   | 0.13%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    6585000 | PA      | $6707481.00   | 0.09%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Octagon 62 Ltd                                          | Octagon 62 Ltd                                                                   | CUSIP: 675937BC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3205000 | PA      | $3214358.60   | 0.04%             | 2038-01-23      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2016-2                                                 | CUSIP: 89172PAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5101352 | PA      | $4886931.46   | 0.06%             | 2055-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FP4V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1478180 | PA      | $1299876.04   | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                              | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   19045000 | PA      | $18978866.24  | 0.25%             | 2025-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-C                                 | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5830191 | PA      | $5246127.94   | 0.07%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NH6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1127329 | PA      | $1150671.50   | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C8D69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     621502 | PA      | $626422.08    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                       | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    3620000 | PA      | $3535622.29   | 0.05%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                              | Atlas Senior Loan Fund Ltd                                                       | CUSIP: 04943AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1326805 | PA      | $1328400.20   | 0.02%             | 2030-01-16      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FKH37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     356142 | PA      | $347927.06    | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EFU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4799557 | PA      | $4239736.85   | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020679<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -43413000 | PA      | $-34356509.88 | -0.44%            | 2054-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   16710000 | PA      | $16315647.34  | 0.21%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                          | Carval Clo X-C Ltd                                                               | CUSIP: 146918AA5<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-CBDO         | CORP              | KY        |    4965000 | PA      | $4978703.40   | 0.06%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1707000 | PA      | $1769459.33   | 0.02%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     322981 | PA      | $322819.22    | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     580710 | PA      | $580300.18    | 0.01%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FTYK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     367435 | PA      | $328265.72    | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140GSVS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     408546 | PA      | $381349.80    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NGFY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4024061 | PA      | $3987429.47   | 0.05%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138XURG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      76673 | PA      | $74321.48     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   15961000 | PA      | $16878222.17  | 0.22%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C66B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     486769 | PA      | $492682.41    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                              | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   48715000 | PA      | $48108032.53  | 0.62%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140Y6VK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8404589 | PA      | $8878284.56   | 0.11%             | 2055-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                            | DC Commercial Mortgage Trust 2023-DC                                             | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8025000 | PA      | $8372661.46   | 0.11%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO 27 Ltd                                                          | CUSIP: 83013GAE5<br>LEI: 2138005QZ5GFFQO8G389 | Long             | ABS-CBDO         | CORP              | KY        |    5025000 | PA      | $5035050.00   | 0.07%             | 2038-01-17      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133W8R88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5019269 | PA      | $5187369.34   | 0.07%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6803223 | PA      | $5400753.82   | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                          | TD SYNNEX Corp                                                                   | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3946666.35   | 0.05%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31371JMC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3215 | PA      | $3303.58      | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FX2F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27791720 | PA      | $22137830.45  | 0.29%             | 2063-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                       | 720 East CLO 2022-I Ltd                                                          | CUSIP: 81785AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3509779.70   | 0.05%             | 2038-01-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WCWH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5495214 | PA      | $5766217.10   | 0.07%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                        | Freddie Mac Strips                                                               | CUSIP: 3133Q3GS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24301429 | PA      | $24472857.86  | 0.32%             | 2053-10-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1737821.93   | 0.02%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2021-VII Ltd                                                        | CUSIP: 12567HAJ1<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |    7190000 | PA      | $7204243.39   | 0.09%             | 2035-01-23      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                    | Tencent Holdings Ltd                                                             | CUSIP: 88032WAW6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   13763000 | PA      | $8795788.24   | 0.11%             | 2060-06-03      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXVII Ltd                                                   | CUSIP: 55820YAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1630000 | PA      | $1635616.98   | 0.02%             | 2038-04-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   12803000 | PA      | $12069929.54  | 0.16%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLS26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     745879 | PA      | $748985.69    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2015-5 Ltd                                  | CUSIP: 14312JBJ0<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |     545000 | PA      | $545136.25    | 0.01%             | 2032-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6963264 | PA      | $5527467.10   | 0.07%             | 2061-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NH6V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1002331 | PA      | $1021728.37   | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO                                | Kimberly-Clark de Mexico SAB de CV                                               | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |    2157000 | PA      | $1926021.97   | 0.02%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                     | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7550000 | PA      | $7612234.65   | 0.10%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 30 Ltd                                                                   | CUSIP: 00120VAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    6520000 | PA      | $6544723.84   | 0.08%             | 2037-04-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                          | EPR Properties                                                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    4740000 | PA      | $4305603.41   | 0.06%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  789430700 | PA      | $41986716.03  | 0.54%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  135680000 | PA      | $135849600.00 | 1.76%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Garnet CLO 2025-1 Ltd                                   | Garnet CLO 2025-1 Ltd                                                            | CUSIP: 36626AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3155000 | PA      | $3158404.25   | 0.04%             | 2037-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC 4 CLO LLC                             | Golub Capital BDC 4 CLO 1 LLC                                                    | CUSIP: 38181CAA2<br>LEI: 254900WMHKX8IBP1H968 | Long             | ABS-CBDO         | CORP              | US        |    3995000 | PA      | $4000113.60   | 0.05%             | 2037-07-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2017-CH1                                                  | CUSIP: 81746HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38241 | PA      | $36373.25     | 0.00%             | 2047-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6943306 | PA      | $6945475.92   | 0.09%             | 2038-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2019-BNK24                                                                  | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6138240 | PA      | $5735174.93   | 0.07%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31426AR91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9180382 | PA      | $9009940.71   | 0.12%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2117098 | PA      | $2131783.97   | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2719493.64   | 0.04%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                   | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2014000 | PA      | $2000719.80   | 0.03%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    9038000 | PA      | $8870219.11   | 0.11%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C4WH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     914684 | PA      | $936475.00    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WBM78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1352522 | PA      | $1375147.40   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2640000 | PA      | $2588953.12   | 0.03%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   16875000 | PA      | $16014111.75  | 0.21%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 22 Ltd                                                                   | CUSIP: 48252WAC7<br>LEI: 549300GKHET0CQ690V42 | Long             | ABS-CBDO         | CORP              | KY        |    1610000 | PA      | $1612017.33   | 0.02%             | 2031-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23439170 | PA      | $20820425.27  | 0.27%             | 2062-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2023-SFR1 Trust                                             | CUSIP: 74334FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2963430 | PA      | $2942608.57   | 0.04%             | 2040-03-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C6BQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2807150 | PA      | $2825704.23   | 0.04%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1728 | NC      | $1360319.61   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31426AQN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13793368 | PA      | $13874880.06  | 0.18%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2018-3                                                 | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2719491 | PA      | $2665223.96   | 0.03%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BKH69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     969359 | PA      | $902834.24    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17545000 | PA      | $17896492.14  | 0.23%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    7155000 | PA      | $7474757.02   | 0.10%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion Clo XVI Ltd                                                            | CUSIP: 07133MAW6<br>LEI: 549300QOOT46OWR6Z544 | Long             | ABS-CBDO         | CORP              | KY        |    5930000 | PA      | $5945103.71   | 0.08%             | 2038-01-20      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  136745000 | PA      | $137268476.27 | 1.77%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   13005000 | PA      | $10451048.97  | 0.14%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                 | Natura &Co Luxembourg Holdings Sarl                                              | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |    1925000 | PA      | $1870561.00   | 0.02%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                      | Boston Gas Co                                                                    | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    2701000 | PA      | $2542691.36   | 0.03%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    6080000 | PA      | $6057648.10   | 0.08%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32370000 | PA      | $31876863.12  | 0.41%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                  | Standard Chartered PLC                                                           | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     660000 | PA      | $656862.48    | 0.01%             | 2033-03-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 2019-1 Ltd                                                         | CUSIP: 05875JAL3<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-CBDO         | CORP              | KY        |    1400000 | PA      | $1401069.60   | 0.02%             | 2032-07-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                           | Fresnillo PLC                                                                    | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |   15428000 | PA      | $11101988.80  | 0.14%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33895000 | PA      | $27669441.63  | 0.36%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CM4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7156257 | PA      | $7489177.03   | 0.10%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BQQA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7850000 | PA      | $8290628.35   | 0.11%             | 2053-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC                            | Jack in the Box Funding LLC                                                      | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7704400 | PA      | $7429166.47   | 0.10%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   13185000 | PA      | $13635211.71  | 0.18%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion Clo XIX Ltd                                                            | CUSIP: 07133VAG1<br>LEI: 549300RYHI0ZPOOD3O84 | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $396688.80    | 0.01%             | 2034-04-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C7RQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4826757 | PA      | $4924417.34   | 0.06%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14179842 | PA      | $13314602.22  | 0.17%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36225BB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4122 | PA      | $4194.35      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes Series 2022-C                            | CUSIP: 80290CBG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      43780 | PA      | $43829.48     | 0.00%             | 2032-12-15      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   15264000 | PA      | $15079896.32  | 0.19%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24415000 | PA      | $22271057.81  | 0.29%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXYP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6767606 | PA      | $5657096.32   | 0.07%             | 2063-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   11838000 | PA      | $11220629.24  | 0.14%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    8095000 | PA      | $8239523.84   | 0.11%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                | Main Street Capital Corp                                                         | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    4480000 | PA      | $4660957.19   | 0.06%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KULJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11513950 | PA      | $9126323.16   | 0.12%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    6960000 | PA      | $6994637.34   | 0.09%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     783000 | PA      | $711957.12    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3154007.46   | 0.04%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2019-BNK22                                                                  | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12696152 | PA      | $11845686.29  | 0.15%             | 2062-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MME46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4490403 | PA      | $4181662.24   | 0.05%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X5KC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1280578 | PA      | $1333641.66   | 0.02%             | 2049-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34733618 | PA      | $30722284.38  | 0.40%             | 2062-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $3295154.45   | 0.04%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                           | CUSIP: 853254CH1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   18840000 | PA      | $17063953.20  | 0.22%             | 2033-01-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    5243000 | PA      | $5089197.64   | 0.07%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133ABNB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7915903 | PA      | $6269464.37   | 0.08%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     983000 | PA      | $750274.75    | 0.01%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital CLO 2024-1 Ltd                                                      | CUSIP: 056920AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    5775000 | PA      | $5793970.88   | 0.07%             | 2037-04-16      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     930000 | PA      | $930609.61    | 0.01%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO VIII Ltd                                                           | CUSIP: 07132ACG6<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |    1065000 | PA      | $1065808.34   | 0.01%             | 2030-07-18      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                 | Natura &Co Luxembourg Holdings Sarl                                              | CUSIP: 63883KAB1<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |    2738000 | PA      | $2588455.64   | 0.03%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14770000 | PA      | $12396991.83  | 0.16%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                                         | Madison Park Funding XL Ltd                                                      | CUSIP: 55821CAC8<br>LEI: 549300UTF8S11AHH4P70 | Long             | ABS-CBDO         | CORP              | KY        |     745000 | PA      | $745639.96    | 0.01%             | 2030-05-28      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                              | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    7292000 | PA      | $7175255.08   | 0.09%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2018-CH3                                                  | CUSIP: 81746WAB4<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |      69298 | PA      | $68340.75     | 0.00%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KVLP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7303028 | PA      | $5788564.46   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133ACBY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6291084 | PA      | $4986423.17   | 0.06%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 28 Ltd                                                                        | CUSIP: 74989NAC3<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |    7045000 | PA      | $7070749.48   | 0.09%             | 2037-04-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140J7PY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     879388 | PA      | $827860.96    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FHNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     169983 | PA      | $169596.54    | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140HLUZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     307064 | PA      | $298969.55    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140Y6VM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5509414 | PA      | $5915137.16   | 0.08%             | 2055-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                      | Forestar Group Inc                                                               | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    5751000 | PA      | $5649034.77   | 0.07%             | 2026-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SEMPRA INFRASTRUCTURE PA                                | Sempra Infrastructure Partners LP                                                | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |   13365000 | PA      | $11383727.36  | 0.15%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133AFGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4529187 | PA      | $3590029.80   | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  179360000 | PA      | $176361325.00 | 2.28%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31426DCK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8150890 | PA      | $8010907.98   | 0.10%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nassau LTD                                              | Nassau 2022-I Ltd                                                                | CUSIP: 63171LAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    3990000 | PA      | $3991699.74   | 0.05%             | 2031-01-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                          | Wheels Fleet Lease Funding 1 LLC                                                 | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    7948246 | PA      | $8004678.92   | 0.10%             | 2038-04-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4720856.70   | 0.06%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   95820000 | PA      | $95344642.73  | 1.23%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22455000 | PA      | $22549732.03  | 0.29%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                           | Corevest American Finance 2019-3 Trust                                           | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     483656 | PA      | $480496.73    | 0.01%             | 2052-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NRPD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1166957 | PA      | $1189238.68   | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Madison Park XLIV                                       | Atrium XV                                                                        | CUSIP: 55820LAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1650000 | PA      | $1655144.70   | 0.02%             | 2037-07-16      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   11395000 | PA      | $11718312.61  | 0.15%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Betony CLO 2, Ltd.                                      | Betony CLO 2 Ltd                                                                 | CUSIP: 08763QAC6<br>LEI: 5493000QRX4XEMRJZO43 | Long             | ABS-CBDO         | CORP              | KY        |    1675000 | PA      | $1676656.58   | 0.02%             | 2031-04-30      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49000000 | PA      | $49790019.16  | 0.64%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WJFD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     114701 | PA      | $102219.89    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                  | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    7355000 | PA      | $7448849.80   | 0.10%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CAQ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3851902 | PA      | $3934643.31   | 0.05%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46590256 | PA      | $42565659.73  | 0.55%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133W6E52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     267001 | PA      | $282214.86    | 0.00%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                         | Ascot Group Ltd                                                                  | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    2585000 | PA      | $2373993.22   | 0.03%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWJY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4474665 | PA      | $4164226.21   | 0.05%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BJN81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3485761 | PA      | $3348313.44   | 0.04%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                 | DPL Inc                                                                          | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2336961.21   | 0.03%             | 2029-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20945000 | PA      | $20439374.71  | 0.26%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                          | Alpek SAB de CV                                                                  | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    1610000 | PA      | $1411027.35   | 0.02%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital CLO II                                                                | CUSIP: 88429PBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2905000 | PA      | $2906446.69   | 0.04%             | 2034-07-15      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NSNJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2408202 | PA      | $2538380.30   | 0.03%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                           | CUSIP: 853254CU2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    2400000 | PA      | $2555356.44   | 0.03%             | 2034-07-06      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CANYON CAPITAL CLO LTD                                  | Canyon CLO 2021-4 Ltd                                                            | CUSIP: 13877PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1990000 | PA      | $1991695.48   | 0.03%             | 2034-10-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                                        | Gerdau Trade Inc                                                                 | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |    7995000 | PA      | $8000596.50   | 0.10%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NRL79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     583407 | PA      | $594348.89    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                   | Toorak Mortgage Trust 2024-RRTL1                                                 | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3660000 | PA      | $3682316.85   | 0.05%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    8695000 | PA      | $9032366.00   | 0.12%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MGM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24557803 | PA      | $19464731.57  | 0.25%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2343896 | PA      | $2365878.39   | 0.03%             | 2060-03-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                | OZLM XVIII Ltd                                                                   | CUSIP: 67112GAE8<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |    2925000 | PA      | $2926108.58   | 0.04%             | 2031-04-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove Clo 11 Ltd                                                           | CUSIP: 09077YAA2<br>LEI: 2549009HQHT8KMO8YJ79 | Long             | ABS-CBDO         | CORP              | KY        |    6625000 | PA      | $6633473.38   | 0.09%             | 2038-01-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                                 | OHA Credit Partners XVII Ltd                                                     | CUSIP: 67120MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3335000 | PA      | $3339865.77   | 0.04%             | 2038-01-18      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                          | VCAT 2025-NPL1 LLC                                                               | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3760686 | PA      | $3767972.89   | 0.05%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WAGL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2729002 | PA      | $2900658.53   | 0.04%             | 2054-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    8035000 | PA      | $8202319.23   | 0.11%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MQBV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7072688 | PA      | $6590100.06   | 0.09%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                          | Crown City CLO III                                                               | CUSIP: 22824DAC3<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |    7655000 | PA      | $7660641.74   | 0.10%             | 2034-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FPYG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     686914 | PA      | $607042.63    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 760942BC5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  176060000 | PA      | $4386515.70   | 0.06%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5795000 | PA      | $5902750.78   | 0.08%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4615000 | PA      | $4482318.75   | 0.06%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO Series 2018-B                                                          | CUSIP: 00900PAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1150000 | PA      | $1153262.55   | 0.01%             | 2037-04-16      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31385V7E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5121 | PA      | $5399.06      | 0.00%             | 2030-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133A4V52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1094073 | PA      | $956758.18    | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                         | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7125200 | PA      | $7102599.58   | 0.09%             | 2048-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BE73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         25 | PA      | $22.58        | 0.00%             | 2063-01-20      | Fixed         | 1.65%                 | No            |                  3 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    6695000 | PA      | $6597203.66   | 0.09%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners Clo XXXVII Ltd                                           | CUSIP: 08182TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2560000 | PA      | $2567733.76   | 0.03%             | 2038-01-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19362449 | PA      | $15373496.60  | 0.20%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 30 Ltd                                                     | CUSIP: 03333CAE5<br>LEI: 213800WBJC3SQNXZV879 | Long             | ABS-CBDO         | CORP              | KY        |    2935000 | PA      | $2936232.70   | 0.04%             | 2037-01-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     568000 | PA      | $497021.18    | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    8382000 | PA      | $7970231.32   | 0.10%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138YNM79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     126237 | PA      | $123299.51    | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BV41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      89572 | PA      | $81425.09     | 0.00%             | 2063-04-20      | Fixed         | 2.50%                 | No            |                  3 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                | Brighthouse Financial Inc                                                        | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   14421000 | PA      | $14788084.39  | 0.19%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4654961.63   | 0.06%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    5452000 | PA      | $4979669.25   | 0.06%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                                   | Cayuga Park CLO Ltd                                                              | CUSIP: 149791AS4<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |     525000 | PA      | $526334.03    | 0.01%             | 2034-07-17      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                      | HARBOUR ENERGY PLC                                                               | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   11805000 | PA      | $11735649.17  | 0.15%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1273726 | PA      | $1275317.90   | 0.02%             | 2038-07-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                                          | Milos CLO Ltd                                                                    | CUSIP: 60162PAG7<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    3595000 | PA      | $3597847.24   | 0.05%             | 2030-10-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C8EJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     787332 | PA      | $806077.96    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132GFK63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     457001 | PA      | $456005.37    | 0.01%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                               | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   11385000 | PA      | $11838191.42  | 0.15%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C3X35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1386754 | PA      | $1410910.87   | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2515625 | PA      | $2578638.94   | 0.03%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C8EK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     841136 | PA      | $858084.22    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1750000 | PA      | $1865488.17   | 0.02%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXXE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10678017 | PA      | $9444930.59   | 0.12%             | 2062-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31385RAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5005 | PA      | $5277.06      | 0.00%             | 2030-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140H7H75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     277998 | PA      | $261882.90    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2023-2                                     | CUSIP: 959926AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4910000 | PA      | $4948892.11   | 0.06%             | 2028-03-15      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                     | Eastman Chemical Co                                                              | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    8885000 | PA      | $9008926.56   | 0.12%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30790000 | PA      | $29750837.50  | 0.38%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                | Fortitude Group Holdings LLC                                                     | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    4515000 | PA      | $4645075.43   | 0.06%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11935000 | PA      | $12168927.79  | 0.16%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   51975000 | PA      | $52413539.06  | 0.68%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   22360000 | PA      | $23033036.00  | 0.30%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                  | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    5400000 | PA      | $5499900.00   | 0.07%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Symetra CLO Ltd                                         | Symetra CLO 2025-1 Ltd                                                           | CUSIP: 87153AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2165000 | PA      | $2166509.01   | 0.03%             | 2038-04-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WHM66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     879616 | PA      | $776539.71    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25278181 | PA      | $21349689.88  | 0.28%             | 2063-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LN DISCOUNT NT                                 | Federal Home Loan Bank Discount Notes                                            | CUSIP: 313385HQ2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    1220000 | PA      | $1219717.36   | 0.02%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FX4Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7407779 | PA      | $6173790.36   | 0.08%             | 2064-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   11090000 | PA      | $9661541.24   | 0.12%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140YXZ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1696031 | PA      | $1788139.19   | 0.02%             | 2054-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46925000 | PA      | $38813940.55  | 0.50%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KUNP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5358118 | PA      | $4243701.48   | 0.05%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $2155339.64   | 0.03%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020661<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -43413000 | PA      | $-34364439.70 | -0.44%            | 2054-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    4783000 | PA      | $4690095.96   | 0.06%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28848266 | PA      | $22899815.56  | 0.30%             | 2062-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132ACYK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2069344 | PA      | $2061927.35   | 0.03%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | RAD CLO 27 Ltd                                                                   | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8550000 | PA      | $8564158.80   | 0.11%             | 2038-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2020-III Ltd                                                        | CUSIP: 12560EAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4508550.00   | 0.06%             | 2034-10-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                                        | Enel Americas SA                                                                 | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    2811000 | PA      | $2788614.88   | 0.04%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                    | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7180000 | PA      | $7112479.28   | 0.09%             | 2042-01-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   17375000 | PA      | $17845011.13  | 0.23%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                   | Blue Owl Capital Corp                                                            | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    4262000 | PA      | $4116230.31   | 0.05%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418E2V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     233282 | PA      | $245396.13    | 0.00%             | 2054-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                   | RIO TINTO FIN USA PLC                                                            | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    3210000 | PA      | $3213985.47   | 0.04%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes Series 2022-C                            | CUSIP: 80290CBF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      69012 | PA      | $69080.25     | 0.00%             | 2032-12-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72190000 | PA      | $64480333.23  | 0.83%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31402DF70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12488 | PA      | $12976.15     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2021-4 Ltd                                            | CUSIP: 69702HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1504711.50   | 0.02%             | 2029-10-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    3830000 | PA      | $2452119.20   | 0.03%             | 2051-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                     | CUSIP: 59284BAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    9466000 | PA      | $8838876.55   | 0.11%             | 2042-09-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO XXIX Ltd                                                        | CUSIP: 09630KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1865000 | PA      | $1867592.35   | 0.02%             | 2034-07-25      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                             | Equifax Inc                                                                      | CUSIP: 294429AG0<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    4324000 | PA      | $4844273.71   | 0.06%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2024-NPL8 LLC                                                               | CUSIP: 69392DAA0<br>LEI: 254900IGILCZGVE9SS90 | Long             | ABS-MBS          | CORP              | US        |   10771004 | PA      | $10775715.84  | 0.14%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    4740000 | PA      | $4354353.60   | 0.06%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140K8ZC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95499 | PA      | $89544.72     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Madison Park XLIV                                       | Atrium XV                                                                        | CUSIP: 55820LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2009878.00   | 0.03%             | 2037-07-16      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | Cifc Funding 2014-IV-R Ltd                                                       | CUSIP: 12552FBL6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |    1695000 | PA      | $1689953.99   | 0.02%             | 2035-01-17      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                               | Palmer Square BDC CLO 1 Ltd                                                      | CUSIP: 696928AC4<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |    2485000 | PA      | $2501505.37   | 0.03%             | 2037-07-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Cerberus                                                | Cerberus Loan Funding XLVII LLC                                                  | CUSIP: 156945AA5<br>LEI: 635400CIDEC6DQX2EU90 | Long             | ABS-CBDO         | CORP              | US        |    8815000 | PA      | $8841092.40   | 0.11%             | 2036-07-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    5540000 | PA      | $6849544.92   | 0.09%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                    | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88322YAL5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    2000000 | PA      | $1276380.38   | 0.02%             | 2050-06-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   11630000 | PA      | $11512364.29  | 0.15%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   10751000 | PA      | $10243449.59  | 0.13%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NH3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2251198 | PA      | $2297810.71   | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   18045000 | PA      | $18865488.11  | 0.24%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FALABELLA SA                                            | Falabella SA                                                                     | CUSIP: 30607FAA8<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |    9285000 | PA      | $8101162.50   | 0.10%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8427 | PA      | $7564.57      | 0.00%             | 2062-12-20      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $2016575.43   | 0.03%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23055000 | PA      | $22937923.94  | 0.30%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                   | Tennessee Valley Authority                                                       | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    7669000 | PA      | $6678999.51   | 0.09%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                | Science Applications International Corp                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      39000 | PA      | $38395.35     | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    6365000 | PA      | $6063775.87   | 0.08%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X9XD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     279609 | PA      | $270248.76    | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    6670467 | PA      | $6664615.00   | 0.09%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2021-2 Ltd                                                    | CUSIP: 77341LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2765000 | PA      | $2766418.45   | 0.04%             | 2034-07-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BGDW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10264614 | PA      | $9563488.58   | 0.12%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24378139 | PA      | $19327092.98  | 0.25%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 19 Ltd                                                     | CUSIP: 03328JAC1<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $753674.25    | 0.01%             | 2034-10-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                      | Grupo Televisa SAB                                                               | CUSIP: 000000000<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   54020000 | PA      | $1710405.43   | 0.02%             | 2043-05-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MHT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15300266 | PA      | $12117276.81  | 0.16%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1731268 | PA      | $1626801.30   | 0.02%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  127735000 | PA      | $123134544.78 | 1.59%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31426AA32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8301148 | PA      | $8158587.50   | 0.11%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MBW8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   12845000 | PA      | $13109378.36  | 0.17%             | 2029-09-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138AR3Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2490561 | PA      | $2403648.17   | 0.03%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36210AZH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1549 | PA      | $1596.12      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NRGT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3588060 | PA      | $3782017.14   | 0.05%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                           | Aircastle Ltd                                                                    | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   21237000 | PA      | $20219379.88  | 0.26%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   13655000 | PA      | $9757403.51   | 0.13%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    7720000 | PA      | $7680782.40   | 0.10%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital Clo 4 Ltd                                                             | CUSIP: 883932AW5<br>LEI: 254900CWCIZKD1LSOX71 | Long             | ABS-CBDO         | CORP              | KY        |    4230000 | PA      | $4180703.58   | 0.05%             | 2035-04-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        | 2837907000 | PA      | $69471648.47  | 0.90%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C8DT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     997252 | PA      | $1004170.32   | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital Clo 29 Ltd                                                     | CUSIP: 03332QAE5<br>LEI: 213800XVU2BADRNDSO76 | Long             | ABS-CBDO         | CORP              | KY        |    4125000 | PA      | $4144218.38   | 0.05%             | 2037-07-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138XMGX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86792 | PA      | $84951.94     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   18664000 | PA      | $14642100.05  | 0.19%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    9980000 | PA      | $10314577.90  | 0.13%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BG4T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2400532 | PA      | $2296963.06   | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132WNT85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     229128 | PA      | $217241.58    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                              | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    9520000 | PA      | $9925467.46   | 0.13%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC                            | Jack in the Box Funding LLC                                                      | CUSIP: 466365AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12963775 | PA      | $11543721.79  | 0.15%             | 2052-02-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Polen Capital CLO Ltd                                   | Polen Capital CLO 2025-1 Ltd                                                     | CUSIP: 73110MAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3450000 | PA      | $3462847.80   | 0.04%             | 2038-03-06      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2019-BNK20                                                                  | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3409380 | PA      | $3160770.74   | 0.04%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133AEWT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21669660 | PA      | $17162375.91  | 0.22%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36295NG92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3490 | PA      | $3654.30      | 0.00%             | 2038-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    8995000 | PA      | $9278294.20   | 0.12%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |   14835000 | PA      | $15748687.65  | 0.20%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DMEH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2997561 | PA      | $2620407.65   | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BPPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5193111 | PA      | $4848779.77   | 0.06%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  621329000 | PA      | $97151332.25  | 1.26%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C4V43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     855596 | PA      | $871138.11    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point Clo 4 Ltd                                                           | CUSIP: 82809EAA8<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |    7000000 | PA      | $7021938.00   | 0.09%             | 2037-04-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                             | Equifax Inc                                                                      | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    2133000 | PA      | $2113363.56   | 0.03%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1863000 | PA      | $1323554.71   | 0.02%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                          | Air Lease Corp                                                                   | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   19660000 | PA      | $19529144.42  | 0.25%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQPJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1380289 | PA      | $1384930.91   | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                    | Smithfield Foods Inc                                                             | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    1599000 | PA      | $1452499.86   | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FX2E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10849261 | PA      | $8642078.11   | 0.11%             | 2063-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    8739000 | PA      | $8048911.76   | 0.10%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                          | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    6570000 | PA      | $6701400.00   | 0.09%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    8950000 | PA      | $8913638.21   | 0.12%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                       | Wellfleet CLO 2024-2 Ltd                                                         | CUSIP: 94951CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7170000 | PA      | $7172954.04   | 0.09%             | 2038-02-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FMYD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     227881 | PA      | $221463.28    | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CLKS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5350204 | PA      | $5821414.20   | 0.08%             | 2054-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15376000 | PA      | $14218189.20  | 0.18%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MWXE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1368336 | PA      | $1273609.63   | 0.02%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30770000 | PA      | $30905820.63  | 0.40%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WCLQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5074545 | PA      | $5324801.55   | 0.07%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                            | AES Corp/The                                                                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1609000 | PA      | $1529719.41   | 0.02%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        733 | NC      | $1023634.34   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORINCHUKIN BANK                                        | Norinchukin Bank/The                                                             | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    3575000 | PA      | $3623304.40   | 0.05%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2090000 | PA      | $2101390.50   | 0.03%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6493000 | PA      | $6019133.52   | 0.08%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140E0SN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     275009 | PA      | $268610.07    | 0.00%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140F0PC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     370281 | PA      | $362584.78    | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund I LLC                                                         | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5720971 | PA      | $5814302.93   | 0.08%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140JANW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2052739 | PA      | $2047998.37   | 0.03%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                    | Diameter Capital Clo 3 Ltd                                                       | CUSIP: 25255JAN7<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |    7555000 | PA      | $7578186.30   | 0.10%             | 2038-01-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Ziply Fiber Issuer, LLC                                 | Ziply Fiber Issuer LLC                                                           | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14115000 | PA      | $14496853.10  | 0.19%             | 2054-04-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLTE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3134919 | PA      | $3200873.49   | 0.04%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140JB7E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8081553 | PA      | $6876664.10   | 0.09%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    7955000 | PA      | $8200014.00   | 0.11%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2017-1 Ltd                                                    | CUSIP: 77340EAY2<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |    1495000 | PA      | $1501201.71   | 0.02%             | 2034-04-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                 | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    7105000 | PA      | $6710514.77   | 0.09%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138YAN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     296219 | PA      | $282368.02    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1526182.76   | 0.02%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     865138 | PA      | $768660.69    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7956000 | PA      | $5385077.16   | 0.07%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BHYL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14156152 | PA      | $13565344.22  | 0.18%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2019-GC43                                    | CUSIP: 17328HBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7070071 | PA      | $6533849.95   | 0.08%             | 2052-11-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    8902000 | PA      | $8810582.07   | 0.11%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   12695000 | PA      | $12341950.91  | 0.16%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38376RAC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     941675 | PA      | $919315.79    | 0.01%             | 2065-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2020-GC46                                    | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8877514 | PA      | $8146567.91   | 0.11%             | 2053-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   15320000 | PA      | $13812512.00  | 0.18%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDZ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     286559 | PA      | $248477.43    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                  | Sixth Street Specialty Lending Inc                                               | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2937872.32   | 0.04%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                           | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    5126684 | PA      | $4776683.69   | 0.06%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KSB22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10897465 | PA      | $8637539.28   | 0.11%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XLII Ltd                                                    | CUSIP: 04966HAE6<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |    1405000 | PA      | $1406405.84   | 0.02%             | 2030-11-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9525000 | PA      | $9871170.03   | 0.13%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   13321000 | PA      | $13087829.22  | 0.17%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2022-2 Ltd                                            | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1003232.20   | 0.01%             | 2030-10-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XHY35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4358157 | PA      | $3279273.94   | 0.04%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 6 Ltd                                                            | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | JE        |    8450000 | PA      | $8450000.00   | 0.11%             | 2037-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    4081000 | PA      | $2524216.56   | 0.03%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                     | FS KKR Capital Corp                                                              | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   19629000 | PA      | $19456679.76  | 0.25%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140L6SH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4690164 | PA      | $3714621.58   | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28395724 | PA      | $22619869.48  | 0.29%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MX6R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4252696 | PA      | $3959874.78   | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO Ltd                                   | Bridge Street CLO Ltd                                                            | CUSIP: 107921AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2430000 | PA      | $2442235.05   | 0.03%             | 2038-04-20      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2024-2 LTD                                                     | CUSIP: 69703LAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2365000 | PA      | $2356807.17   | 0.03%             | 2037-07-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138YXGE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     229450 | PA      | $223432.71    | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80785000 | PA      | $81173146.88  | 1.05%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3131Y3GN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     655608 | PA      | $654606.08    | 0.01%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                | Blue Owl Technology Finance Corp                                                 | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   10958000 | PA      | $10742784.66  | 0.14%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   23815000 | PA      | $26812641.68  | 0.35%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2024-2 Ltd                                               | CUSIP: 05765AAA9<br>LEI: 254900FG1DS8PNX30R63 | Long             | ABS-CBDO         | CORP              | KY        |    6715000 | PA      | $6724689.75   | 0.09%             | 2038-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon CLO 2018-1 Ltd                                                            | CUSIP: 13877BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500572.00    | 0.01%             | 2031-07-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18150685 | PA      | $16032596.04  | 0.21%             | 2063-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                               | Palmer Square BDC CLO 1 Ltd                                                      | CUSIP: 696928AA8<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |    2600000 | PA      | $2612711.40   | 0.03%             | 2037-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140L5HW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5367941 | PA      | $4251392.81   | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                | Flex Ltd                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    2315000 | PA      | $2340428.05   | 0.03%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132HNWT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     891598 | PA      | $802264.43    | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                   | Nippon Life Insurance Co                                                         | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   10070000 | PA      | $10424323.02  | 0.13%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2022-2                                     | CUSIP: 96042VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2720793 | PA      | $2720294.97   | 0.04%             | 2027-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    7064000 | PA      | $6982636.14   | 0.09%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                              | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   99570190 | PA      | $99570189.54  | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Altde Trust                                             | ALTDE 2025-1 Trust                                                               | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9857376 | PA      | $10054375.93  | 0.13%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 27 Ltd                                        | CUSIP: 64131WAU1<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5013460.00   | 0.06%             | 2038-07-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2425339.53   | 0.03%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                       | Ares Capital Corp                                                                | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   17575000 | PA      | $17501458.29  | 0.23%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    1958037 | PA      | $1953544.29   | 0.03%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                    | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    4605000 | PA      | $4688995.20   | 0.06%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17605000 | PA      | $17440640.78  | 0.23%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140GTNN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     540878 | PA      | $524416.87    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 17 Ltd                                                        | CUSIP: 67109SAC1<br>LEI: 254900ZA7EPUCGQUTA43 | Long             | ABS-CBDO         | CORP              | BM        |    4355000 | PA      | $4367625.15   | 0.06%             | 2037-04-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $1487819.03   | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Symetra CLO Ltd                                         | Symetra CLO 2025-1 Ltd                                                           | CUSIP: 87153AAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2525000 | PA      | $2537099.80   | 0.03%             | 2038-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    4815000 | PA      | $4856980.49   | 0.06%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO 2024-1 Ltd                                                              | CUSIP: 73743EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5385000 | PA      | $5406981.57   | 0.07%             | 2037-04-20      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1901000 | PA      | $1917108.67   | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FQ2H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     394587 | PA      | $350667.12    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2024-1 LLC                                                 | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2105000 | PA      | $2160860.39   | 0.03%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                           | BGC Group Inc                                                                    | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    4055000 | PA      | $4111381.21   | 0.05%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    7579000 | PA      | $6908424.48   | 0.09%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  129070000 | PA      | $122999676.56 | 1.59%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  233410000 | PA      | $160524081.64 | 2.07%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C8D36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     789058 | PA      | $803777.37    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    6737000 | PA      | $6171724.33   | 0.08%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                  | Diageo Investment Corp                                                           | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2143762.22   | 0.03%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXXD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45629035 | PA      | $38537965.88  | 0.50%             | 2062-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2023-1 Ltd                                               | CUSIP: 05765DAM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6000000.00   | 0.08%             | 2036-04-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2024-4 Ltd                                                     | CUSIP: 69703WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2470000 | PA      | $2474833.79   | 0.03%             | 2038-01-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                    | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   16095000 | PA      | $15697771.54  | 0.20%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132QRCU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     348748 | PA      | $331058.72    | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2025-1 Ltd                                                     | CUSIP: 69703YAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2520000 | PA      | $2529661.68   | 0.03%             | 2038-04-20      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2023-1                                     | CUSIP: 96042XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1079886 | PA      | $1080822.20   | 0.01%             | 2028-01-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                         | Alumina Pty Ltd                                                                  | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |   12875000 | PA      | $13068884.63  | 0.17%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BN5H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3922922 | PA      | $3653539.26   | 0.05%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REZ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    8160000 | PA      | $8071599.46   | 0.10%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS LLC                              | Navigator Aircraft ABS Ltd                                                       | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    7212436 | PA      | $6741399.79   | 0.09%             | 2046-11-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| ONEAMERICA FINL PARTNERS                                | OneAmerica Financial Partners Inc                                                | CUSIP: 682441AB6<br>LEI: 5493009S1SVD6UNUDB08 | Long             | DBT              | CORP              | US        |    2327000 | PA      | $1789253.57   | 0.02%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140F9PB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13441 | PA      | $13128.16     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C2NL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2485949 | PA      | $2534378.25   | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                   | Blue Owl Capital Corp                                                            | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   13397000 | PA      | $13181743.03  | 0.17%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XKZW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7343497 | PA      | $7496539.93   | 0.10%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CDVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     419823 | PA      | $442622.98    | 0.01%             | 2053-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    4521000 | PA      | $4841190.78   | 0.06%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                      | AOA 2021-1177 Mortgage Trust                                                     | CUSIP: 00192NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22085000 | PA      | $21648282.38  | 0.28%             | 2038-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   23870000 | PA      | $25412083.40  | 0.33%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36212DCE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1886 | PA      | $1908.07      | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CMZW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7767076 | PA      | $8128428.34   | 0.11%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6129061.50   | 0.08%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                   | Mohawk Industries Inc                                                            | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     950000 | PA      | $986140.66    | 0.01%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X9JZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2113977 | PA      | $2150159.44   | 0.03%             | 2050-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 64B-R Ltd                                             | CUSIP: 38180LAC9<br>LEI: 2549003ONNJ1D27UVJ28 | Long             | ABS-CBDO         | CORP              | JE        |    5155000 | PA      | $5168861.80   | 0.07%             | 2037-10-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133B53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4458320 | PA      | $3530833.39   | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WKN68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     381659 | PA      | $361446.98    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXZG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20852501 | PA      | $17430891.02  | 0.23%             | 2063-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CAV31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4793428 | PA      | $5051121.42   | 0.07%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                               | Lear Corp                                                                        | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1098139.26   | 0.01%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138E4CS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1198732 | PA      | $1155784.40   | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2020-I Ltd                                                          | CUSIP: 12555QAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2935000 | PA      | $2938522.00   | 0.04%             | 2036-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FP5C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     529433 | PA      | $468531.29    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36201MM58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1584 | PA      | $1592.01      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXVIII Ltd                                                 | CUSIP: 55821KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     835000 | PA      | $837128.42    | 0.01%             | 2034-07-17      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   66935000 | PA      | $51542564.48  | 0.67%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                              | Citadel LP                                                                       | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $2036783.22   | 0.03%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6790588 | PA      | $5111896.99   | 0.07%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    2112208 | PA      | $1948532.95   | 0.03%             | 2037-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital Clo 28 Ltd                                                     | CUSIP: 03330RAC9<br>LEI: 635400KKB8Y6IYOHUU90 | Long             | ABS-CBDO         | CORP              | KY        |     940000 | PA      | $943744.02    | 0.01%             | 2037-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                       | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    3265000 | PA      | $3093326.30   | 0.04%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                     | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    7660000 | PA      | $7828520.00   | 0.10%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO 2022-1 LTD                                                              | CUSIP: 73742YAC9<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |    1535000 | PA      | $1535643.17   | 0.02%             | 2035-04-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 31335BZX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     995461 | PA      | $996196.86    | 0.01%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    7315000 | PA      | $4920080.56   | 0.06%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLTF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1199303 | PA      | $1221858.42   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        | 1006075000 | PA      | $26575044.26  | 0.34%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2350 | PA      | $2232.12      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    8548000 | PA      | $8858801.95   | 0.11%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   15701433 | PA      | $15737845.57  | 0.20%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO, Ltd                            | Point Au Roche Park CLO Ltd                                                      | CUSIP: 73052VAC9<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | KY        |    2320000 | PA      | $2326048.24   | 0.03%             | 2034-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                   | American Homes 4 Rent LP                                                         | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    1715000 | PA      | $1130004.41   | 0.01%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CKWC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7246929 | PA      | $7779671.26   | 0.10%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                               | GATX Corp                                                                        | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    5110000 | PA      | $5400258.48   | 0.07%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137HB4W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30435000 | PA      | $31714365.66  | 0.41%             | 2053-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XXIV Ltd                                                        | CUSIP: 83011QAA3<br>LEI: 254900750L60VUYV0C32 | Long             | ABS-CBDO         | CORP              | JE        |    5410000 | PA      | $5431396.55   | 0.07%             | 2037-04-23      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 72 B Ltd                                              | CUSIP: 381941AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    6030000 | PA      | $6049501.02   | 0.08%             | 2037-04-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Long Point Park CLO Ltd                                 | Long Point Park CLO Ltd                                                          | CUSIP: 542798AE3<br>LEI: 549300639DPKTBUSCC77 | Long             | ABS-CBDO         | CORP              | KY        |    1190000 | PA      | $1190800.87   | 0.02%             | 2030-01-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2019609 | PA      | $1793966.36   | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO X Ltd                                                              | CUSIP: 07132JBC7<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5001575.00   | 0.06%             | 2035-01-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                             | Viatris Inc                                                                      | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    1903000 | PA      | $1267672.83   | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                  | El Puerto de Liverpool SAB de CV                                                 | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    9715000 | PA      | $10000621.00  | 0.13%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6255000 | PA      | $6612482.88   | 0.09%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133W7N92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1310027 | PA      | $1406213.52   | 0.02%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                        | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    4629488 | PA      | $4508144.00   | 0.06%             | 2051-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WJFS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     323562 | PA      | $286877.70    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                     | CUSIP: 59284BAE8<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    8771000 | PA      | $7427702.93   | 0.10%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FX4S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24701293 | PA      | $21572606.92  | 0.28%             | 2064-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37080000 | PA      | $37108968.75  | 0.48%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PAN AMERICAN ENERGY LLC                                 | Pan American Energy LLC/Argentina                                                | CUSIP: 69784DAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |    3456000 | PA      | $3572328.96   | 0.05%             | 2027-04-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KUMY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11812279 | PA      | $9355478.53   | 0.12%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BK84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7251 | PA      | $6629.59      | 0.00%             | 2063-02-20      | Fixed         | 1.65%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31385H5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2128 | PA      | $2132.38      | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   23582000 | PA      | $21235591.00  | 0.27%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   77613725 | PA      | $61609089.13  | 0.80%             | 2062-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove Clo 9 Ltd                                                            | CUSIP: 09077WAG3<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4014116.00   | 0.05%             | 2037-10-22      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133W7PA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1006361 | PA      | $1037264.59   | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 53 CLO Ltd                                                                | CUSIP: 26243EAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1710000 | PA      | $1710000.00   | 0.02%             | 2031-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                  | IPALCO Enterprises Inc                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     750000 | PA      | $720108.51    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   12038000 | PA      | $7186079.16   | 0.09%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   13670000 | PA      | $13921883.83  | 0.18%             | 2055-01-19      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   49530000 | PA      | $49251393.75  | 0.64%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133ACXP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6564403 | PA      | $5203039.02   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2025-1                              | CUSIP: 02528DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7210000 | PA      | $7222343.52   | 0.09%             | 2029-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11025000 | PA      | $11298471.71  | 0.15%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7453000 | PA      | $7271017.49   | 0.09%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    2600000 | PA      | $2714280.40   | 0.04%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31374TPE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        986 | PA      | $1018.63      | 0.00%             | 2029-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                  | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   10477000 | PA      | $9789723.26   | 0.13%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    8260000 | PA      | $8601840.10   | 0.11%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2018-EXP1 Trust                                                              | CUSIP: 67097VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     554413 | PA      | $525385.59    | 0.01%             | 2048-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    9135000 | PA      | $8814055.48   | 0.11%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138YKNE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1836654 | PA      | $1636768.89   | 0.02%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133W6E37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     246364 | PA      | $260398.75    | 0.00%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KX2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28871225 | PA      | $22883864.43  | 0.30%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    8710000 | PA      | $9036462.99   | 0.12%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXWP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  135825715 | PA      | $107819178.11 | 1.39%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1135000 | PA      | $1059008.21   | 0.01%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                   | Blue Owl Capital Corp                                                            | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    9070000 | PA      | $9116614.81   | 0.12%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                       | Cometa Energia SA de CV                                                          | CUSIP: 20039FAA7<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |   14602870 | PA      | $15051270.84  | 0.19%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                      | Baytex Energy Corp                                                               | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |   13195000 | PA      | $12599760.36  | 0.16%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NRPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1624394 | PA      | $1657123.45   | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140A33H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     339775 | PA      | $358803.21    | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXV Ltd                                                    | CUSIP: 55819MAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     475000 | PA      | $476057.35    | 0.01%             | 2032-04-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31386V2K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        567 | PA      | $585.36       | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2270880.00   | 0.03%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FPU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1194171 | PA      | $1169105.45   | 0.02%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLSZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     975446 | PA      | $976803.18    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                    | SoFi Professional Loan Program 2020-ATrust                                       | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1266761 | PA      | $1218538.16   | 0.02%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                       | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    8646000 | PA      | $8969134.48   | 0.12%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   24590000 | PA      | $22928725.17  | 0.30%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2020-8R Ltd                                                              | CUSIP: 670898AS4<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |    6235000 | PA      | $6235473.86   | 0.08%             | 2036-10-17      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    7685000 | PA      | $6884883.91   | 0.09%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                   | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     982000 | PA      | $960599.94    | 0.01%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   12020000 | PA      | $12460292.60  | 0.16%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DSRG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9446569 | PA      | $9332745.20   | 0.12%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    6635000 | PA      | $6768758.48   | 0.09%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132M6G87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     175634 | PA      | $171996.22    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     125000 | PA      | $111315.15    | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FX3A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4692929 | PA      | $4104150.26   | 0.05%             | 2063-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate Clo 13 Ltd                                                              | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |    2945000 | PA      | $2961974.98   | 0.04%             | 2037-01-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418BXU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     559233 | PA      | $546221.12    | 0.01%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                       | Ares Capital Corp                                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   24047000 | PA      | $23432512.82  | 0.30%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28635000 | PA      | $29044391.16  | 0.38%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                            | Ford Credit Auto Lease Trust 2023-B                                              | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4805000 | PA      | $4858052.01   | 0.06%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NRMF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     911385 | PA      | $935713.36    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARR                                | Empresa de los Ferrocarriles del Estado                                          | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |    3903000 | PA      | $2285119.54   | 0.03%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   10220000 | PA      | $10043726.16  | 0.13%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   12326000 | PA      | $8269564.43   | 0.11%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                           | PPM CLO 5 Ltd                                                                    | CUSIP: 69356TAC5<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | ABS-CBDO         | CORP              | KY        |    3730000 | PA      | $3734263.39   | 0.05%             | 2034-10-18      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    4675000 | PA      | $4806863.05   | 0.06%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5900000 | PA      | $5405183.58   | 0.07%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WCDB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14591015 | PA      | $15310605.08  | 0.20%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Polen Capital CLO Ltd                                   | Polen Capital CLO 2025-1 Ltd                                                     | CUSIP: 73110MAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3845000 | PA      | $3856231.25   | 0.05%             | 2038-03-06      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020661<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43413000 | PA      | $34364439.70  | 0.44%             | 2054-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KGMP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5201623 | PA      | $4624038.05   | 0.06%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34505181 | PA      | $27390340.87  | 0.35%             | 2061-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   18675000 | PA      | $18675169.38  | 0.24%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418BPC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2589495 | PA      | $2314106.08   | 0.03%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   10966000 | PA      | $10911922.05  | 0.14%             | 2043-04-30      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3945000 | PA      | $3777449.93   | 0.05%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5315000 | PA      | $5366257.81   | 0.07%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       2072 | NC      | $2132347.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C4V35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1187756 | PA      | $1212509.06   | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KFVN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     831301 | PA      | $741741.26    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31998013 | PA      | $25395900.81  | 0.33%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                         | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5181723 | PA      | $5159441.26   | 0.07%             | 2042-03-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                | Americredit Automobile Receivables Trust 2023-1                                  | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4420000 | PA      | $4511218.63   | 0.06%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   57570000 | PA      | $56040796.88  | 0.72%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                   | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   15013000 | PA      | $14751753.68  | 0.19%             | 2027-01-13      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   93095000 | PA      | $2319451.77   | 0.03%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                   | Georgetown University/The                                                        | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    3408000 | PA      | $3000471.36   | 0.04%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 15 Ltd                                                     | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |    3140000 | PA      | $3140000.00   | 0.04%             | 2038-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital Clo 1 Ltd                                                             | CUSIP: 88430TAG6<br>LEI: 549300GZ8MP9ZGVMJ424 | Long             | ABS-CBDO         | CORP              | KY        |    3395000 | PA      | $3396697.50   | 0.04%             | 2034-10-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2024-III Ltd                                                        | CUSIP: 12575WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7105000 | PA      | $7127501.54   | 0.09%             | 2037-07-21      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                               | BPR Trust 2021-NRD                                                               | CUSIP: 05592CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7135000 | PA      | $7041531.50   | 0.09%             | 2038-12-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   33185000 | PA      | $35316967.34  | 0.46%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    2215000 | PA      | $2262004.52   | 0.03%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                  | UNIV OF VIRGINIA VA UNIV REVENUES                                                | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12785000 | PA      | $7349594.05   | 0.09%             | 2119-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                         | Zayo Issuer LLC                                                                  | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16950000 | PA      | $17449804.65  | 0.23%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   98135000 | PA      | $87658322.32  | 1.13%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    4475000 | PA      | $4145326.75   | 0.05%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                | Horizon Aircraft Finance IV Ltd                                                  | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   26935562 | PA      | $26936532.18  | 0.35%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WF3G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1730829 | PA      | $1839702.15   | 0.02%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5656209.03   | 0.07%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3655000 | PA      | $3645719.74   | 0.05%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KTP82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6427117 | PA      | $5134411.97   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   17170000 | PA      | $17709565.02  | 0.23%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    6930000 | PA      | $6901679.65   | 0.09%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                  | BRF SA                                                                           | CUSIP: 10552TAH0<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |   13933000 | PA      | $11320841.16  | 0.15%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X7DY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     765294 | PA      | $763495.96    | 0.01%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BNUS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9105970 | PA      | $8482232.40   | 0.11%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                    | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88322YAB7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |   16697000 | PA      | $13625586.85  | 0.18%             | 2043-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXVM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45571680 | PA      | $36174669.82  | 0.47%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust 2011-C4                                          | CUSIP: 92936CAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3520266 | PA      | $3397091.64   | 0.04%             | 2044-06-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWK51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     124221 | PA      | $130361.57    | 0.00%             | 2054-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                       | CUSIP: 034863AY6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    3322000 | PA      | $2461689.63   | 0.03%             | 2050-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                   | Minerva Luxembourg SA                                                            | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   12030000 | PA      | $10724689.66  | 0.14%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KRMV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2611485 | PA      | $2069927.75   | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C2M62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1158812 | PA      | $1164793.92   | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31329PE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1124036 | PA      | $1122318.42   | 0.01%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31411FLP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48358 | PA      | $50123.73     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-A                                          | CUSIP: 78450QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6122788 | PA      | $6210100.60   | 0.08%             | 2053-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1338000 | PA      | $1443537.53   | 0.02%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132M4EG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      70859 | PA      | $69943.74     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                               | Lear Corp                                                                        | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |   11881000 | PA      | $10206999.18  | 0.13%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37695000 | PA      | $37301852.84  | 0.48%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    6970000 | PA      | $7199034.20   | 0.09%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7695000 | PA      | $7725058.59   | 0.10%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1465033 | PA      | $1161626.40   | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12405000 | PA      | $12391916.57  | 0.16%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132QWUH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17163 | PA      | $16760.27     | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Symetra CLO Ltd                                         | Symetra CLO 2025-1 Ltd                                                           | CUSIP: 87153AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1660000 | PA      | $1666067.30   | 0.02%             | 2038-04-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   71990000 | PA      | $52372725.00  | 0.68%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C3X27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2491092 | PA      | $2543009.20   | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    5405000 | PA      | $5659035.00   | 0.07%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140HE6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     780535 | PA      | $724716.68    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TICP CLO LTD                                            | TICP CLO XII Ltd                                                                 | CUSIP: 87250FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1880000 | PA      | $1884694.36   | 0.02%             | 2034-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14315495 | PA      | $11349026.86  | 0.15%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                              | Citadel LP                                                                       | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2401716.03   | 0.03%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140F5QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     169770 | PA      | $150927.75    | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate CLO 7 Ltd                                                               | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7025193.00   | 0.09%             | 2037-04-22      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                                  | Methanex US Operations Inc                                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12840000 | PA      | $12802674.63  | 0.17%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    1027000 | PA      | $1051391.25   | 0.01%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                               | Wellington Management CLO 1 Ltd                                                  | CUSIP: 94957JAE4<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-CBDO         | CORP              | JE        |    2280000 | PA      | $2290656.72   | 0.03%             | 2036-10-20      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                         | Invesco US CLO 2024-4 Ltd                                                        | CUSIP: 46151BAE5<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |    6505000 | PA      | $6523396.14   | 0.08%             | 2038-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132WGYG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     639692 | PA      | $627444.56    | 0.01%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C4VA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1192172 | PA      | $1199914.53   | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RGJ7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1840000 | PA      | $1853608.27   | 0.02%             | 2027-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NENV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8693403 | PA      | $8315787.83   | 0.11%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13580000 | PA      | $13700416.44  | 0.18%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                   | Countrywide Asset-Backed Certificates                                            | CUSIP: 126673TD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7455 | PA      | $7036.31      | 0.00%             | 2035-02-25      | Variable      | 5.12%                 | No            |                  3 | On Loan: No      |
| Klabin Austria GmbH                                     | Klabin Austria GmbH                                                              | CUSIP: 49836AAB0<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |   12175000 | PA      | $12351050.50  | 0.16%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XVII Ltd                                                               | CUSIP: 55954EAY5<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |    4950000 | PA      | $4965142.05   | 0.06%             | 2037-04-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Natixis Funds Trust I

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer