# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0000035402-25-001478
**Filing Date:** 2025-10
**Character Count:** 5393438
**Document Hash:** 69258cc4ca11c5c604305e635ec52155
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001478.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001478

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20260228

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21991
- **FILM NUMBER:** 251424548

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $52623691677.00

**Total Liabilities:** $7934625271.25

**Net Assets:** $44689066405.75

**Delayed Delivery Securities:** $6416049032.92

**Cash Not Reported:** $109940842.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 266789.00056357 | **1-Year:** 1736409.76932001 | **5-Year:** 3663412.98565960 | **10-Year:** 3743513.48404711 | **30-Year:** 2219553.36840219

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

- **3-Month:** 37957.45095720 | **1-Year:** 133675.93744712 | **5-Year:** 158447.20671880 | **10-Year:** 201515.72956942 | **30-Year:** 93478.93382430

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000089632 | 1.69%                | -0.18%               | 1.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-53563600.98            | $578516562.40                              |
| Month 2  | $5053422.89              | $-248058428.60                             |
| Month 3  | $23033487.64             | $381632641.60                              |

**Designated Index Information**

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

- **Index Identifier:** 19808143

### Schedule of Portfolio Investments

| Name                                                                                                        | Title                                                                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BAIN CAPITAL CREDIT CLO 2019-3 LTD                                                                          | BAIN CAPITAL CREDIT CLO 2019-3 LTD ARR TSFR3M+103 10/21/2034 144A                                                                | CUSIP: 05683TBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001000.00    | 0.00%             | 2034-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.75% 07/01/2033#AN9496                                                                                                | CUSIP: 3138LNRS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $3836626.00    | 0.01%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                                       | NORTHROP GRUMMAN CORP 4.95% 03/15/2053                                                                                           | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     1209000 | PA      | $1075667.78    | 0.00%             | 2053-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                                     | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.5% 07/15/2031 144A                                                                     | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       12000 | PA      | $12734.26      | 0.00%             | 2031-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 1.992%/VAR 01/27/2032                                                                              | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9990000 | PA      | $8774644.97    | 0.02%             | 2032-01-27      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 01/01/2032#AS8602                                                                                                 | CUSIP: 3138WJRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      547425 | PA      | $528503.79     | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                                                                | JELD-WEN INC 4.875% 12/15/2027 144A                                                                                              | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     1077000 | PA      | $1059613.56    | 0.00%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                                                     | INEOS QUATTRO FINANCE 2 9.625% 03/15/2029 144A                                                                                   | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $350812.75     | 0.00%             | 2029-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 02/20/2050#BQ4127                                                                                                     | CUSIP: 3617LNSQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1238922 | PA      | $1097318.16    | 0.00%             | 2050-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2024-B OWNER TRUST                                                                  | NISSAN AUTO RECEIVABLES 2024-B OWNER TRUST 4.34% 03/15/2029                                                                      | CUSIP: 65479WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1003460.70    | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2041#890362                                                                                                 | CUSIP: 31410LFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3778 | PA      | $3774.51       | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI MILANO NV                                                                                    | DAVIDE CAMPARI MILANO NV CONV 2.375% 01/17/2029 REGS                                                                             | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | DBT              | CORP              | NL        |      800000 | PA      | $917771.59     | 0.00%             | 2029-01-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                                            | MARKEL GROUP INC 4.3% 11/01/2047                                                                                                 | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      900000 | PA      | $716983.59     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                                         | iShares iBoxx $ Invmt Grade Corp Bd ETF                                                                                          | CUSIP: 464287242<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |       10851 | NS      | $1191439.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/51#BT1461                                                                                                        | CUSIP: 3140LPTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      380942 | PA      | $308140.91     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 08/01/2040#MA4093                                                                                                   | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2159700 | PA      | $1881621.99    | 0.00%             | 2040-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2020-GSA2                                                                                    | GS MTG SECS TR 2020-GSA2 1.721% 12/12/2053                                                                                       | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4940000 | PA      | $4409385.21    | 0.01%             | 2053-12-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2047#CA0855                                                                                                 | CUSIP: 3140Q75R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      361183 | PA      | $333259.66     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 11/01/2035#FM4368                                                                                                 | CUSIP: 3140X72A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31123 | PA      | $27966.29      | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                                               | ANGLIAN WATER SVCS FINANC PLC 6.25% 09/12/2044 REGS                                                                              | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      250000 | PA      | $316783.90     | 0.00%             | 2044-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | FX Forward: USD/CAD settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $68984.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 3.79%/VAR 03/21/2030                                                                                              | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      100000 | PA      | $120250.41     | 0.00%             | 2030-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+125 10/25/2054                                                                            | CUSIP: 3137HJQ26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2498749 | PA      | $2504516.87    | 0.01%             | 2054-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 2.976% 06/20/2071#CG2457                                                                                               | CUSIP: 3617WFWS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      622924 | PA      | $562221.41     | 0.00%             | 2071-06-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 05/20/2046#AS9175                                                                                                   | CUSIP: 36193VFQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       74644 | PA      | $68885.30      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 08/01/2055#CC0876                                                                                                   | CUSIP: 3140Y66N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3712711 | PA      | $3822059.30    | 0.01%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABL 2025-RTL1                                                                                               | ABL 2025-RTL1 STEP 06/25/2030 144A                                                                                               | CUSIP: 00092RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      675000 | PA      | $678967.52     | 0.00%             | 2030-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#CB2276                                                                                                 | CUSIP: 3140QMQ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1778380 | PA      | $1491856.55    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                                           | JORDAN KINGDOM OF 7.375% 10/10/2047 REGS                                                                                         | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      400000 | PA      | $371000.00     | 0.00%             | 2047-10-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST 2017-1A                                                                                  | HERO FUNDING TRUST 2017-1A 4.46% 09/20/2047 144A                                                                                 | CUSIP: 42771XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       45507 | PA      | $43963.46      | 0.00%             | 2047-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERGY MO WEST STORM FDG I LLC                                                                              | EVERGY MO WEST STORM FDG I LLC 5.104% 12/01/2040                                                                                 | CUSIP: 30037HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      197618 | PA      | $199294.55     | 0.00%             | 2040-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-VLT6                                                                                             | BX TR 2025-VLT6 A TSFR1M+144.32 03/15/2030 144A                                                                                  | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      275000 | PA      | $274742.19     | 0.00%             | 2042-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 1/38 #889371                                                                                                          | CUSIP: 31410KCG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28686 | PA      | $30288.34      | 0.00%             | 2038-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                                             | CAMERON LNG LLC 3.302% 01/15/2035 144A                                                                                           | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     1158000 | PA      | $996323.69     | 0.00%             | 2035-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                                                | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                                                                | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      527000 | PA      | $499617.82     | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC                                                                 | CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC AR TSFR3M+122 01/17/2038 144A                                                        | CUSIP: 17181TAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2505560.00    | 0.01%             | 2038-01-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2024-B                                                                       | MARINER FINANCE ISSUANCE TRUST 2024-BA D 6.36% 11/20/2038 144A                                                                   | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $102879.99     | 0.00%             | 2038-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                                                | AMERIGAS PARTN LP/AMERIGAS FIN 9.5% 06/01/2030 144A                                                                              | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      618000 | PA      | $647374.75     | 0.00%             | 2030-06-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                                                       | SOUTHWEST AIRLINES CO 5.125% 06/15/2027                                                                                          | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     5340000 | PA      | $5400542.78    | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                                                                  | DIGICEL GROUP HOLDINGS LTD 0% 12/31/2030 144A                                                                                    | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      151934 | PA      | $6229.31       | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                                               | ENBW INTERNATIONAL FINANCE BV 3.5% 07/22/2031 REGS                                                                               | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      685000 | PA      | $822622.87     | 0.00%             | 2031-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 6/35 #828385                                                                                                          | CUSIP: 31407EJ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21684 | PA      | $22691.25      | 0.00%             | 2035-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2046#BC9368                                                                                                   | CUSIP: 3140F5MS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69485 | PA      | $66374.19      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 6.301%/VAR 01/09/2029 144A                                                                                | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      297000 | PA      | $309131.87     | 0.00%             | 2029-01-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC/NJ                                                                                  | STANDARD INDUSTRIES INC/NJ 4.75% 01/15/2028 144A                                                                                 | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     3618000 | PA      | $3584300.14    | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#SD1488                                                                                                   | CUSIP: 3132DNUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       91424 | PA      | $85731.53      | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2049#MA3835                                                                                                 | CUSIP: 31418DHM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      871488 | PA      | $795943.01     | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC FRN SOFRINDX+106 11/26/2028                                                                             | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    10050000 | PA      | $10114592.56   | 0.02%             | 2028-11-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 56 FC SOFR30A+150 11/25/2053                                                                      | CUSIP: 3136BQNC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      547583 | PA      | $552069.08     | 0.00%             | 2053-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-09-10                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $13920.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: GBP/USD settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $124.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TR 2007-A9                                                                 | RESIDENTIAL ASSET SECURITIZATION TR 2007-A9 A2 TSFR1M+633.552 09/25/2037                                                         | CUSIP: 761143AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2944887 | PA      | $359452.27     | 0.00%             | 2037-09-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 4/41 #AH3843                                                                                                          | CUSIP: 3138A5HV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13745 | PA      | $13711.82      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 04/01/2032#J36710                                                                                                   | CUSIP: 31307TN31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9443 | PA      | $9239.72       | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 09/01/2040#AE4424                                                                                                 | CUSIP: 31419E4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11832 | PA      | $12004.57      | 0.00%             | 2040-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | ORO USD 10Y C 3.523 L 09/08/25 BOA                                                                                               | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    -3800000 | NC      | $-1864.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#FM9464                                                                                                   | CUSIP: 3140XDQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34915 | PA      | $30825.99      | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                                                     | BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A                                                                         | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6652461 | PA      | $6662855.35    | 0.01%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                                                | GALLAGHER (ARTHUR J.) and CO 4.85% 12/15/2029                                                                                    | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     4455000 | PA      | $4541466.74    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                                                  | J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A                                                                | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2700000 | PA      | $2565000.00    | 0.01%             | 2033-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 08/01/2043#AU3735                                                                                                 | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      212051 | PA      | $193274.83     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC                                                                                      | ARBOR REALTY TRUST INC 5% 04/30/2026                                                                                             | CUSIP: 038923AW8<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |      146000 | PA      | $144488.58     | 0.00%             | 2026-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/PEN settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-3836.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG                                                                    | SELF COMMERCIAL MORTGAGE TRUST 2024-STRG E TSFR1M+418.849 11/15/2034 144A                                                        | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      193000 | PA      | $192004.24     | 0.00%             | 2034-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 05/20/2045#MA2825                                                                                                   | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       72407 | PA      | $65504.15      | 0.00%             | 2045-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FIN CORP 2.618%/VAR 11/02/2032                                                                                       | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39965.37      | 0.00%             | 2032-11-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2052#CB4610                                                                                                   | CUSIP: 3140QQDQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2752103 | PA      | $2578159.35    | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.19% 07/01/2033#WN3233                                                                                                | CUSIP: 3132XHSX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5991919 | PA      | $5555646.69    | 0.01%             | 2033-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 4/42 #AK9019                                                                                                          | CUSIP: 3138EEAV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57062 | PA      | $55433.97      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2023-SHIP                                                                               | GS MTG SECS CORP TR 2023-SHIP 7.68138% 09/10/2038 144A                                                                           | CUSIP: 36270GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74000 | PA      | $74482.41      | 0.00%             | 2038-09-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXVII                                                                                           | APIDOS CLO XXXVII D TSFR3M+331.161 10/22/2034 144A                                                                               | CUSIP: 03769HAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250885.50     | 0.00%             | 2034-10-22      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 2% 12/02/2025 144A                                                                                                | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3120000 | PA      | $3095456.80    | 0.01%             | 2025-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 01/01/2032#AS8610                                                                                                   | CUSIP: 3138WJR83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35183 | PA      | $34336.19      | 0.00%             | 2032-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q01985                                                                                                 | CUSIP: 3132GFF28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41882 | PA      | $42567.48      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                                            | RADIAN GROUP INC 6.2% 05/15/2029                                                                                                 | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |      250000 | PA      | $261788.88     | 0.00%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                                                                   | VIPER ENERGY PARTNERS LLC 4.9% 08/01/2030                                                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1078356.70    | 0.00%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1 PASS THROUGH TRUST                                                                        | AIR CANADA 2015-1 PASS THROUGH TRUST 3.6% 09/15/2028 144A                                                                        | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       66565 | PA      | $65217.80      | 0.00%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAMLL TRUST 2025-ASHF                                                                                       | BAMLL TRUST 2025-ASHF E TSFR1M+525 02/15/2040 144A                                                                               | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $300682.62     | 0.00%             | 2042-02-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3% 10/25/2062 144A                                                             | CUSIP: 35563PK73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5002158 | PA      | $4147081.94    | 0.01%             | 2062-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2043#Q17605                                                                                                 | CUSIP: 3132J83P3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20094 | PA      | $19167.41      | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K63 MORTGAGE TRUST                                                                               | FREMF 2017-K63 MORTGAGE TRUST VAR 02/25/2050 144A                                                                                | CUSIP: 30300HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      146276 | PA      | $143718.74     | 0.00%             | 2050-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 6.691%/VAR 01/10/2034 144A                                                                               | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $322862.52     | 0.00%             | 2034-01-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $14004.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF VAR 11/25/2028                                                                                        | CUSIP: 3136BBSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1019269 | PA      | $42829.89      | 0.00%             | 2028-11-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 11/01/2031#ZS8629                                                                                                 | CUSIP: 3132A9SS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      459626 | PA      | $443891.32     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 4.75% 01/15/2031 144A                                                                                                   | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     9919000 | PA      | $9848853.13    | 0.02%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 6/39 #AE0967                                                                                                          | CUSIP: 31419BCD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90689 | PA      | $86624.00      | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                                             | PENNYMAC FINANCIAL SERVICES INC 6.75% 02/15/2034 144A                                                                            | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      320000 | PA      | $322183.49     | 0.00%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                                                     | ENTERGY MISSISSIPPI LLC 5.8% 04/15/2055                                                                                          | CUSIP: 29366WAG1<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |      222000 | PA      | $221010.30     | 0.00%             | 2055-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 06/01/2051#FM7916                                                                                                 | CUSIP: 3140XBYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3189572 | PA      | $2690636.32    | 0.01%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                                                          | RWE FINANCE US LLC 5.875% 04/16/2034 144A                                                                                        | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |      881000 | PA      | $919290.21     | 0.00%             | 2034-04-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                                                         | QUEBEC PROVINCE CDA 7.5% 09/15/2029                                                                                              | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     1315000 | PA      | $1493734.80    | 0.00%             | 2029-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 01/01/2053#QF5422                                                                                                   | CUSIP: 3133BTAX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      726992 | PA      | $679680.05     | 0.00%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.5% 06/01/2041                                                                                                     | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5306000 | PA      | $4153979.96    | 0.01%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                                        | WEC ENERGY GROUP INC 5.6% 09/12/2026                                                                                             | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |       97000 | PA      | $98203.18      | 0.00%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 8/31#AS7693                                                                                                         | CUSIP: 3138WHRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      353144 | PA      | $337009.71     | 0.00%             | 2031-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.606% 07/25/2027                                                                                 | CUSIP: 3137FPJ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      268061 | PA      | $263772.58     | 0.00%             | 2027-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                                                    | JACOBS ENTERTAINMENT INC 6.75% 02/15/2029 144A                                                                                   | CUSIP: 469815AL8<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |      775000 | PA      | $747621.02     | 0.00%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                                            | NELNET STUDENT LOAN TRUST 2025-B SOFR30A+135 05/17/2055 144A                                                                     | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1657000 | PA      | $1662842.91    | 0.00%             | 2055-05-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 3.375% 08/15/2031                                                                                 | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      190000 | PA      | $177727.80     | 0.00%             | 2031-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO 2021-1 LTD                                                                                | SYCAMORE TREE CLO 2021-1 LTD AR TSFR3M+139 01/20/2038 144A                                                                       | CUSIP: 87122VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      480000 | PA      | $481243.20     | 0.00%             | 2038-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                      | EXTRA SPACE STORAGE LP 5.4% 06/15/2035                                                                                           | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      183000 | PA      | $184722.61     | 0.00%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2023-FUN                                                                                | GS MTG SECS CORP TR 2023-FUN TSFR1M+209.125 03/15/2028 144A                                                                      | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100406.25     | 0.00%             | 2028-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3% 02/25/2059                                                                  | CUSIP: 35563PMM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1256223 | PA      | $929596.73     | 0.00%             | 2059-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                                | STRYKER CORP 3.375% 09/11/2032                                                                                                   | CUSIP: 863667BG5<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2703718.74    | 0.01%             | 2032-09-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 5.786%/VAR 01/13/2033 144A                                                                                           | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    18150000 | PA      | $18911970.40   | 0.04%             | 2033-01-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                                                     | NEW FORTRESS ENERGY INC 144                                                                                                      | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | EC               | CORP              | US        |        1657 | NS      | $4076.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BMP 2024-MF23                                                                                               | BMP 2024-MF23 TSFR1M+174.142 06/15/2041 144A                                                                                     | CUSIP: 05593JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1590000 | PA      | $1594471.88    | 0.00%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 9/41 #773113                                                                                                          | CUSIP: 36176QVE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1425 | PA      | $1386.18       | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 10/01/2055 #TBA                                                                                                     | CUSIP: 21H0426A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2300000 | PA      | $2213406.84    | 0.00%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2024-2                                                                                       | HPEFS EQUIP TR 2024-2 5.36% 10/20/2031 144A                                                                                      | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1510783.50    | 0.00%             | 2031-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 2.9% 01/15/2030                                                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1177980.26    | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 09/01/2032#BM1884                                                                                                   | CUSIP: 3140J6CW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98567 | PA      | $96065.09      | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2051#SD2868                                                                                                   | CUSIP: 3132DQFH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2465157 | PA      | $2179557.46    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 7.008% 05/01/2064                                                                                                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2743000 | PA      | $3039197.67    | 0.01%             | 2064-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNA 2017-M1 A2 VAR 10/26                                                                                                         | CUSIP: 3136AUG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      204446 | PA      | $200221.65     | 0.00%             | 2026-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK MORTGAGE TRUST                                                                                | ONE 2021-PARK MORTGAGE TRUST TSFR1M+186.448 03/15/2036 144A                                                                      | CUSIP: 682413AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2326000 | PA      | $2156219.91    | 0.00%             | 2036-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 1/42 #778793                                                                                                          | CUSIP: 36176W7E5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      298926 | PA      | $281319.75     | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 11/40 #AE3886                                                                                                         | CUSIP: 31419EJ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14496 | PA      | $14478.68      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-2                                                            | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-2 5.98% 06/20/2049 144A                                                           | CUSIP: 38238FAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1155000 | PA      | $1174558.77    | 0.00%             | 2049-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                                      | US TREASURY RP 4.38% 9/15/25                                                                                                     | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |   250000000 | PA      | $250000000.01  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MTG TR                                                                                         | MCR 2024-TWA MTG TR 0.92% 06/12/2039 144A                                                                                        | CUSIP: 582923AV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      783000 | PA      | $8660.06       | 0.00%             | 2039-06-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.95% 06/30/2062                                 | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2082000 | PA      | $1295156.63    | 0.00%             | 2062-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/JPY settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $6005.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-COPT                                                                      | BX COMMERCIAL MORTGAGE TRUST 2025 TSFR1M+175 COPT A 09/15/2042 144A                                                              | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1595000 | PA      | $1596993.75    | 0.00%             | 2042-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R03                                                                | CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 SOFR30A+625 03/25/2042 144A                                                         | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      130000 | PA      | $139712.81     | 0.00%             | 2042-03-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD                                                                                         | WESTINGHOUSE TERM B 1LN 1/27/2031                                                                                                | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |      183982 | PA      | $183950.74     | 0.00%             | 2031-01-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/41 #479607                                                                                                         | CUSIP: 36209RYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       97173 | PA      | $94246.14      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 32 LTD                                                                                         | FLATIRON CLO 32 LTD 32A A1 TSFR3M+129 10/22/2038 144A                                                                            | CUSIP: 33882RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3345000 | PA      | $3360982.41    | 0.01%             | 2038-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 03/20/2047#MA4322                                                                                                     | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      413315 | PA      | $394490.12     | 0.00%             | 2047-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                                                      | SABLE INTL FIN LTD 7.125% 10/15/2032 144A                                                                                        | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      315000 | PA      | $320118.75     | 0.00%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                                                       | DEVON ENERGY CORP NEW 5.25% 10/15/2027                                                                                           | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10013.99      | 0.00%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2019-GC38                                                                                    | GS MTG SECS TR 2019-GC38 3.968% 02/10/2052                                                                                       | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      909839 | PA      | $889803.98     | 0.00%             | 2052-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2025-167G MORTGAGE TRUST                                                                               | COMM 2025-167G F MORTGAGE TRUST CSTR 08/10/2040 144A                                                                             | CUSIP: 12674VAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108000 | PA      | $108377.81     | 0.00%             | 2040-08-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 12/20/2052#MA8488                                                                                                     | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1236312 | PA      | $1163486.78    | 0.00%             | 2052-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC SECURITIZATION FUNDING II LLC                                                                  | DTE ELECTRIC SECURITIZATION FUNDING II LLC 6.09% 09/01/2038                                                                      | CUSIP: 23346TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $323225.11     | 0.00%             | 2038-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                             | XCEL ENERGY INC 1.75% 03/15/2027                                                                                                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     2540000 | PA      | $2448396.50    | 0.01%             | 2027-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                          | MITSUBISHI UFJ FIN GRP INC 5.475%/VAR 02/22/2031                                                                                 | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $417399.12     | 0.00%             | 2031-02-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2019                                                                                 | BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A                                                                               | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3825566 | PA      | $3672394.15    | 0.01%             | 2032-11-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.125% 08/15/2044                                                                                    | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3222000 | PA      | $2517942.67    | 0.01%             | 2044-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                                                   | OLIN CORP 5% 02/01/2030                                                                                                          | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63091.42      | 0.00%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N3                                                                      | CARVANA AUTO RECEIVABLES TRUST 2024-N3 5.38% 12/10/2030 144A                                                                     | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3022435.80    | 0.01%             | 2030-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                              | AIR LEASE CORP CP 0% 09/03/2025                                                                                                  | CUSIP: 00913WW35<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     4967000 | PA      | $4963756.55    | 0.01%             | 2025-09-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 12/01/2035#FS1488                                                                                                   | CUSIP: 3140XGUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      138643 | PA      | $134065.46     | 0.00%             | 2035-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                                                         | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                                                         | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |      645000 | PA      | $563623.38     | 0.00%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MTN COML MTG TR 2022-LPFL                                                                                   | MTN COML MTG TR 2022-LPFL TSFR1M+428.91 03/15/2039 144A                                                                          | CUSIP: 62475WAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3600000 | PA      | $3585420.36    | 0.01%             | 2039-03-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 4% 01/01/2038#G31099                                                                                                   | CUSIP: 3132J4NR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      150284 | PA      | $147440.54     | 0.00%             | 2038-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-2                                                                           | VERUS SECURITIZATION TRUST 2023-2 VAR 03/25/2068 144A                                                                            | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      676000 | PA      | $676507.68     | 0.00%             | 2068-03-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2052#SD1967                                                                                                   | CUSIP: 3132DPFG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      240990 | PA      | $225231.12     | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2050#FP0023                                                                                                 | CUSIP: 3140XTAZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2198680 | PA      | $2008087.70    | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                                    | VENTURE GLOBAL CALCASIEU 6.25% 01/15/2030 144A                                                                                   | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2264960.18    | 0.01%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 2/20/43 #MA0782                                                                                                     | CUSIP: 36179M2P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      364393 | PA      | $333632.95     | 0.00%             | 2043-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| A and D MTG TR 2024-NQM5                                                                                    | A and D MTG TR 2024-NQM5 6.516% 11/25/2069                                                                                       | CUSIP: 00039KAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      638000 | PA      | $645661.30     | 0.00%             | 2069-11-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                                                      | THE CAMPBELL'S COMPANY 5.3% 03/20/2026                                                                                           | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200874.21     | 0.00%             | 2026-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                                                        | ROMANIA REPUBLIC OF 6.375% 09/18/2033 REGS                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      450000 | PA      | $553109.42     | 0.00%             | 2033-09-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                                               | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                                                 | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $90924.83      | 0.00%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA                                                                | BLACKBIRD AIRCRAF 2016-1A A STEP 12/16/2041 144A                                                                                 | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1989344 | PA      | $1989980.72    | 0.00%             | 2041-12-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 10/41 #005203                                                                                                      | CUSIP: 36202FX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1341654 | PA      | $1298469.14    | 0.00%             | 2041-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER 5.4% 06/23/2032 144A                                                                                            | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     3340000 | PA      | $3431554.48    | 0.01%             | 2032-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 6.388% 05/01/2031                                                                                                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1617000 | PA      | $1756175.08    | 0.00%             | 2031-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2052#SD1074                                                                                                 | CUSIP: 3132DNFP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      419175 | PA      | $383264.95     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 05/01/2043#Q18136                                                                                                 | CUSIP: 3132J9PW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5810 | PA      | $5615.45       | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                                                                             | HECLA MINING CO 7.25% 02/15/2028                                                                                                 | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |      429000 | PA      | $433260.83     | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 5.55% 02/22/2054                                                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1835000 | PA      | $1769494.30    | 0.00%             | 2054-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 09/01/2049#CA4142                                                                                                   | CUSIP: 3140QBS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4232223 | PA      | $3741900.68    | 0.01%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+633.552 04/15/2037                                                                        | CUSIP: 31397GTK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        3084 | PA      | $286.76        | 0.00%             | 2037-04-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS and ANNUITY ASSN AMER                                                                          | TEACHERS INS and ANNUITY ASSN AMER 4.27% 05/15/2047 144A                                                                         | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |       43000 | PA      | $34654.55      | 0.00%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.625% 02/15/2055                                                                                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31058000 | PA      | $29602156.25   | 0.07%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2052#MA4733                                                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6492290 | PA      | $6272885.21    | 0.01%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                                                | ENTEGRIS INC 5.95% 06/15/2030 144A                                                                                               | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      773000 | PA      | $782935.37     | 0.00%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                               | UNITED RENTALS NORTH AMER INC 3.875% 02/15/2031                                                                                  | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      300000 | PA      | $282284.15     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                                                     | PHILIPPINES REPUBLIC OF 3.2% 07/06/2046                                                                                          | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1180000 | PA      | $843464.00     | 0.00%             | 2046-07-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                                              | MCDONALDS CORP 5.15% 09/09/2052                                                                                                  | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      489000 | PA      | $449605.64     | 0.00%             | 2052-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9 MTG TR                                                                                         | BMO 2025-5C9 MTG TR 5.7785% 04/15/2058                                                                                           | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9700000 | PA      | $10182036.65   | 0.02%             | 2058-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: USD/BRL settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-254283.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2201 C 8 11/29                                                                                                               | CUSIP: 3133TMGW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         168 | PA      | $173.20        | 0.00%             | 2029-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5.5% 09/01/2055 #TBA                                                                                                   | CUSIP: 01F052698<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -395424000 | PA      | $-397740947.39 | -0.89%            | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                                                  | KENVUE INC 5.1% 03/22/2043                                                                                                       | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      140000 | PA      | $134221.44     | 0.00%             | 2043-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 03/20/2049#MA5818                                                                                                   | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       69507 | PA      | $68161.49      | 0.00%             | 2049-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 7.45% 04/30/2044 REGS                                                                                         | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      100000 | PA      | $107100.67     | 0.00%             | 2044-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 01/01/2055#SL0307                                                                                                 | CUSIP: 31427MKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3471457 | PA      | $3546921.37    | 0.01%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#FS5385                                                                                                 | CUSIP: 3140XL6X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      203837 | PA      | $171951.23     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                                                | WP CAREY INC 2.25% 04/01/2033                                                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     3969000 | PA      | $3284520.67    | 0.01%             | 2033-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTG LN TR 2007-3XS                                                                           | MSM 2007-3XS 2A4S 5.9631% 1/47                                                                                                   | CUSIP: 61752RAK8<br>LEI: 549300SRGEL7X4RBPX12 | Long             | ABS-CBDO         | CORP              | US        |      800303 | PA      | $286799.50     | 0.00%             | 2047-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 07/01/2035#QN2877                                                                                                   | CUSIP: 3133G9FS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2183052 | PA      | $2021531.82    | 0.00%             | 2035-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                                                     | AEP TRANSMISSION CO LLC 3.65% 04/01/2050                                                                                         | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       58000 | PA      | $42535.01      | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 10/01/2054#CB9320                                                                                                 | CUSIP: 3140QVLA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      587431 | PA      | $599466.28     | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST 2024-2                                                                                | TOORAK MORTGAGE TRUST 2024-2 6.329% 10/25/2031 144A                                                                              | CUSIP: 89055KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      252000 | PA      | $253142.06     | 0.00%             | 2031-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 4.078%/VAR 04/23/2040                                                                                | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3106280.49    | 0.01%             | 2040-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                                                                                 | Fidelity Sai Total Bond Fund                                                                                                     | CUSIP: 31635T849<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |   345798445 | NS      | $3153681817.70 | 7.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#CB3037                                                                                                   | CUSIP: 3140QNLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      705594 | PA      | $568544.22     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES2                                                                               | RCKT MORTGAGE TRUST 2024-CES2 VAR 04/25/2044 144A                                                                                | CUSIP: 74938PAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $102620.00     | 0.00%             | 2044-04-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 7.125%/VAR PERP                                                                                                    | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     1540000 | PA      | $1576673.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2021-FRR1                                                                                | GAM RE-REMIC TRUST 2021-FRR1 2B 0% 11/29/2050 144A                                                                               | CUSIP: 364614AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3400000 | PA      | $2963426.06    | 0.01%             | 2050-11-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                                                | KREDITANSTALT FUR WIEDER(UNGTD 0.125% 01/09/2032 REGS                                                                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      925000 | PA      | $928236.20     | 0.00%             | 2032-01-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 3/41 #AH6219                                                                                                          | CUSIP: 3138A74D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      223062 | PA      | $216898.21     | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | ICE: (CDX.NA.IG.44.V1) 1.00000 06/20/2030                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   -48550000 | NC      | $-352143.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.979%/VAR 07/22/2028                                                                                      | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1161000 | PA      | $1177659.58    | 0.00%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6% 01/15/2038                                                                                     | CUSIP: 31397PRY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        4217 | PA      | $4512.09       | 0.00%             | 2038-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLT XCV LLC                                                                                                | VOLT XCV LLC STEP 03/27/2051 144A                                                                                                | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       29854 | PA      | $29844.61      | 0.00%             | 2051-03-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2042#ZS3589                                                                                                 | CUSIP: 3132A37A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2094607 | PA      | $1974802.18    | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 05/01/2030#AS4956                                                                                                   | CUSIP: 3138WEQJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      192609 | PA      | $188861.91     | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                                                     | KODIAK GAS SERVICES LLC 7.25% 02/15/2029 144A                                                                                    | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      440000 | PA      | $455118.40     | 0.00%             | 2029-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 3.25% 06/01/2030                                                                                                       | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1468728.15    | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/41 #479494                                                                                                         | CUSIP: 36209RUT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      261315 | PA      | $252993.00     | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B13 MTG TR                                                                                   | BENCHMARK 2019-B13 A4 2.952% 08/15/2057                                                                                          | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7629000 | PA      | $7198738.90    | 0.02%             | 2057-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 11/40 #004853                                                                                                      | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      846614 | PA      | $820673.06     | 0.00%             | 2040-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 02/20/2052#                                                                                                         | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       32319 | PA      | $29504.44      | 0.00%             | 2052-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 5.05% 08/15/2034                                                                                  | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      672000 | PA      | $677903.50     | 0.00%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2024-A A1A 5.24% 03/15/2056 144A                                                                | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1995141 | PA      | $2039939.75    | 0.00%             | 2056-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 7/38 #889733                                                                                                          | CUSIP: 31410KPS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4688 | PA      | $4959.60       | 0.00%             | 2038-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2050#FS3189                                                                                                   | CUSIP: 3140XJRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      278570 | PA      | $265490.04     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 09/01/2055 #TBA                                                                                                       | CUSIP: 21H050698<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -83400000 | PA      | $-82510222.08  | -0.18%            | 2055-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.58%/VAR 04/22/2032                                                                                       | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6675000 | PA      | $6035782.38    | 0.01%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                                             | PENNYMAC FINANCIAL SERVICES INC 5.75% 09/15/2031 144A                                                                            | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      575000 | PA      | $564164.70     | 0.00%             | 2031-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-A                                                                                | ARI FLEET LEASE TRUST 2025-A 4.38% 01/17/2034 144A                                                                               | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      320000 | PA      | $320551.46     | 0.00%             | 2034-01-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 4.5% 08/15/2040                                                                                    | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6356.66       | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                   | OCCIDENTAL PETROLEUM CORP 3.5% 08/15/2029                                                                                        | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      195000 | PA      | $184521.03     | 0.00%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                                                | ENTEGRIS INC 4.75% 04/15/2029 144A                                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98562.72      | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/52#MA4805                                                                                                      | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2203451 | PA      | $2128986.01    | 0.00%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                                                         | BANCO BILBAO VIZ ARGENTARIA SA 5.381% 03/13/2029                                                                                 | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1800000 | PA      | $1861812.22    | 0.00%             | 2029-03-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 12/20/2046#MA4127                                                                                                   | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      862342 | PA      | $798503.37     | 0.00%             | 2046-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                                    | NATIONSTAR MTG HLDGS INC 5.5% 08/15/2028 144A                                                                                    | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $94808.82      | 0.00%             | 2028-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO FRN SOFRINDX+95 09/04/2025                                                                           | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    11900000 | PA      | $11900369.38   | 0.03%             | 2025-09-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VISIO 2022-1 TRUST                                                                                          | VISIO 2022-1 TRUST 6.17204% 08/25/2057 144A                                                                                      | CUSIP: 92838CAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $197461.20     | 0.00%             | 2057-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FREDDIE MAC 6.25% 07/15/2032                                                                                                     | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |      400000 | PA      | $455430.53     | 0.00%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                                            | KBC GROUPE SA/NV 4.932%/VAR 10/16/2030 144A                                                                                      | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     8910000 | PA      | $9069283.00    | 0.02%             | 2030-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2043#AS1380                                                                                                 | CUSIP: 3138WARA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11173 | PA      | $11116.73      | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 7% 03/15/2033 144A                                                                                                | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2145000 | PA      | $2343972.35    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RFM REREMIC TRUST 2022-FRR1                                                                                 | RFM REREMIC TRUST 2022-FRR1 0% 03/28/2049 144A                                                                                   | CUSIP: 74971BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3830450.00    | 0.01%             | 2049-03-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 06/01/2053#RA9277                                                                                                   | CUSIP: 3133KRJW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      533473 | PA      | $551685.76     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2046#Q44963                                                                                                 | CUSIP: 3132WJQR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2033065 | PA      | $1882117.05    | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                                         | CLYDESDALE ACQUISITION HOLDINGS INC 6.75% 04/15/2032 144A                                                                        | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      920000 | PA      | $945267.92     | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 LP                                                                                                 | CARS-DB4 LP 4.52% 02/15/2050 144A                                                                                                | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      262127 | PA      | $254288.93     | 0.00%             | 2050-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 5.85% 11/15/2033                                                                                                | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      125000 | PA      | $133534.45     | 0.00%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 7.125% 05/01/2030                                                                                     | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      390000 | PA      | $445060.98     | 0.00%             | 2030-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2048#BM5106                                                                                                 | CUSIP: 3140J9U82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1716095 | PA      | $1686523.15    | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.875% 02/15/2043                                                                                    | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10713000 | PA      | $9519086.39    | 0.02%             | 2043-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-1155                                                                     | NYC COMMERCIAL MORTGAGE TRUST 2025-1155 5.8329% 06/10/2042 144A                                                                  | CUSIP: 67122BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3162000 | PA      | $3183531.64    | 0.01%             | 2042-06-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                            | WELLTOWER OP LLC 2.7% 02/15/2027                                                                                                 | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     2590000 | PA      | $2540519.03    | 0.01%             | 2027-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORL 2024-GLKS MTG TR                                                                                        | ORL 2024-GLKS A MTG TR TSFR1M+149.25 12/15/2039 144A                                                                             | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280000 | PA      | $280087.50     | 0.00%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 1.904%/VAR 09/30/2028 144A                                                                                           | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $379941.91     | 0.00%             | 2028-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 3.0% 2/01/43 #Q15926                                                                                                        | CUSIP: 3132J7A44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      137648 | PA      | $127508.75     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 09/01/2053#RA9856                                                                                                   | CUSIP: 3133KR5R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1788833 | PA      | $1843754.33    | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2015-GC34                                                                                    | GS MORTGAGE SECURITIES TRUST 2015-GC34 XA CSTR 10/10/2048                                                                        | CUSIP: 36250VAF9<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |     2124776 | PA      | $130.04        | 0.00%             | 2048-10-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONALFIN AUTH REV                                                                  | NEW YORK AUTH 2.69% 5/1/2033                                                                                                     | CUSIP: 64972JRH3<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      530000 | PA      | $463913.24     | 0.00%             | 2033-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/GBP settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-3001.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                                                       | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                                                           | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     2958000 | PA      | $2996094.78    | 0.01%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CWMBS INC PASS THRU CTFS                                                                                    | CWMBS INC PASS THRU CTFS 5.25% 05/25/2034                                                                                        | CUSIP: 12669FWD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1671 | PA      | $1622.54       | 0.00%             | 2034-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/20/2046#AR9310                                                                                                   | CUSIP: 36193GKX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17348 | PA      | $16014.79      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/EUR settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $2613.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 09/01/2055 #TBA                                                                                                     | CUSIP: 21H032696<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    32271000 | PA      | $29370840.73   | 0.07%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                                  | ONCOR ELEC DELIVERY CO LLC 4.95% 09/15/2052                                                                                      | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      190000 | PA      | $168815.29     | 0.00%             | 2052-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM VAR 05/20/2067                                                                                      | CUSIP: 38376R4N3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      578701 | PA      | $21260.08      | 0.00%             | 2067-05-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 5.5% 03/15/2041                                                                                                 | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       36000 | PA      | $35916.58      | 0.00%             | 2041-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                                         | iShares 7-10 Year Treasury Bond ETF                                                                                              | CUSIP: 464287440<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |    16971818 | NS      | $1631840300.70 | 3.65%             |  |  |  | No            |                  1 | On Loan: —       |
| VIATRIS INC                                                                                                 | VIATRIS INC 3.85% 06/22/2040                                                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    12410000 | PA      | $9280092.39    | 0.02%             | 2040-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 6.15% 05/01/2037                                                                                  | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       21000 | PA      | $23077.78      | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                                            | UWM HOLDINGS LLC 6.625% 02/01/2030 144A                                                                                          | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $309839.44     | 0.00%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                                                         | SPRINT CAPITAL CORP 6.875% 11/15/2028                                                                                            | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      304000 | PA      | $327033.87     | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2053#                                                                                                       | CUSIP: 31418EQR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39670 | PA      | $35884.37      | 0.00%             | 2053-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 1.65% 02/01/2028                                                                                                    | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3563000 | PA      | $3362086.78    | 0.01%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                            | CROWN CASTLE INC 2.9% 03/15/2027                                                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      125000 | PA      | $122437.89     | 0.00%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 12/01/2046#G60989                                                                                                   | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7338763 | PA      | $6574945.79    | 0.01%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B18 MORTGAGE TRUST                                                                           | BENCHMARK 2020-B18 MORTGAGE TRUST 1.672% 07/15/2053                                                                              | CUSIP: 08163AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $8879862.00    | 0.02%             | 2053-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                                                         | CRH SMW FINANCE DAC 5.2% 05/21/2029                                                                                              | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     1165000 | PA      | $1202493.86    | 0.00%             | 2029-05-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                                                   | BANK IRELAND GROUP PLC 5.601%/VAR 03/20/2030 144A                                                                                | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      665000 | PA      | $690672.69     | 0.00%             | 2030-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                 | NUTRIEN LTD 4.9% 03/27/2028                                                                                                      | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     3135000 | PA      | $3188584.33    | 0.01%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 10/01/2051#MA4436                                                                                                 | CUSIP: 31418D4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1423863 | PA      | $1080216.56    | 0.00%             | 2051-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | LCH OIS SOFRV3.75% MAC 09/17/45                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -29987000 | NC      | $-189864.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 36 LTD / ELMWOOD CLO 36 LLC                                                                     | ELMWOOD CLO 36 LTD / ELMWOOD CLO 36 LLC AR TSFR3M+134 10/20/2037 144A                                                            | CUSIP: 29004MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500994.00     | 0.00%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 4/41 #738240                                                                                                          | CUSIP: 3620ASEM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6352 | PA      | $6454.21       | 0.00%             | 2041-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      140000 | NC      | $22387.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 5.401% 07/02/2037 144A                                                                                | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3105000 | PA      | $3118231.09    | 0.01%             | 2037-07-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.375% 03/31/2029                                                                                                      | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12054300 | PA      | $11557530.97   | 0.03%             | 2029-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 8.875% 05/29/2050 REGS                                                                                  | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      300000 | PA      | $255564.00     | 0.00%             | 2050-05-29      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                                                         | RHP HOTEL PPTYS LP and RHP FIN CORP 4.75% 10/15/2027                                                                             | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      213000 | PA      | $212456.85     | 0.00%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 6.25% 05/26/2028 REGS                                                                                         | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     1308000 | PA      | $1354188.75    | 0.00%             | 2028-05-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 3.5% 08/01/2050                                                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1029000 | PA      | $674895.42     | 0.00%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3% 01/15/2048                                                                                     | CUSIP: 3137FEQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1877957 | PA      | $1501592.43    | 0.00%             | 2048-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                                           | MACQUARIE AIRFINANCE HOLDINGS LTD 5.15% 03/17/2030 144A                                                                          | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      185000 | PA      | $187080.70     | 0.00%             | 2030-03-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                                                    | TOTALENERGIES CAPITAL SA 5.638% 04/05/2064                                                                                       | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     1020000 | PA      | $978511.32     | 0.00%             | 2064-04-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.484%/VAR 09/16/2036                                                                                             | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      230000 | PA      | $199424.93     | 0.00%             | 2036-09-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 07/01/2055#FA2138                                                                                                 | CUSIP: 3140W2LU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1074296 | PA      | $1133745.30    | 0.00%             | 2055-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REGATA XII FUNDING LTD                                                                                      | REGATA XII FUNDING LTD ARR TSFR3M+139 10/15/2037 144A                                                                            | CUSIP: 75888HAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1320000 | PA      | $1324194.96    | 0.00%             | 2037-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 6/34 #003568                                                                                                          | CUSIP: 36202D6D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16142 | PA      | $16360.23      | 0.00%             | 2034-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 1.65% 11/04/2026                                                                                             | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58331.90      | 0.00%             | 2026-11-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 04/49#MA5876                                                                                                          | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1543733 | PA      | $1463292.19    | 0.00%             | 2049-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CL8122                                                                                                    | CUSIP: 3617YGAX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      970245 | PA      | $1017003.60    | 0.00%             | 2072-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 2.5% 09/01/2055 #TBA                                                                                                   | CUSIP: 01F022691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    93591000 | PA      | $77698808.32   | 0.17%             | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LENDING FUNDING TRUST 2020-2                                                                                | LENDING FUNDING TRUST 2020-2 2.32% 04/21/2031 144A                                                                               | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3750000 | PA      | $3672867.00    | 0.01%             | 2031-04-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2024-1 LTD                                                                                    | TRIMARAN CAVU 2024-1 LTD A TSFR3M+138 01/25/2038 144A                                                                            | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $350718.20     | 0.00%             | 2038-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2025-FL10 ISSUER LLC                                                                              | FS RIALTO 2025-FL10 ISSUER LLC A TSFR1M+138.505 08/19/2042 144A                                                                  | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      110000 | PA      | $110068.81     | 0.00%             | 2042-08-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2053#CB6489                                                                                                   | CUSIP: 3140QSF71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      790151 | PA      | $810953.99     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARBOR RLTY COML REAL ESTATE NTS 2025-FL1 LLC                                                                | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2025-FL1 LLC A TSFR1M+135.4 08/20/2042 144A                                            | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      405000 | PA      | $404493.35     | 0.00%             | 2042-08-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LL                                                                                  | CRESCENT ENERGY FINANCE LLC 9.25% 02/15/2028 144A                                                                                | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     1279000 | PA      | $1330900.54    | 0.00%             | 2028-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 1.928%/VAR 04/28/2032                                                                                             | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6758000 | PA      | $5868773.98    | 0.01%             | 2032-04-28      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BXG RECEIVABLES NT TR 2023-A                                                                                | BXG RECEIVABLES NT TR 2023-A 7.38% 11/15/2038 144A                                                                               | CUSIP: 123919AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      438819 | PA      | $449744.44     | 0.00%             | 2038-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNW 2005-W4 1A1 6 8/35                                                                                                           | CUSIP: 31394VPT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1905 | PA      | $1939.46       | 0.00%             | 2045-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 12/01/2041#AJ8343                                                                                                 | CUSIP: 3138E1HV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2134 | PA      | $2073.21       | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#SD2903                                                                                                   | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1566595 | PA      | $1257903.91    | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT ARPTS REV                                                                               | LA CA AIRPT 2.063% 5/15/2034                                                                                                     | CUSIP: 544445UD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      500000 | PA      | $409191.65     | 0.00%             | 2034-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 11/30/2029                                                                                                      | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      800000 | PA      | $814656.25     | 0.00%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL1 TR                                                                                           | CSMCM TRUST CERTIFICATES 3.77782% 10/27/2061 144A                                                                                | CUSIP: 12658QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      289748 | PA      | $224345.07     | 0.00%             | 2061-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 6/41 #757631                                                                                                          | CUSIP: 36230SPQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16541 | PA      | $16005.82      | 0.00%             | 2041-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                               | UNITED RENTALS NORTH AMER INC 3.75% 01/15/2032                                                                                   | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1000003.60    | 0.00%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGIONAL TRANSN DIST CO SALES                                                                               | REGIONAL TRANSN DIST COLO SALES TAX REV BUILD AMERICA BONDS-SER B                                                                | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       45000 | PA      | $45111.32      | 0.00%             | 2050-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE FIN                                                                                      | JONES LANG LASALLE FIN YCP 0% 09/04/2025                                                                                         | CUSIP: 48002AW42<br>LEI: 7245008JNMAJF7J71W93 | Long             | DBT              | CORP              | NL        |    11500000 | PA      | $11491361.20   | 0.03%             | 2025-09-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAP CLO 8 LTD / ANCHORAGE CAP CLO 8 LLC                                                           | ANCHORAGE CAP CLO 8 LTD / ANCHORAGE CAP CLO 8 LLC AR2A TSFR3M+146.161 10/27/2034 144A                                            | CUSIP: 03329KAY9<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250045.25     | 0.00%             | 2034-10-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC 5.8% 03/27/2035 144A                                                                               | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      435000 | PA      | $442986.78     | 0.00%             | 2035-03-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                           | UNION ELECTRIC CO 5.45% 03/15/2053                                                                                               | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      240000 | PA      | $229450.10     | 0.00%             | 2053-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AURIUM CLO II DAC                                                                                           | AURIUM CLO II DAC A1RR 3MEUR+93 06/22/2034 144A                                                                                  | CUSIP: N/A<br>LEI: 213800HRTED9UC792482       | Long             | ABS-CBDO         | CORP              | IE        |     1000000 | PA      | $1166943.67    | 0.00%             | 2034-06-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 4.25% 10/15/2030                                                                                                    | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      435000 | PA      | $435626.87     | 0.00%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 06/01/2050#MA4047                                                                                                   | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5226334 | PA      | $4198139.19    | 0.01%             | 2050-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-RCF2 LLC                                                                                          | PRPM 2023-RCF2 LLC 4% 11/25/2053 144A                                                                                            | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1144181 | PA      | $1126456.85    | 0.00%             | 2053-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 06/01/2030#AS5103                                                                                                   | CUSIP: 3138WEU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83453 | PA      | $81802.86      | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 4.125% 06/15/2029                                                                                                        | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     8390000 | PA      | $8309645.70    | 0.02%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C6 MTG TR                                                                                        | CFCRE 2016-C6 MTG TR 2.95% 11/10/2049                                                                                            | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      913443 | PA      | $902335.60     | 0.00%             | 2049-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                                                 | CENTERPOINT ENERGY RES CORP 5.25% 03/01/2028                                                                                     | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     3110000 | PA      | $3192841.38    | 0.01%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                                         | CHENIERE ENERGY INC 5.65% 04/15/2034                                                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     3864000 | PA      | $3944482.41    | 0.01%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 02/01/2052#RA6823                                                                                                   | CUSIP: 3133KNSL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5744581 | PA      | $4628791.15    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/GBP settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-144763.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 3.125% 05/15/2027 REGS                                                                                        | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     3697000 | PA      | $4319713.91    | 0.01%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+608.552 07/25/2038                                                                        | CUSIP: 31397LX61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        8768 | PA      | $877.28        | 0.00%             | 2038-07-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                             | PERMIAN RESOURCES OPERATING LLC 8% 04/15/2027 144A                                                                               | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1298815.73    | 0.00%             | 2027-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 10/20/2044#MA2304                                                                                                   | CUSIP: 36179QRZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1732477 | PA      | $1663764.64    | 0.00%             | 2044-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AOA 2025-1301                                                                                               | AOA TRUST 2025-1301 A 5.227292% 08/11/2030                                                                                       | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155000 | PA      | $157108.16     | 0.00%             | 2042-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                                                   | CUSIP: 3137H5J57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      536075 | PA      | $482967.06     | 0.00%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                        | ENEL FINANCE INTL NV 4.5% 02/20/2043 REGS                                                                                        | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      495000 | PA      | $581404.53     | 0.00%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FHF ISSUER TR 2023-2                                                                                        | FHF ISSUER TR 2023-2 7.97% 12/17/2029 144A                                                                                       | CUSIP: 30333LAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3162690.00    | 0.01%             | 2029-12-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.5% 11/01/2033#G16677                                                                                                 | CUSIP: 3128MFUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      419246 | PA      | $411704.72     | 0.00%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% AL6167 01/45                                                                                                      | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      241182 | PA      | $226287.55     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.375% 08/15/2050                                                                                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9193000 | PA      | $4441368.13    | 0.01%             | 2050-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 6/36 #745640                                                                                                          | CUSIP: 31403DLV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49510 | PA      | $52077.97      | 0.00%             | 2036-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034                                                                                     | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2061000 | PA      | $2120927.55    | 0.00%             | 2034-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                                                           | PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032                                                                               | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     1374000 | PA      | $1161475.68    | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                         | INTESA SANPAOLO SPA 6.625% 06/20/2033 144A                                                                                       | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      465000 | PA      | $507956.70     | 0.00%             | 2033-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.65471 04-07-25-30Y* LCH                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2300000 | NC      | $168234.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 7/40 #745236                                                                                                          | CUSIP: 3620C04V7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      105443 | PA      | $105079.59     | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                                                            | ANCESTRY.COM TERM B 1LN 12/6/2027                                                                                                | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |      107577 | PA      | $107669.05     | 0.00%             | 2027-12-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 09/01/2034#AA0918                                                                                                 | CUSIP: 31416JAU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1978 | PA      | $2040.71       | 0.00%             | 2034-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 03/01/2052#QD9467                                                                                                   | CUSIP: 3133B7QU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1194827 | PA      | $1122296.26    | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.75% 09/21/2047                                                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    11150000 | PA      | $8703132.50    | 0.02%             | 2047-09-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2043#AT3712                                                                                                 | CUSIP: 3138WRDS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6322 | PA      | $5527.41       | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC                                                                                    | BAKER HUGHES A GE CO LLC 5.125% 09/15/2040                                                                                       | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25021.06      | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                                               | CLEARWAY ENERGY OPER LLC 3.75% 01/15/2032 144A                                                                                   | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      165000 | PA      | $148536.84     | 0.00%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2043#MA1463                                                                                                 | CUSIP: 31418ATV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43248 | PA      | $40482.20      | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 6.975% 03/07/2037                                                                                    | CUSIP: 63858SBC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       43000 | PA      | $48654.55      | 0.00%             | 2037-03-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/01/2052#SD0923                                                                                                 | CUSIP: 3132DNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      878619 | PA      | $742002.39     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 09/20/2044#MA2225                                                                                                   | CUSIP: 36179QPJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      552482 | PA      | $548126.36     | 0.00%             | 2044-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM10                                                                                              | OBX 2025-NQM10 A1 STEP 05/25/2056 144A                                                                                           | CUSIP: 67121LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4136584 | PA      | $4165168.72    | 0.01%             | 2065-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2024-PALM                                                                                                | BX 2024-PALM D TSFR1M+264 06/15/2037 144A                                                                                        | CUSIP: 05612UAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2116437 | PA      | $2111340.16    | 0.00%             | 2037-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                 | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.7% 02/01/2036                                                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11348000 | PA      | $11075082.87   | 0.02%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.431%/VAR 01/23/2030                                                                                             | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4461000 | PA      | $4480610.87    | 0.01%             | 2030-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 11/01/2050#SD7530                                                                                                 | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3372390 | PA      | $2850126.01    | 0.01%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.5% 07/20/2053#CS4391                                                                                                   | CUSIP: 3618AW2Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2763322 | PA      | $2829712.17    | 0.01%             | 2053-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 5.35% 02/12/2028                                                                                             | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       90000 | PA      | $88185.60      | 0.00%             | 2028-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                                         | UNITED AIRLINES INC 4.375% 04/15/2026 144A                                                                                       | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1943611.78    | 0.00%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.937%/VAR 04/23/2028                                                                              | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1558000 | PA      | $1574330.99    | 0.00%             | 2028-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 5% 01/30/2028 144A                                                                                         | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $21782.57      | 0.00%             | 2028-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 10/33 #254903                                                                                                         | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58879 | PA      | $59631.83      | 0.00%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.85% 06/01/2060                                                                                                    | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      650000 | PA      | $446280.91     | 0.00%             | 2060-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2048#ZT2430                                                                                                 | CUSIP: 3132AEVX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      836990 | PA      | $770451.56     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/GBP settle 2025-10-10                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4713.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 2.013%/VAR 09/22/2028                                                                                          | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3943000 | PA      | $3764677.63    | 0.01%             | 2028-09-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 4.75% 03/08/2044                                                                                    | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      206000 | PA      | $164800.00     | 0.00%             | 2044-03-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRACCAN MORTGAGE FUNDING 2024-1 PLC                                                                         | BRACCAN MORTGAGE FUNDING 2024-1 X PLC SONIO+434 01/15/2067 REGS                                                                  | CUSIP: N/A<br>LEI: 635400RGKRFPCFMYJF13       | Long             | ABS-CBDO         | CORP              | GB        |      385540 | PA      | $525778.49     | 0.00%             | 2067-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE NETHERLANDS B.V.                                                                    | IMPERIAL BRANDS FINANCE NETHERLANDS B.V. 5.25% 02/15/2031 REGS                                                                   | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |     1035000 | PA      | $1312609.54    | 0.00%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                                                   | TORONTO DOMINION BANK 5.523% 07/17/2028                                                                                          | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       51000 | PA      | $52933.58      | 0.00%             | 2028-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20                                                                                              | CSAIL 2021-C20 2.4862% 03/15/2054                                                                                                | CUSIP: 22945EAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14860896 | PA      | $13586793.88   | 0.03%             | 2054-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                 | ROYAL CARIBBEAN CRUISES LTD 6% 02/01/2033 144A                                                                                   | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      770000 | PA      | $789997.67     | 0.00%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACCELERATED 2021-1H LLC                                                                                     | ACCELERATED 2021-1H D LLC 3.58% 10/20/2040 144A                                                                                  | CUSIP: 00439KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       70969 | PA      | $65263.27      | 0.00%             | 2040-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                                        | WR GRACE HOLDING LLC 5.625% 08/15/2029 144A                                                                                      | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       95000 | PA      | $88884.93      | 0.00%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                                             | PENNYMAC FINANCIAL SERVICES INC 6.875% 02/15/2033 144A                                                                           | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102175.40     | 0.00%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 07/01/2054#CB8822                                                                                                 | CUSIP: 3140QUYU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      448831 | PA      | $466409.94     | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                                                        | ENTERGY ARKANSAS LLC 2.65% 06/15/2051                                                                                            | CUSIP: 29366MAB4<br>LEI: KYX6QEFGFXUFFAWLGG05 | Long             | DBT              | CORP              | US        |      130000 | PA      | $76321.58      | 0.00%             | 2051-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                                               | JEFFERIES FINANCIAL GROUP INC 2.625% 10/15/2031                                                                                  | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     5530000 | PA      | $4897693.50    | 0.01%             | 2031-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                                                  | BIOGEN INC 2.25% 05/01/2030                                                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      790000 | PA      | $719207.30     | 0.00%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 08/20/2053#MA9106                                                                                                   | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       67054 | PA      | $67829.02      | 0.00%             | 2053-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                                              | URUGUAY REPUBLICA ORIENTAL DL 5.442% 02/14/2037                                                                                  | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      200000 | PA      | $206376.00     | 0.00%             | 2037-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 09/01/2035#MA4124                                                                                                 | CUSIP: 31418DSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3252699 | PA      | $3074573.28    | 0.01%             | 2035-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-A                                                                                 | NELNET STUDENT LN TR 2021-A A2 TSFR1M+114.448 04/20/2062 144A                                                                    | CUSIP: 64035DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      410000 | PA      | $409322.02     | 0.00%             | 2062-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.5% 11/30/2028                                                                                                        | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28225000 | PA      | $26426758.72   | 0.06%             | 2028-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2036#BR3300                                                                                                   | CUSIP: 3140L1U29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110215 | PA      | $102060.40     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WFRBS COML MTG TR 2013-C11                                                                                  | WFRBS 2013-C11 D CSTR 3/45                                                                                                       | CUSIP: 92937EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      194255 | PA      | $169058.73     | 0.00%             | 2045-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2052#SD8207                                                                                                 | CUSIP: 3132DWDL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1624357 | PA      | $1473017.28    | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 4/42 #AK8228                                                                                                          | CUSIP: 3138EDEA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67755 | PA      | $65829.92      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 02/01/2042#Q05956                                                                                                 | CUSIP: 3132GMH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21413 | PA      | $21382.69      | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                                    | AES CORP 5.8% 03/15/2032                                                                                                         | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2572259.08    | 0.01%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC                                                                   | FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC A TSFR3M+133 01/15/2038 144A                                                           | CUSIP: 33888AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3440000 | PA      | $3452645.44    | 0.01%             | 2038-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 2.7% 02/15/2032                                                                                               | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     7532000 | PA      | $6691649.41    | 0.01%             | 2032-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                                            | VIRGIN MEDIA SECD FIN PLC 4.25% 01/15/2030 REGS                                                                                  | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |     2800000 | PA      | $3481713.93    | 0.01%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV                                                                                          | BACARDI MARTINI BV YCP 0% 10/16/2025                                                                                             | CUSIP: 05634EXG2<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |     4400000 | PA      | $4371488.00    | 0.01%             | 2025-10-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2051#BR8759                                                                                                 | CUSIP: 3140L7WV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2405144 | PA      | $2011626.72    | 0.00%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 09/20/2046#MA3937                                                                                                   | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       98821 | PA      | $91598.05      | 0.00%             | 2046-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RCKT TRUST 2025-1A                                                                                          | RCKT TRUST 2025-1A 4.9% 07/25/2034 144A                                                                                          | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      819689 | PA      | $820426.44     | 0.00%             | 2034-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.85% 09/01/2032#WN1179                                                                                                | CUSIP: 3132XFJZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      509042 | PA      | $493741.27     | 0.00%             | 2032-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BETHP 2021                                                                                                  | BETHP 2021 A TSFR3M+139.161 01/15/2035 144A                                                                                      | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4844000 | PA      | $4852888.74    | 0.01%             | 2035-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 2.7% 03/15/2032                                                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      835000 | PA      | $739736.41     | 0.00%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 07/01/2032#G31067                                                                                                 | CUSIP: 3132J4MR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      521579 | PA      | $513714.43     | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE                                                                                              | AMN HEALTHCARE 4.625% 10/01/2027 144A                                                                                            | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     3050000 | PA      | $3000745.25    | 0.01%             | 2027-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                                                          | HOWARD HUGHES CORP 5.375% 08/01/2028 144A                                                                                        | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      850000 | PA      | $849250.98     | 0.00%             | 2028-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                                     | BANK OF NOVA SCOTIA FRN TSFR3M+290.961 PERP                                                                                      | CUSIP: 064159KJ4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EP               | CORP              | CA        |    12927000 | PA      | $12870418.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2045#AZ9666                                                                                                   | CUSIP: 3140E2W49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28706 | PA      | $27562.14      | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                                                | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A                                                | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $144756.24     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 14 LTD/FDG 14 LLC                                                                                  | CIFC FDG 14 LTD/FDG 14 LLC BR2 TSFR3M+166.161 01/18/2031 144A                                                                    | CUSIP: 12549JBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250465.75     | 0.00%             | 2031-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 6.15% 01/15/2033                                                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      600000 | PA      | $630342.40     | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES                                                   | FEDERAL NATL MTG ASSN STRIPPED 6.5% 09/25/2037                                                                                   | CUSIP: 3136FFQR3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |        1034 | PA      | $222.68        | 0.00%             | 2037-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 1/41 #AH1563                                                                                                          | CUSIP: 3138A2WZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      449985 | PA      | $438639.22     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 5.1%/VAR 07/23/2030                                                                                               | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      425000 | PA      | $437224.22     | 0.00%             | 2030-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                                             | TYSON FOODS INC 4.35% 03/01/2029                                                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1290472.94    | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2018-C46                                                                            | WELLS FARGO COML MTG TR 2018-C46 XA CSTR 08/15/2051                                                                              | CUSIP: 95001QAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11027146 | PA      | $196250.11     | 0.00%             | 2051-08-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 03/20/2049#MA5817                                                                                                     | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3243605 | PA      | $3074587.50    | 0.01%             | 2049-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 LLC                                                                                          | PRET 2025-NPL6 LLC 5.7437% A1 06/25/2055 144A                                                                                    | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-CBDO         | CORP              | US        |     2932733 | PA      | $2953261.21    | 0.01%             | 2055-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 05/01/2053#FS4679                                                                                                   | CUSIP: 3140XLFV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      811878 | PA      | $832846.25     | 0.00%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                                           | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.75% 04/20/2029 144A                                                          | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2340520 | PA      | $2353437.33    | 0.01%             | 2029-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 11/01/2051#QC9944                                                                                                 | CUSIP: 3133AVBM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      414735 | PA      | $344674.94     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SAU                                                                                         | CELLNEX TELECOM SAU 1.75% 10/23/2030 REGS                                                                                        | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |     5500000 | PA      | $5983783.52    | 0.01%             | 2030-10-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4                                                                 | CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4 3.375% 12/25/2064 144A                                                               | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10434259 | PA      | $9406746.80    | 0.02%             | 2064-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                                             | BANK 20-BNK25 XB CSTR 01/15/2063                                                                                                 | CUSIP: 06539WBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5200000 | PA      | $94324.36      | 0.00%             | 2063-01-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                                                      | SPRINT SPECTRUM CO LLC 5.152% 09/20/2029 144A                                                                                    | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6960250 | PA      | $7008751.04    | 0.02%             | 2029-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 03/20/2051#MA7255                                                                                                   | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11532048 | PA      | $9833408.67    | 0.02%             | 2051-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                                        | 1011778 BC ULC/NEW RED FIN INC 4.375% 01/15/2028 144A                                                                            | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      280000 | PA      | $275374.46     | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-3                                                        | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-3 E 7.7% 04/15/2031 144A                                                      | CUSIP: 10805NAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5211720.50    | 0.01%             | 2031-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                       | NORFOLK SOUTHERN CORP 3.95% 10/01/2042                                                                                           | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      105000 | PA      | $85974.55      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                                                                   | SAUDI ARABIAN OIL COMPANY 5.25% 07/17/2034 144A                                                                                  | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     3000000 | PA      | $3072240.00    | 0.01%             | 2034-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2045#G08636                                                                                                 | CUSIP: 3128MJV64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       70331 | PA      | $65632.59      | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                                             | ALLO ISSUER LLC 6.163% 04/20/2055 144A                                                                                           | CUSIP: 01983KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3260000 | PA      | $3367787.01    | 0.01%             | 2055-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | ORO USD 10Y P 3.89800 L 09/22/25 BOA                                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    -7300000 | NC      | $-8767.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5.5% 09/01/2055 #TBA                                                                                                   | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   843531000 | PA      | $848473585.54  | 1.90%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.5% 12/15/2039                                                                                   | CUSIP: 31398LLE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2340 | PA      | $2339.19       | 0.00%             | 2039-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2025-1A                                                                | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2025-1A 4.65% 05/25/2038 144A                                                               | CUSIP: 891950AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $714361.48     | 0.00%             | 2038-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                                                        | HEATHROW FUNDING LTD 6% 03/05/2032 REGS                                                                                          | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      700000 | PA      | $951468.38     | 0.00%             | 2032-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2051#                                                                                                       | CUSIP: 31418DV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15114729 | PA      | $12651183.74   | 0.03%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2022-A                                                                        | CITIGROUP MORTGAGE LOAN TRUST 2022-A 6.17% 09/25/2062 144A                                                                       | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      225411 | PA      | $225857.58     | 0.00%             | 2062-09-25      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                                                         | AMERICAN AXLE and MFG INC 6.875% 07/01/2028                                                                                      | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      346000 | PA      | $346138.75     | 0.00%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                                                         | KIMCO REALTY OP LLC 1.9% 03/01/2028                                                                                              | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     3540000 | PA      | $3361051.76    | 0.01%             | 2028-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                                         | ACTION TERM B5B 1LN 07/01/2031                                                                                                   | CUSIP: N/A<br>LEI: 7245002S0K5Q59JCVQ03       | Long             | LON              | CORP              | NL        |      449942 | PA      | $450503.94     | 0.00%             | 2031-07-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS and ELECTRIC CO                                                                              | LOUISVILLE GAS and ELECTRIC CO 5.125% 11/15/2040                                                                                 | CUSIP: 546676AU1<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |      345000 | PA      | $335344.39     | 0.00%             | 2040-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 7/39 #782727                                                                                                          | CUSIP: 36241LA48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21424 | PA      | $21756.89      | 0.00%             | 2039-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-C35                                                                                       | BBCMS MTG TR 2025-C35 5.843% 07/15/2058                                                                                          | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      101000 | PA      | $105351.67     | 0.00%             | 2058-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 10/01/2051#RA5998                                                                                                   | CUSIP: 3133KMUX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1610745 | PA      | $1415072.17    | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2051#BR2644                                                                                                   | CUSIP: 3140L05E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24417 | PA      | $19758.26      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXVIII LTD                                                                                     | SYMPHONY CLO XXVIII LTD A TSFR3M+140.161 10/23/2034 144A                                                                         | CUSIP: 87168BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250119.75     | 0.00%             | 2034-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.4% 05/08/2027                                                                                         | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      795000 | PA      | $808302.83     | 0.00%             | 2027-05-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GNR 2010-H27 FA TSFR1M+38 12/60                                                                                                  | CUSIP: 38375BJK9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      182704 | PA      | $182416.57     | 0.00%             | 2060-12-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2042#AQ9061                                                                                                   | CUSIP: 3138MRB75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46852 | PA      | $45605.14      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM1 M1                                                                                          | HOMES 2025-NQM1 M1 VAR 01/25/2070 144A                                                                                           | CUSIP: 43761DAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $608454.00     | 0.00%             | 2070-01-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                                     | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 4.125% 01/15/2031 144A                                                                   | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      106000 | PA      | $96619.62      | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                                      | VENTURE GLOBAL LNG INC 9%/VAR PERP 144A                                                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |     5840000 | PA      | $5799364.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.88% 12/01/2032#BS7320                                                                                                | CUSIP: 3140LJD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      234042 | PA      | $239788.18     | 0.00%             | 2032-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                                                        | COMMERCIAL METALS CO 3.875% 02/15/2031                                                                                           | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      235000 | PA      | $218138.12     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.5% 03/15/2043#758871                                                                                                 | CUSIP: 36230T2C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      306510 | PA      | $287253.27     | 0.00%             | 2043-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC SER 2015-1R                                                                                            | CSMC SER 2015-1R TSFR1M+39.448 05/27/2037 144A                                                                                   | CUSIP: 12649MBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       46943 | PA      | $46648.61      | 0.00%             | 2037-05-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+66.448 09/20/2061                                                                            | CUSIP: 38375BNA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      481556 | PA      | $481978.23     | 0.00%             | 2061-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 6.95% 11/15/2029                                                                                            | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      173000 | PA      | $183571.40     | 0.00%             | 2029-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 09/01/2052#SD8260                                                                                                 | CUSIP: 3132DWE90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1403069 | PA      | $1420416.33    | 0.00%             | 2052-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 10.375% 01/28/2033                                                                                          | CUSIP: 195325BB0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1360000 | PA      | $1624724.00    | 0.00%             | 2033-01-28      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                                                       | HALEON US CAPITAL LLC 3.375% 03/24/2027                                                                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      250000 | PA      | $247098.34     | 0.00%             | 2027-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KSL COML MTG TR 2025-MAK                                                                                    | KSL COML MTG TR 2025-MAK VAR 06/15/2042 144A                                                                                     | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1035000 | PA      | $1032443.55    | 0.00%             | 2042-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2023-3                                                               | GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2023-3 6.5% 07/20/2055 144A                                                               | CUSIP: 38237CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      818031 | PA      | $798150.66     | 0.00%             | 2055-07-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 4.875% 03/01/2053                                                                                                      | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1047000 | PA      | $904139.26     | 0.00%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP                                           | BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 4.875% 02/15/2030 144A                                                                | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      500000 | PA      | $458532.07     | 0.00%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                                             | CANO HEALTH TERM 1LN 06/28/2029                                                                                                  | CUSIP: 13781HAN0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |       58095 | PA      | $47202.01      | 0.00%             | 2029-06-28      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                                            | GGAM FINANCE LTD 5.875% 03/15/2030 144A                                                                                          | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      380000 | PA      | $383785.81     | 0.00%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                                                       | CANADA GOVERNMENT OF 2.75% 06/01/2033                                                                                            | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      380000 | PA      | $267705.83     | 0.00%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LL                                                                                  | CRESCENT ENERGY FINANCE LLC 8.375% 01/15/2034 144A                                                                               | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101478.50     | 0.00%             | 2034-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NYC 2024-3ELV                                                                                               | NYC 2024-3ELV D TSFR1M+383.827 08/15/2029 144A                                                                                   | CUSIP: 62956HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      526000 | PA      | $522130.11     | 0.00%             | 2029-08-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 3.625% 05/15/2031 144A                                                                                                  | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2432000 | PA      | $2271677.96    | 0.01%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 3.75% 01/15/2031                                                                                          | CUSIP: 718172DL0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2881955.07    | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 3 LP                                                                                  | PK ALIFT LOAN FUNDING 3 LP 5.842% 09/15/2039 144A                                                                                | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      894943 | PA      | $916657.06     | 0.00%             | 2039-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 5.375% 02/08/2035                                                                                               | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      800000 | PA      | $809600.00     | 0.00%             | 2035-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                                                  | VOLKSWAGEN INTL FINANCE NV 3.875%/VAR PERP REGS                                                                                  | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |     1300000 | PA      | $1484897.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YORKSHIRE POWER FIN LTD                                                                                     | YORKSHIRE POWER FIN LTD 7.25% 08/04/2028                                                                                         | CUSIP: N/A<br>LEI: 213800USJR8TNU5T6T16       | Long             | DBT              | CORP              | KY        |     4419000 | PA      | $6328514.84    | 0.01%             | 2028-08-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                                                     | PIEDMONT HEALTHCARE INC 2.719% 01/01/2042                                                                                        | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     1780000 | PA      | $1235583.97    | 0.00%             | 2042-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 7.75% 11/07/2036                                                                                            | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $204850.00     | 0.00%             | 2036-11-07      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PRIME SEC SVCS BORROWER LLC / PRIME FIN INC                                                                 | PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 3.375% 08/31/2027 144A                                                               | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      485000 | PA      | $469845.21     | 0.00%             | 2027-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LBA TR 2024-BOLT                                                                                            | LBA TR 2024-BOLT TSFR1M+159.11 06/15/2026 144A                                                                                   | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      610000 | PA      | $610571.39     | 0.00%             | 2039-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 VAR 01/25/2064 144A                                                                       | CUSIP: 17332HAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10399830 | PA      | $1039.98       | 0.00%             | 2064-01-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| TRICON AMERICAN HOMES 2019                                                                                  | TRICON AMERICAN HOMES 2019 3.745% 03/17/2038 144A                                                                                | CUSIP: 89612LAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      204000 | PA      | $202267.86     | 0.00%             | 2038-03-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                                            | MICHAELS COS INC 5.25% 05/01/2028 144A                                                                                           | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      643000 | PA      | $507468.21     | 0.00%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XIX LTD                                                                                    | SIXTH STREET CLO XIX LTD A1R TSFR3M+128 07/17/2038 144A                                                                          | CUSIP: 83012KAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2160000 | PA      | $2162168.64    | 0.00%             | 2038-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTURY CMNTYS INC                                                                                          | CENTURY COMMUNITIES INC 6.75% 06/01/2027                                                                                         | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250506.25     | 0.00%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 09/01/2055 #TBA                                                                                                       | CUSIP: 21H030690<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    42464000 | PA      | $37615214.19   | 0.08%             | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 3.9% 03/15/2062                                                                                          | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      260000 | PA      | $184522.19     | 0.00%             | 2062-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                                                | WP CAREY INC 4.25% 10/01/2026                                                                                                    | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |       63000 | PA      | $62911.22      | 0.00%             | 2026-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANC AMER MTG SECS INC                                                                                      | BANC AMER MTG SECS INC 5.5% 10/25/2033                                                                                           | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      144199 | PA      | $144536.44     | 0.00%             | 2033-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 06/01/2043#AT5225                                                                                                 | CUSIP: 3138WSYX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      157371 | PA      | $137479.03     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 05/01/2036#RC1953                                                                                                   | CUSIP: 3133L8E27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      340713 | PA      | $314332.59     | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 5% 07/01/2040#RR0009                                                                                                   | CUSIP: 3142JCAK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4280370 | PA      | $4324285.18    | 0.01%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                                                     | BX COML MTG TR 2023-XL3 C TSFR1M+283.988 12/09/2040 144A                                                                         | CUSIP: 12434GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      386645 | PA      | $387490.55     | 0.00%             | 2040-12-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                                                 | CANADIAN PAC RY CO 3.1% 12/02/2051                                                                                               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      248000 | PA      | $161207.10     | 0.00%             | 2051-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.125%/VAR PERP                                                                                    | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     2505000 | PA      | $2434041.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                                                          | UNITED UTILITIES WATER FINANCE PLC 3.75% 05/23/2034 REGS                                                                         | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      730000 | PA      | $854208.90     | 0.00%             | 2034-05-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 11/01/2053#RJ0189                                                                                                   | CUSIP: 3142GQF72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      913837 | PA      | $941893.43     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2024-1B                                                                        | HILTON GRAND VACATIONS TRUST 2024-1B 8.85% 09/15/2039 144A                                                                       | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1284060 | PA      | $1323293.59    | 0.00%             | 2039-09-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 5%/VAR PERP                                                                                                 | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |      122000 | PA      | $109073.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 20 TIMES SQUARE TRUST 2018-20TS                                                                             | 20 TIMES SQUARE TR 2018 CSTR 05/15/2035 144A                                                                                     | CUSIP: 90137LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3016196 | PA      | $2699495.42    | 0.01%             | 2035-05-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 05/01/2052#SD3015                                                                                                   | CUSIP: 3132DQK47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3200297 | PA      | $2792525.18    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                                                  | J P MORGAN CHASE COML MTG SECS TR 2018-WPT DFX 5.3503% 07/05/2033 144A                                                           | CUSIP: 46645WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1414000 | PA      | $805980.00     | 0.00%             | 2033-07-05      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 11/01/2035#QN4142                                                                                                 | CUSIP: 3133GAS72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       64154 | PA      | $57647.20      | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                                            | BAYER US FIN LLC 6.5% 11/21/2033 144A                                                                                            | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     2331000 | PA      | $2498175.33    | 0.01%             | 2033-11-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.8% 02/15/2029                                                                                                          | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1524389.13    | 0.00%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040                                                                                    | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1600000 | PA      | $1547248.00    | 0.00%             | 2040-01-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | ORO USD 10Y P 3.87300 L 09/08/25 BOA                                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    -3800000 | NC      | $-1249.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.00% 2/42 #Q06088                                                                                                          | CUSIP: 3132GRCZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       47018 | PA      | $45801.01      | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC STEP 06-OC1 1A1 03/25/2036                                                                                             | CUSIP: 12668BJD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       40247 | PA      | $40451.60      | 0.00%             | 2036-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 09/20/2052#MA8268                                                                                                   | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      812745 | PA      | $789959.28     | 0.00%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.424%/VAR 07/21/2034                                                                                             | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      265000 | PA      | $273594.82     | 0.00%             | 2034-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2017-30 AI 5.5% 05/47                                                                                                        | CUSIP: 3136AWQD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      197375 | PA      | $28040.30      | 0.00%             | 2047-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 01/20/2049#MA5711                                                                                                   | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      927704 | PA      | $909740.11     | 0.00%             | 2049-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.5% 12/20/2051#785805                                                                                                   | CUSIP: 3622ABKS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3176723 | PA      | $2682989.62    | 0.01%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 07/01/2052#SD1300                                                                                                   | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       78623 | PA      | $78761.35      | 0.00%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% #MA1546                                                                                                           | CUSIP: 31418AWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69681 | PA      | $65291.84      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 07/15/2046#AT7536                                                                                                   | CUSIP: 36194GLR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16544 | PA      | $15656.64      | 0.00%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                                                | US FOODS INC 5.75% 04/15/2033 144A                                                                                               | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      595000 | PA      | $596942.74     | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                                               | ANGLIAN WATER SVCS FINANC PLC 5.875% 06/20/2031 REGS                                                                             | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      565000 | PA      | $779193.54     | 0.00%             | 2031-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+110 11/25/2054                                                                            | CUSIP: 3136BTMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    44498317 | PA      | $44407589.55   | 0.10%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                                                     | JANE STREET GRP/JSG FIN 6.75% 05/01/2033 144A                                                                                    | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $180837.30     | 0.00%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                                               | SMYRNA READY MIX LLC 6% 11/01/2028 144A                                                                                          | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      505000 | PA      | $506148.37     | 0.00%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6.5% 04/01/2054#RJ1359                                                                                                 | CUSIP: 3142GRQM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       78344 | PA      | $81412.61      | 0.00%             | 2054-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 VAR 02/25/2063 144A                                                                       | CUSIP: 173106AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      179547 | PA      | $135233.56     | 0.00%             | 2063-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                                         | CONSTELLATION ENERGY GENERATION LLC 5.6% 06/15/2042                                                                              | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98159.38      | 0.00%             | 2042-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR REV                                                                                        | AMERICAN MUN OH 8.084% 2/15/50                                                                                                   | CUSIP: 02765UEK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      220000 | PA      | $274787.30     | 0.00%             | 2050-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 TRUST                                                                                        | STAR 2025-SFR5 TRUST TSFR1M+245 02/17/2042 144A                                                                                  | CUSIP: 85520CAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1083333 | PA      | $1083333.00    | 0.00%             | 2042-02-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TR 2024-1                                                           | BRIDGECREST LENDING AUTO SECURITIZATION TR 2024-1 E 8.43% 10/15/2030 144A                                                        | CUSIP: 107933AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1995000 | PA      | $2097653.32    | 0.00%             | 2030-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 12/25/2053                                                                            | CUSIP: 3136BUU65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     9392453 | PA      | $9412008.05    | 0.02%             | 2053-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 5/39 #698329                                                                                                          | CUSIP: 36296QY29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7947 | PA      | $7923.61       | 0.00%             | 2039-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TX INTL ARPT                                                                              | DFW ARPT 4.087% 11/1/2051                                                                                                        | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1010000 | PA      | $812501.37     | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 4% 04/01/2043                                                                                                        | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      142000 | PA      | $116744.59     | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM2 TR                                                                                           | PRPM 2025-NQM2 A1 TRUST 5.688% 04/25/2070 144A                                                                                   | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1662303 | PA      | $1678241.66    | 0.00%             | 2070-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 4% 05/01/2037#C91938                                                                                                   | CUSIP: 3128P8EK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2427533 | PA      | $2374020.21    | 0.01%             | 2037-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 4.9% 08/01/2041                                                                                              | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |        1000 | PA      | $900.28        | 0.00%             | 2041-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                                                    | SAFEHOLD GL HOLDINGS LLC 2.8% 06/15/2031                                                                                         | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |      146000 | PA      | $133356.54     | 0.00%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4 STEP 09/25/2061 144A                                                               | CUSIP: 362948AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6480678 | PA      | $6348835.53    | 0.01%             | 2061-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BALCAN INNOVATIONS INC                                                                                      | BALCAN INNOVATIONS TERM B 1LN 10/18/2031                                                                                         | CUSIP: N/A<br>LEI: 549300C2CLNRVCUDIH93       | Long             | LON              | CORP              | CA        |      134612 | PA      | $127208.16     | 0.00%             | 2031-10-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP INC                                                                                    | ALTA EQUIPMENT GROUP INC 9% 06/01/2029 144A                                                                                      | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $970445.03     | 0.00%             | 2029-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 4.9% 01/15/2045                                                                                                 | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1280329.20    | 0.00%             | 2045-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                                              | TD SYNNEX CORP 6.1% 04/12/2034                                                                                                   | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      300000 | PA      | $314297.95     | 0.00%             | 2034-04-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1                                                                    | CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A A 3.967% 04/15/2039 144A                                                               | CUSIP: 14855MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2760340 | PA      | $2657351.33    | 0.01%             | 2039-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK III LTD                                                                                      | SANDSTONE PEAK III LTD A1 TSFR3M+163 04/25/2037 144A                                                                             | CUSIP: 799928AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2009000.00    | 0.00%             | 2037-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 5.125% 02/13/2031                                                                                         | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1281304.36    | 0.00%             | 2031-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 5.3% 08/15/2052                                                                                                 | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1511000 | PA      | $1368437.45    | 0.00%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                                                             | RINGCENTRAL INC 8.5% 08/15/2030 144A                                                                                             | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      378000 | PA      | $403380.43     | 0.00%             | 2030-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 3.3200 08/15/2030 UKR                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2798500 | NC      | $27615.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                                                  | JPMCC 2018-WPT XAFX CSTR 07/23 144A                                                                                              | CUSIP: 46645WAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $217279.00     | 0.00%             | 2033-07-05      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2053#QH3517                                                                                                   | CUSIP: 3133CF4A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      299503 | PA      | $307931.19     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                                                        | CHENIERE CORPUS CHRISTI HOLDINGS LLC 2.742% 12/31/2039                                                                           | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     1499000 | PA      | $1241980.80    | 0.00%             | 2039-12-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HANCOCK JOHN SOVEREIGN BD FD                                                                                | JHancock Bond R6                                                                                                                 | CUSIP: 410223606<br>LEI: WKGWVLWSOXTPDPZACG18 | Long             | EC               | RF                | US        |    59181143 | NS      | $807230789.06  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                                                         | RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 04/01/2032 144A                                                                         | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1930000 | PA      | $1983661.72    | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR NOTE FUT (CBT)DEC25 TYZ5                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        9414 | NC      | $4813150.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 01/15/2043#AC9441                                                                                                   | CUSIP: 36179KP24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       47917 | PA      | $46302.12      | 0.00%             | 2043-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                                                | US FOODS INC 4.625% 06/01/2030 144A                                                                                              | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53638.92      | 0.00%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 09/01/2040#MA4128                                                                                                   | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      256552 | PA      | $223407.70     | 0.00%             | 2040-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 6.75%/VAR 12/10/2054                                                                                             | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      655000 | PA      | $663978.74     | 0.00%             | 2054-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/46#Q43257                                                                                                      | CUSIP: 3132WGTP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1061656 | PA      | $984822.56     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      120000 | NC      | $19189.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORP                                                                                                    | AES CORP 6.95%/VAR 07/15/2055                                                                                                    | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96748.44      | 0.00%             | 2055-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA, COMMONWEALTH OF                                                                                  | AUSTRALIA COMMONWEALTH OF 2.75% 06/21/2035 REGS                                                                                  | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    22200000 | PA      | $12761798.57   | 0.03%             | 2035-06-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2052#CB5124                                                                                                 | CUSIP: 3140QQVS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6157841 | PA      | $5949739.31    | 0.01%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                                                 | CHENIERE ENERGY PARTNERS LP 4.5% 10/01/2029                                                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     8713000 | PA      | $8694565.64    | 0.02%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BXSC 2022-WSS F                                                                                             | BXSC 2022-WSS D TSFR1M+ 03/15/2035 144A                                                                                          | CUSIP: 05610BAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3100000 | PA      | $3113562.50    | 0.01%             | 2035-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                                            | CARLISLE COS INC 2.2% 03/01/2032                                                                                                 | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1615575.82    | 0.00%             | 2032-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | FSWP: JPY 0.823310 03/12/2027 FTO                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -1750000000 | NC      | $8630.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFMT 2021-FRR1 TR                                                                                           | CFMT 2021-FRR1 BK54 TR 0% 02/28/2026 144A                                                                                        | CUSIP: 12529YAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      659122 | PA      | $636030.45     | 0.00%             | 2026-02-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY SOUTHN CALIF                                                                                     | UNIVERSITY SOUTHN CALIF 3.841% 10/01/2047                                                                                        | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |      815000 | PA      | $639537.26     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2048#BK3836                                                                                                   | CUSIP: 3140HHHN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110834 | PA      | $105422.34     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER CO                                                                                  | SOUTHWESTERN ELEC POWER CO 3.9% 04/01/2045                                                                                       | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       36000 | PA      | $27234.46      | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARGENT SECS TR 2006 M1                                                                                      | ARGENT SECS TR 2006 M1 STEP 07/25/2036                                                                                           | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      146475 | PA      | $39637.94      | 0.00%             | 2036-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 09/20/2051#MA7590                                                                                                     | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    23954117 | PA      | $21240591.92   | 0.05%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.0% 11/15/2042#AA5821                                                                                                 | CUSIP: 36178DPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      150060 | PA      | $136847.56     | 0.00%             | 2042-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 10/20/2043#MA1377                                                                                                   | CUSIP: 36179NQ68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      633560 | PA      | $629316.22     | 0.00%             | 2043-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2010-135 ZA 4.5% 12/40                                                                                                       | CUSIP: 31398SE82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      380900 | PA      | $366680.56     | 0.00%             | 2040-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                                                       | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                                                     | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |      490000 | PA      | $476280.10     | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                                   | MGM RESORTS INTERNATIONAL 6.5% 04/15/2032                                                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1872908.08    | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 1.95% 02/15/2028 144A                                                                                               | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1541211.98    | 0.00%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                                              | NEW JERSEY ST TPK AUTH TPK REVBUILD AMERICA BDS-TAXABLE-SER F 7.414% 1/1/40                                                      | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     2220000 | PA      | $2665413.47    | 0.01%             | 2040-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FS1954                                                                                                   | CUSIP: 3140XHE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      698524 | PA      | $618033.44     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2025-RTL3                                                                              | LHOME MORTGAGE TRUST 2025-RTL3 5.239% 08/25/2040 144A                                                                            | CUSIP: 50205YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4200000 | PA      | $4199991.60    | 0.01%             | 2040-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                                      | OCP SA 7.5% 05/02/2054 144A                                                                                                      | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      290000 | PA      | $299654.10     | 0.00%             | 2054-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                                                         | SCHWAB CHARLES CORP 4%/VAR PERP                                                                                                  | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      220000 | PA      | $201151.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                                    | NATIONSTAR MTG HLDGS INC 6% 01/15/2027 144A                                                                                      | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      809000 | PA      | $807490.57     | 0.00%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 3.864%/VAR 03/17/2033 REGS                                                                                | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |      500000 | PA      | $592385.38     | 0.00%             | 2033-03-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-2                                                                           | VERUS SECURITIZATION TRUST 2023-2 VAR 03/25/2068 144A                                                                            | CUSIP: 92539DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280963 | PA      | $281242.94     | 0.00%             | 2068-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                                                     | DARLING INGREDIENTS INC 5.25% 04/15/2027 144A                                                                                    | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      267000 | PA      | $266383.31     | 0.00%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.75% 10/15/2031                                                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3880000 | PA      | $3879947.46    | 0.01%             | 2031-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR4 TRUST                                                                                        | AMSR 2021-SFR4 TRUST 3.158% 12/17/2038 144A                                                                                      | CUSIP: 66982FAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2395149.75    | 0.01%             | 2038-12-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#FM9568                                                                                                   | CUSIP: 3140XDT22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4618784 | PA      | $3738982.12    | 0.01%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 04/01/2041#AH9677                                                                                                 | CUSIP: 3138ABXF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14906 | PA      | $15138.28      | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH ST PERS                                                                                | NYS TWY PIT(NY STATE PIT) 5% 3/15/53                                                                                             | CUSIP: 650028ZN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1340000 | PA      | $1344016.52    | 0.00%             | 2053-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERSTATE PWR and LT CO                                                                                    | INTERSTATE PWR and LT CO 5.7% 10/15/2033                                                                                         | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      500000 | PA      | $518336.73     | 0.00%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO III LTD                                                                                         | ELMWOOD CLO III LTD ERR TSFR3M+595 07/18/2037 144A                                                                               | CUSIP: 29002JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $401061.60     | 0.00%             | 2037-07-18      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 08/01/2043#AS0203                                                                                                 | CUSIP: 3138W9GM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51455 | PA      | $47057.21      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2021-2 LTD                                                                               | ROCKFORD TOWER CLO 2021-2 LTD A1 TSFR3M+142.161 07/20/2034 144A                                                                  | CUSIP: 77341LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250000.00     | 0.00%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2047#G08784                                                                                                 | CUSIP: 3128MJ2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      607103 | PA      | $559561.87     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WACHOVIA MORTGAGE LOAN TRUST SERIES 2006-AMN1                                                               | WACHOVIA MORTGAGE LOAN TRUST SERIES 2006-AMN1 A2 STEP 08/25/2036                                                                 | CUSIP: 92978EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2645397 | PA      | $895717.03     | 0.00%             | 2036-08-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 02/01/2043#Q15789                                                                                                 | CUSIP: 3132J62X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       64083 | PA      | $59149.62      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THRU CTFS SER 2007 HY3 TR                                                                     | WAMU 07-HY3 4A1 CSTR 2/12                                                                                                        | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1122 | PA      | $1029.23       | 0.00%             | 2037-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 06/01/2053#BY4741                                                                                                 | CUSIP: 3140NMHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1560082 | PA      | $1630934.28    | 0.00%             | 2053-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BXMT 2025-FL5 LTD                                                                                           | BXMT 2025-FL5 LTD A TSFR1M+163.88 10/18/2042 144A                                                                                | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      628000 | PA      | $630349.35     | 0.00%             | 2042-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CCM MERGER INC                                                                                              | CCM MERGER INC 6.375% 05/01/2026 144A                                                                                            | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |      420000 | PA      | $420401.10     | 0.00%             | 2026-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#MA4578                                                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4364941 | PA      | $3639860.38    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.510500 03/01/2054 EUR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -835000 | NC      | $76643.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                                                       | WILLIAMS SCOTSMAN INC 4.625% 08/15/2028 144A                                                                                     | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      110000 | PA      | $108231.10     | 0.00%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2023-SFR2 TR                                                                           | PROGRESS RESIDENTIAL 2023-SFR2 TR 4.5% 10/17/2040 144A                                                                           | CUSIP: 74331GAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2550000 | PA      | $2497946.34    | 0.01%             | 2040-10-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HENLEY CLO IV DAC                                                                                           | HENLEY CLO IV DAC A 3MEUR+90 04/25/2034 144A                                                                                     | CUSIP: N/A<br>LEI: 6354009HFM8XXW6PPK55       | Long             | ABS-CBDO         | CORP              | IE        |     2000000 | PA      | $2339800.01    | 0.01%             | 2034-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: USD/AUD settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3038.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                                                        | THAMES WATER SUPER SENIOR ISSUER PLC 9.75% 10/10/2027 144A                                                                       | CUSIP: N/A<br>LEI: 635400LBEYCV7F4FC741       | Long             | DBT              | CORP              | GB        |       15502 | PA      | $23155.18      | 0.00%             | 2027-10-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.5% 12/31/2031                                                                                                        | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    54889600 | PA      | $56832176.98   | 0.13%             | 2031-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                                           | JORDAN KINGDOM OF 5.85% 07/07/2030 REGS                                                                                          | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $197106.00     | 0.00%             | 2030-07-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 06/01/2036#BR2059                                                                                                 | CUSIP: 3140L0JD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55699 | PA      | $49928.28      | 0.00%             | 2036-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 6.05% 09/01/2033                                                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     4345000 | PA      | $4571624.95    | 0.01%             | 2033-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 4.875% 02/21/2028 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      253000 | PA      | $294226.55     | 0.00%             | 2028-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                                     | ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 6.74% 09/15/2036 144A                                                                    | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1344024.24    | 0.00%             | 2036-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2024-1                                                                     | ONEMAIN FINANCIAL ISSUANCE TRUST 2024-1 5.79% 05/14/2041 144A                                                                    | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      777000 | PA      | $822912.31     | 0.00%             | 2041-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 3.869%/VAR 01/12/2029 144A                                                                                          | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      900000 | PA      | $891500.77     | 0.00%             | 2029-01-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 03/01/2054#FS8634                                                                                                   | CUSIP: 3140XQSY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      132477 | PA      | $132669.44     | 0.00%             | 2054-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2024-BRBK                                                                                             | BX TR 2024-BRBK TSFR1M+696.751 10/15/2041 144A                                                                                   | CUSIP: 05613NAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      191000 | PA      | $189963.92     | 0.00%             | 2041-10-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                                                           | RESTAURANT BRANDS TERM B6 1LN 9/20/2030                                                                                          | CUSIP: N/A<br>LEI: 549300RHSHNRWI5LLA86       | Long             | LON              | CORP              | CA        |      230582 | PA      | $229574.81     | 0.00%             | 2030-09-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DOWSON 2024-1 PLC                                                                                           | DOWSON 2024-1 E PLC SONIO+395 08/20/2031 REGS                                                                                    | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-CBDO         | CORP              | GB        |      372000 | PA      | $501577.32     | 0.00%             | 2031-08-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR E                                                                                            | ROCC 2024-CNTR E 8.81906% 11/13/2041 144A                                                                                        | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346000 | PA      | $365318.01     | 0.00%             | 2041-11-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 10/01/2053#RJ0049                                                                                                   | CUSIP: 3142GQBT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9220174 | PA      | $9126933.27    | 0.02%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2052#CB3509                                                                                                   | CUSIP: 3140QN3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8735660 | PA      | $8249050.81    | 0.02%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC 6.4319% 07/15/2043 144A                                                          | CUSIP: 95004AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      264000 | PA      | $268520.89     | 0.00%             | 2043-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWABS INC                                                                                                   | CWL 2004-6 M1 TSFR1M+101.448 10/34                                                                                               | CUSIP: 126673BC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2625 | PA      | $2603.94       | 0.00%             | 2034-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-A                                                                    | AFFIRM ASSET SECURITIZATION TRUST 2024-A 5.61% 02/15/2029 144A                                                                   | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      155000 | PA      | $155791.03     | 0.00%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                                                    | BHP BILLITON FIN USA LTD 4.9% 02/28/2033                                                                                         | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      103000 | PA      | $104218.69     | 0.00%             | 2033-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                                        | WESTPAC BANKING CORP 4.11%/VAR 07/24/2034                                                                                        | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     4937000 | PA      | $4832147.94    | 0.01%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 3.75% 04/01/2040                                                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4161000 | PA      | $3456506.79    | 0.01%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OFSI BSL XIV CLO LTD                                                                                        | OFSI BSL XIV CLO LTD A TSFR3M+146 07/20/2037 144A                                                                                | CUSIP: 67119GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $10014020.00   | 0.02%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DLLAD 2023-1A                                                                                               | DLLAD 2023-1A 4.79% 01/20/2028 144A                                                                                              | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1304172 | PA      | $1308992.50    | 0.00%             | 2028-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                                              | AMERICAN ELECTRIC POWER INC CP 0% 09/19/2025                                                                                     | CUSIP: 0255E2WF3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    13700000 | PA      | $13670801.19   | 0.03%             | 2025-09-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                                                  | GRAPHIC PACKAGING INTL INC 3.5% 03/01/2029 144A                                                                                  | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      175000 | PA      | $165508.54     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.648000 4/15/2029 USC                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2315394 | NC      | $1658.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 2% 09/01/2055 #TBA                                                                                                     | CUSIP: 01F020695<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   409535000 | PA      | $325164401.25  | 0.73%             | 2055-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA ENERGY TERM B-3 1LN 12/20/2030                                                                                            | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |      415717 | PA      | $416119.81     | 0.00%             | 2030-12-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 2.887% 11/01/2051                                                                                                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1104000 | PA      | $660970.49     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERSTATE PWR and LT CO                                                                                    | INTERSTATE PWR and LT CO 4.95% 09/30/2034                                                                                        | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39422.44      | 0.00%             | 2034-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.6% 05/01/2034                                                                                                        | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1100643.76    | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 5.634% 04/04/2034 144A                                                                                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2385592.80    | 0.01%             | 2034-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NATL ASSN MCLEAN VA                                                                             | CAPITAL ONE NATL ASN MCLEAN VA 3.45% 07/27/2026                                                                                  | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |      435000 | PA      | $431646.76     | 0.00%             | 2026-07-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                                             | NXP B V/NXP FDG LLC/NXP USA INC 2.5% 05/11/2031                                                                                  | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      162000 | PA      | $145204.46     | 0.00%             | 2031-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 4.55% 05/15/2052                                                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      123000 | PA      | $99185.51      | 0.00%             | 2052-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6% 12/25/2032                                                                                     | CUSIP: 31392FWH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4608 | PA      | $4763.97       | 0.00%             | 2032-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 03/01/2054#CB8177                                                                                                 | CUSIP: 3140QUCP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      396054 | PA      | $411689.31     | 0.00%             | 2054-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B                                                              | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.41% 05/17/2027 144A                                                             | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5373000 | PA      | $5413261.50    | 0.01%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA ARM 6.25% 6/36 #886983                                                                                                      | CUSIP: 31410EM88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         966 | PA      | $991.51        | 0.00%             | 2036-06-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                                              | EXTENDED STAY AMER TR 2021-ESH F TSFR1M+381.448 07/15/2038 144A                                                                  | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      854299 | PA      | $854291.38     | 0.00%             | 2038-07-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FDG II                                                                                | PRINCIPAL LIFE GLOBAL FDG II 4.95% 11/27/2029 144A                                                                               | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7663035.68    | 0.02%             | 2029-11-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 09/01/2043#Q21524                                                                                                 | CUSIP: 3132JNVR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10138 | PA      | $9851.95       | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FIN LTD                                                                                       | MELCO RESORTS FIN LTD 5.75% 07/21/2028 REGS                                                                                      | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |     1150000 | PA      | $1138161.44    | 0.00%             | 2028-07-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-3AL                                                                                     | ACHV ABS TRUST 2024-3AL 5.01% 12/26/2031 144A                                                                                    | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      396298 | PA      | $399274.61     | 0.00%             | 2031-12-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 6.875% 05/13/2037                                                                                   | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    11400000 | PA      | $11992800.00   | 0.03%             | 2037-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.125% 05/15/2048                                                                                    | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2553000 | PA      | $1911658.47    | 0.00%             | 2048-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-1                                                                               | LENDMARK FUNDING TRUST 2025-1A B 5.33% 09/20/2034 144A                                                                           | CUSIP: 52604QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      558000 | PA      | $566576.52     | 0.00%             | 2034-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCEAN TRAILS CLO 8                                                                                          | OCEAN TRAILS CLO 8 ARR TSFR3M+129 07/15/2034 144A                                                                                | CUSIP: 67514UAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6000000 | PA      | $6006372.00    | 0.01%             | 2034-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1                                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 A1 5.738% VAR 11/25/2069 144A                                           | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      524736 | PA      | $529263.25     | 0.00%             | 2069-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.55% 09/25/2046                                                                                  | CUSIP: 3136AWGE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2082265 | PA      | $1924159.32    | 0.00%             | 2046-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                                            | CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A                                                                                        | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $257882.43     | 0.00%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.05% 04/04/2028                                                                                        | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     4804000 | PA      | $4883390.33    | 0.01%             | 2028-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                                                           | IMOLA MERGER CORP 4.75% 05/15/2029 144A                                                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      617000 | PA      | $601516.08     | 0.00%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                                                         | HUNGARY REPUBLIC OF 2.125% 09/22/2031 144A                                                                                       | CUSIP: 445545AM8<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |      780000 | PA      | $663269.10     | 0.00%             | 2031-09-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49                                                              | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 3% 03/15/2052 144A                                                                | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       21000 | PA      | $18279.04      | 0.00%             | 2052-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 5.45% 02/15/2034                                                                                             | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      755000 | PA      | $778529.98     | 0.00%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Voya Funds/USA                                                                                              | Voya Intermediate Bond I                                                                                                         | CUSIP: 92913L684<br>LEI: N/A                  | Long             | EC               | RF                | US        |   162941998 | NS      | $1435519002.15 | 3.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/2047#ZM4388                                                                                                 | CUSIP: 3131XX2V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7182 | PA      | $6662.99       | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FS0840                                                                                                   | CUSIP: 3140XF5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2274156 | PA      | $1991496.26    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                                                 | NATIONAL AUSTRALIA BANK LTD 2.332% 08/21/2030 144A                                                                               | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      450000 | PA      | $404833.34     | 0.00%             | 2030-08-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 02/20/2048#MA5021                                                                                                   | CUSIP: 36179TSJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      378301 | PA      | $372748.89     | 0.00%             | 2048-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 2.772% 11/10/2050                                                                                     | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      119000 | PA      | $71680.60      | 0.00%             | 2050-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WBHT COML MTG TR 2025-WBM                                                                                   | WBHT COML MTG TR 2025-WBM TSFR1M+174.228 06/15/2042 144A                                                                         | CUSIP: 92943QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2945000 | PA      | $2944999.71    | 0.01%             | 2042-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                                                  | VOLKSWAGEN INTL FINANCE NV 3.748%/VAR PERP REGS                                                                                  | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |      300000 | PA      | $348894.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5% 08/01/2053#RA9615                                                                                                   | CUSIP: 3133KRVG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1039736 | PA      | $1033445.17    | 0.00%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2051#CB2420                                                                                                   | CUSIP: 3140QMVN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      949190 | PA      | $834179.71     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CF 2019-CF2                                                                                                 | CF 2019-CF2 2.6236% 11/15/2052                                                                                                   | CUSIP: 12528YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      808549 | PA      | $764483.88     | 0.00%             | 2052-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+668.552 05/20/2037                                                                         | CUSIP: 38374XPV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       11001 | PA      | $1212.59       | 0.00%             | 2037-05-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 02/01/2036#QN5328                                                                                                   | CUSIP: 3133GB4M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      133358 | PA      | $123157.62     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                                              | CVR ENERGY INC 8.5% 01/15/2029 144A                                                                                              | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      330000 | PA      | $333555.09     | 0.00%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                                             | 180 MEDICAL INC 3.875% 10/15/2029 144A                                                                                           | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |      390000 | PA      | $374065.34     | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 06/01/2052#SD8220                                                                                                   | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1916283 | PA      | $1665528.86    | 0.00%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 03/01/2051#QC0031                                                                                                 | CUSIP: 3133AJA86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       55079 | PA      | $42302.17      | 0.00%             | 2051-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                                                       | KEYSPAN GAS EAST CORP 5.994% 03/06/2033 144A                                                                                     | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     2860000 | PA      | $2992531.54    | 0.01%             | 2033-03-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                                                         | COMMONSPIRIT HEALTH 5.205% 12/01/2031                                                                                            | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     9840000 | PA      | $10170352.91   | 0.02%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-11 LTD                                                                                  | CARLYLE US CLO 2021-11 LTD A1R TSFR3M+141 07/25/2037 144A                                                                        | CUSIP: 143122AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5360000 | PA      | $5377318.16    | 0.01%             | 2037-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 09/01/2051#BT9232                                                                                                 | CUSIP: 3140LYHJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      742985 | PA      | $623511.08     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2054#MA5388                                                                                                 | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3638852 | PA      | $3663372.90    | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                                                                                      | SIRIUS REAL ESTATE LTD 4% 01/22/2032 REGS                                                                                        | CUSIP: N/A<br>LEI: 213800NURUF5W8QSK566       | Long             | DBT              | CORP              | GG        |      500000 | PA      | $579679.86     | 0.00%             | 2032-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2052#SD8195                                                                                                   | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7070657 | PA      | $6163106.07    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.734500 15-APR-2028 USC                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -4600000 | NC      | $1658.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 11/20/2054#MB0025                                                                                                     | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9941703 | PA      | $9841404.31    | 0.02%             | 2054-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.557%/VAR 07/25/2034                                                                                     | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3672000 | PA      | $3812644.47    | 0.01%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 10/01/2052#SD8257                                                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8034472 | PA      | $7762950.10    | 0.02%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K98 MTG TR                                                                                       | FREMF 2019-K98 MTG TR CSTR 10/25/2052 144A                                                                                       | CUSIP: 30312DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      321808 | PA      | $307326.09     | 0.00%             | 2052-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 12/01/2051#RA6459                                                                                                 | CUSIP: 3133KNE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      357236 | PA      | $296888.87     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOYA EURO CLO II DC                                                                                         | VOYA EURO CLO II DC AR 3MEUR+96 07/15/2035 144A                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     8100000 | PA      | $9446794.88    | 0.02%             | 2035-07-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 7.17% 04/25/2027 144A                                                                                         | CUSIP: 30259RAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      675797 | PA      | $684606.49     | 0.00%             | 2027-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                                                                        | VOLKSWAGEN BANK GMBH 3.5% 06/19/2031 REGS                                                                                        | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $467647.26     | 0.00%             | 2031-06-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 5.00% 2/30 #MA0320                                                                                                     | CUSIP: 31417YLA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80569 | PA      | $81364.49      | 0.00%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2045#AS6286                                                                                                   | CUSIP: 3138WF6Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      176297 | PA      | $168624.89     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COS GLOBAL FUNDING                                                                          | MUTUAL OF OMAHA COS GLOBAL FUNDING 5% 04/01/2030 144A                                                                            | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2149735.56    | 0.00%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2051#CB0850                                                                                                   | CUSIP: 3140QK5L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1952271 | PA      | $1712059.89    | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2050#SD0265                                                                                                   | CUSIP: 3132DMJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3681824 | PA      | $3246063.32    | 0.01%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2039#AC4562                                                                                                 | CUSIP: 31417QB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1502 | PA      | $1501.17       | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 5.25% 02/01/2041                                                                                           | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      500000 | PA      | $492086.39     | 0.00%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 11/01/2044#AL7307                                                                                                 | CUSIP: 3138EQDM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      336083 | PA      | $340474.97     | 0.00%             | 2044-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVE SECS TR 2023-R06                                                                            | CONNECTICUT AVE SECS TR 2023-R06 1M2 SOFR30A+270 07/25/2043 144A                                                                 | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2582598.25    | 0.01%             | 2043-07-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 2.375% 03/15/2032                                                                                                       | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $876041.11     | 0.00%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                                                   | BAXTER INTERNATIONAL INC 2.272% 12/01/2028                                                                                       | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $938413.45     | 0.00%             | 2028-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                                                        | ZAYO INCREMENTAL TERM 1LN 03/09/2027                                                                                             | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |      189926 | PA      | $185836.70     | 0.00%             | 2027-03-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                                              | EUROPEAN UNION 3.375% 12/12/2035 REGS                                                                                            | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      240000 | PA      | $285241.46     | 0.00%             | 2035-12-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P1                                                                      | CARVANA AUTO RECEIVABLES TRUST 2023-P1 A3 5.98% 12/10/2027 144A                                                                  | CUSIP: 14688EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      282652 | PA      | $283740.44     | 0.00%             | 2027-12-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.00% 4/42 #Q07441                                                                                                          | CUSIP: 3132GSS67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18007 | PA      | $17520.24      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                                                                  | AMSR TRUST 2023-SFR2G G1 4.5% 08/19/2028                                                                                         | CUSIP: 031928AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2113500.00    | 0.00%             | 2028-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 5.867%/VAR 06/08/2034                                                                                      | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      978000 | PA      | $1028045.09    | 0.00%             | 2034-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                                               | AMEREN ILL CO 4.15% 03/15/2046                                                                                                   | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $928929.22     | 0.00%             | 2046-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                                                     | VEOLIA ENVIRONNEMENT SA 3.324% 06/17/2032 REGS                                                                                   | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1400444.31    | 0.00%             | 2032-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM 1.65% 02/20/2063                                                                                    | CUSIP: 38375BK84<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |         163 | PA      | $154.45        | 0.00%             | 2063-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                                                    | SOTHEBYS 7.375% 10/15/2027 144A                                                                                                  | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |      455000 | PA      | $449991.72     | 0.00%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.5% 02/15/2044                                                                                      | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1940000 | PA      | $1859520.30    | 0.00%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXXI LTD                                                                               | MADISON PARK FUNDING LXXI LTD A1 TSFR3M+114 04/23/2038 144A                                                                      | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2880000 | PA      | $2878560.00    | 0.01%             | 2038-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 02/20/2049#BK7188                                                                                                   | CUSIP: 3617J76Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       59050 | PA      | $57722.36      | 0.00%             | 2049-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+639.552 05/20/2037                                                                         | CUSIP: 38375J4W2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       10458 | PA      | $958.46        | 0.00%             | 2037-05-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2052#SD2175                                                                                                   | CUSIP: 3132DPMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      251406 | PA      | $250749.44     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017                                                                                | WELLS FARGO COML MTG TR 2017 C42 XA CSTR 12/15/2050                                                                              | CUSIP: 95001GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31105949 | PA      | $483445.55     | 0.00%             | 2050-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXVI LTD / MAGNETITE XXVI LLC                                                                     | MAGNETITE XXVI LTD / MAGNETITE XXVI LLC AR2 TSFR3M+115 01/25/2038 144A                                                           | CUSIP: 55954YAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3261000 | PA      | $3262412.01    | 0.01%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 427 LI 3.5% 02/15/2034                                                                            | CUSIP: 3137BGB32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      103947 | PA      | $3332.67       | 0.00%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                                                | ENTEGRIS INC 3.625% 05/01/2029 144A                                                                                              | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      324000 | PA      | $305396.31     | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 8% 09/20/2031#004901                                                                                                     | CUSIP: 36202FNS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3085 | PA      | $3194.15       | 0.00%             | 2031-09-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2046#MA2658                                                                                                 | CUSIP: 31418B5U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52429 | PA      | $48326.86      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 05/25/2044                                                                                    | CUSIP: 31394AB88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      184828 | PA      | $1277.79       | 0.00%             | 2044-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 2.75% 11/01/2029                                                                                    | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1567756.29    | 0.00%             | 2029-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                                                                               | VW CREDIT INC CP 0 09/08/2025                                                                                                    | CUSIP: 91842JW88<br>LEI: 549300UUPJ2NXDB68M19 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5892494.02    | 0.01%             | 2025-09-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.5% 03/25/2028                                                                                   | CUSIP: 3136ACE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       24177 | PA      | $487.26        | 0.00%             | 2028-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2051#QD1240                                                                                                   | CUSIP: 3133AXLV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1391672 | PA      | $1219568.36    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2043#AV2613                                                                                                 | CUSIP: 3138XD3X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45288 | PA      | $44905.94      | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.5% 11/25/2047                                                                                   | CUSIP: 3136BLRR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2771548 | PA      | $2506557.98    | 0.01%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 07/01/2054#FS8627                                                                                                 | CUSIP: 3140XQSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1287587 | PA      | $1348880.14    | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                                                   | BANK IRELAND GROUP PLC T1Y+NA 09/16/2026 144A                                                                                    | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |      285000 | PA      | $284988.49     | 0.00%             | 2026-09-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 9.016%/VAR 11/15/2033 REGS                                                                                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     6800000 | PA      | $8469546.95    | 0.02%             | 2033-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5% 09/01/2055 #TBA                                                                                                     | CUSIP: 01F050692<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   384183436 | PA      | $378885892.18  | 0.85%             | 2055-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                                              | BRANDYWINE OPER PARTNERSHIP LP 8.875% 04/12/2029                                                                                 | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     4381000 | PA      | $4762913.68    | 0.01%             | 2029-04-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| COLT 2025-7 MORTGAGE LOAN TRUST                                                                             | COLT Funding LLC STEP 06/25/2070 144A                                                                                            | CUSIP: 19689CAA9<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-CBDO         | CORP              | US        |      682055 | PA      | $686444.77     | 0.00%             | 2070-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                                    | BX TRUST 0.8% 06/15/2023 144A                                                                                                    | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1189733 | PA      | $1189361.41    | 0.00%             | 2038-06-15      | Variable      | 0.05%                 | No            |                  3 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC VAR 11/15/2030                                                                                             | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     3406000 | PA      | $3541378.28    | 0.01%             | 2030-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                                             | ERO COPPER CORP 6.5% 02/15/2030 144A                                                                                             | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |      315000 | PA      | $307125.00     | 0.00%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                                            | BERRY GLOBAL INC 1.57% 01/15/2026                                                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1655255.35    | 0.00%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2050#CA5122                                                                                                   | CUSIP: 3140QCVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1238241 | PA      | $1091690.00    | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                                                           | CEDAR FUNDING LTD AR2 TSFR3M+136 10/20/2037 144A                                                                                 | CUSIP: 15033XAU0<br>LEI: 549300ZKTUZSV15HAV29 | Long             | ABS-CBDO         | CORP              | KY        |     4327000 | PA      | $4340309.85    | 0.01%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.00% 2/27 #AB4420                                                                                                     | CUSIP: 31417A4E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53143 | PA      | $52611.93      | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                                       | LEVEL 3 FINANCING INC 4.5% 04/01/2030 144A                                                                                       | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1548187.50    | 0.00%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCCRE TRUST 2015-GTP                                                                                       | BBCCRE TRUST 2015-GTP A 3.966% 08/10/2033 144A                                                                                   | CUSIP: 05490TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      274000 | PA      | $253318.48     | 0.00%             | 2033-08-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2043#AU1687                                                                                                   | CUSIP: 3138X02V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23542 | PA      | $22715.99      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                                           | HEALTHPEAK OP LLC 2.125% 12/01/2028                                                                                              | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28068.77      | 0.00%             | 2028-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                                                        | VERISK ANALYTICS INC 4.5% 08/15/2030                                                                                             | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     1182000 | PA      | $1186757.29    | 0.00%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2046#AS7530                                                                                                 | CUSIP: 3138WHLL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      237551 | PA      | $203880.48     | 0.00%             | 2046-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5% 11/01/2054 #TBA                                                                                                     | CUSIP: 01F0506B7<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -13463000 | PA      | $-13260002.19  | -0.03%            | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 2% 02/01/2052#SL1680                                                                                                   | CUSIP: 31427N2N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      343500 | PA      | $275600.04     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                                              | ITC HLDGS CORP 4.95% 09/22/2027 144A                                                                                             | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      456000 | PA      | $461865.05     | 0.00%             | 2027-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TR                                                                                         | BSARM 03-7 3A CSTR 10/33                                                                                                         | CUSIP: 07384MYS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         249 | PA      | $249.27        | 0.00%             | 2033-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 12/20/2047#MA4900                                                                                                   | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      895476 | PA      | $829464.61     | 0.00%             | 2047-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2050#MA3905                                                                                                   | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      586836 | PA      | $515364.17     | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B31 MORTGAGE TRUST                                                                           | BENCHMARK 2021-B31 MORTGAGE TRUST 2.669% 12/15/2054                                                                              | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $355535.00     | 0.00%             | 2054-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                                        | DUKE ENERGY OHIO INC 5.25% 04/01/2033                                                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     1543000 | PA      | $1589686.71    | 0.00%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM TERM I 1LN 08/24/2028                                                                                                  | CUSIP: 89364MCC6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       73153 | PA      | $73324.49      | 0.00%             | 2028-08-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 1.9% 09/01/2031                                                                                                         | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      210000 | PA      | $181986.81     | 0.00%             | 2031-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COLT 2022-1 MORTGAGE LOAN TRUST                                                                             | COLT 2022-1 MORTGAGE LOAN TRUST VAR 12/27/2066 144A                                                                              | CUSIP: 19688HAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      152000 | PA      | $135084.98     | 0.00%             | 2066-12-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                                                    | VISA INC 3.875% 05/15/2044                                                                                                       | CUSIP: 92826CAX0<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      535000 | PA      | $623174.17     | 0.00%             | 2044-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 12/01/2040#FM5042                                                                                                   | CUSIP: 3140X8S81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      527977 | PA      | $460389.05     | 0.00%             | 2040-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2025-1                                                                               | MARLETTE FUNDING TRUST 2025-1A A 4.75% 07/16/2035 144A                                                                           | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1069025 | PA      | $1070105.88    | 0.00%             | 2035-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                                                        | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                                                          | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |      265000 | PA      | $253511.80     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 7%/VAR 03/10/2055                                                                                                | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1821939.00    | 0.00%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2062#BF0677                                                                                                   | CUSIP: 3140FXXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1253783 | PA      | $1163568.94    | 0.00%             | 2062-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER                            | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7% 02/01/2030 144A                              | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $216842.01     | 0.00%             | 2030-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SMITH and NEPHEW PLC                                                                                        | SMITH and NEPHEW PLC 5.15% 03/20/2027                                                                                            | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $253481.95     | 0.00%             | 2027-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARINER FIN ISSUANCE TR 2024-A                                                                              | MARINER FINANCE ISSUANCE TRUST 2024-A 5.13% 09/22/2036 144A                                                                      | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      279000 | PA      | $282962.47     | 0.00%             | 2036-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 3% 12/15/2051                                                                                            | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      233000 | PA      | $147022.70     | 0.00%             | 2051-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                                              | FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A                                                                             | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     1800000 | PA      | $1808309.52    | 0.00%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                                      | FEDERAL HOME LOAN BANKS 1.5% 09/30/2033                                                                                          | CUSIP: 3130AK6M3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     2000000 | PA      | $1597300.92    | 0.00%             | 2033-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                                                    | CHAMPION IRON CANADA INC 7.875% 07/15/2032 144A                                                                                  | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1935000 | PA      | $2019437.60    | 0.00%             | 2032-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JYSKE BANK                                                                                                  | JYSKE BANK AS 5.125%/VAR 05/01/2035 REGS                                                                                         | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |      369000 | PA      | $456408.58     | 0.00%             | 2035-05-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+206.198 21 10/15/2036 144A                                                          | CUSIP: 05609PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5425000 | PA      | $5404703.45    | 0.01%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#SD4554                                                                                                   | CUSIP: 3132DSBX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      824445 | PA      | $770275.80     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2043#Q17612                                                                                                 | CUSIP: 3132J83W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5490 | PA      | $5153.56       | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                                                   | HESS CORP 5.6% 02/15/2041                                                                                                        | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      460000 | PA      | $466623.68     | 0.00%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 06/20/2051#MA7418                                                                                                   | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2131414 | PA      | $1816130.07    | 0.00%             | 2051-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 5.45% 06/01/2035                                                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      590000 | PA      | $607955.03     | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 7.082% 05/13/2029                                                                                 | CUSIP: 12189TAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        2000 | PA      | $2185.16       | 0.00%             | 2029-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 03/15/2042#796180                                                                                                   | CUSIP: 36177Q2N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25610 | PA      | $24756.05      | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-SPOT                                                                      | BX COMMERCIAL MORTGAGE TRUST 2025-SPOT TSFR1M+144.34 04/15/2040 144A                                                             | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8086484 | PA      | $8104172.77    | 0.02%             | 2040-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                                                            | LSEG US FIN CORP 4.875% 03/28/2027 144A                                                                                          | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |      300000 | PA      | $303134.74     | 0.00%             | 2027-03-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                                                                   | QXO BUILDING PRODUCTS INC 6.75% 04/30/2032 144A                                                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      180000 | PA      | $185904.86     | 0.00%             | 2032-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                                                     | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                                                   | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |      360000 | PA      | $330300.00     | 0.00%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                                                      | EQUIPMENTSHARE.COM INC 9% 05/15/2028 144A                                                                                        | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105909.60     | 0.00%             | 2028-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                                                                     | PILGRIMS PRIDE CORP NEW 3.5% 03/01/2032                                                                                          | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     3345000 | PA      | $3022588.83    | 0.01%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                                                       | VENTURE GLOBAL PLAQUE 6.75% 01/15/2036 144A                                                                                      | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1106000 | PA      | $1160691.70    | 0.00%             | 2036-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2025-BHR5                                            | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2025-BHR5 A TSFR1M+169.3 03/15/2040 144A                                  | CUSIP: 46649WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      496514 | PA      | $496824.48     | 0.00%             | 2040-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 12/20/2054#MB0093                                                                                                     | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9412255 | PA      | $9597377.82    | 0.02%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAMILY ACQUISITION INC                                                                            | WASH MULTIFAMILY ACQUISITION INC 5.75% 04/15/2026 144A                                                                           | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24986.00      | 0.00%             | 2026-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CM9934                                                                                                    | CUSIP: 3617YWBB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      404789 | PA      | $422573.02     | 0.00%             | 2072-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     3700000 | NC      | $-49661.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                                                | AMERIGAS PARTN LP/AMERIGAS FIN 9.375% 06/01/2028 144A                                                                            | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      453000 | PA      | $467487.85     | 0.00%             | 2028-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2020-IV                                                                                     | BARINGS CLO LTD 2020-IV AR TSFR3M+137 10/20/2037 144A                                                                            | CUSIP: 06762BAS9<br>LEI: 549300Q89L7I93JSRH83 | Long             | ABS-CBDO         | CORP              | KY        |     1560000 | PA      | $1567350.72    | 0.00%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.625% 02/15/2053                                                                                    | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    90616000 | PA      | $72531736.79   | 0.16%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCTAGON 66 LTD                                                                                              | OCTAGON 66 LTD A1R TSFR3M+175 11/16/2036 144A                                                                                    | CUSIP: 67577WAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501178.00     | 0.00%             | 2036-11-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                                               | COMMSCOPE INC 4.75% 09/01/2029 144A                                                                                              | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       64000 | PA      | $63232.00      | 0.00%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC / FIDIUM FIBER FIN HOLDCO LLC                                               | CONSOLIDATED COMMUNICATIONS LLC / FIDIUM FIBER FIN HOLDCO LLC 25-1A A2 6% 05/20/2055 144A                                        | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1647910.56    | 0.00%             | 2055-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAAC REPERFORMING LN REMIC TR                                                                               | NAA 2004-R2 A1 CSTR 10/34 144A                                                                                                   | CUSIP: 62951MAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1656 | PA      | $1429.35       | 0.00%             | 2034-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 03/01/45#AX9566                                                                                                   | CUSIP: 3138YBTY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1233990 | PA      | $1187932.83    | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.875% 02/15/2051                                                                                    | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3311000 | PA      | $1821438.02    | 0.00%             | 2051-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 3/41 #783261                                                                                                          | CUSIP: 36241LTS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      259055 | PA      | $258120.77     | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KGS-ALPHA SBA COOF TRUST 2013-2                                                                             | KGS-ALPHA SBA COOF TRUST 2013-2 A CSTR 03/25/2039 144A                                                                           | CUSIP: 48248XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       31929 | PA      | $853.13        | 0.00%             | 2039-03-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                           | GENERAL MOTORS CO 5.35% 04/15/2028                                                                                               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     3190000 | PA      | $3261794.49    | 0.01%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                                                     | BECTON DICKINSON and CO 4.874% 02/08/2029                                                                                        | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1275268.16    | 0.00%             | 2029-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG SECS CORP                                                                                | WASHINGTON MUT MTG SECS CORP VAR 12/25/2035                                                                                      | CUSIP: 93934FHC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      424055 | PA      | $365239.92     | 0.00%             | 2035-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM3                                                                                              | MSRM 2025-NQM3 VAR 05/25/2070 144A                                                                                               | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2858209 | PA      | $2877535.13    | 0.01%             | 2070-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2018-3 LTD                                                                                         | VOYA CLO 2018-3 LTD A1R2 TSFR3M+120 10/15/2031 144A                                                                              | CUSIP: 92917KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      305396 | PA      | $305838.44     | 0.00%             | 2031-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                                                       | INCORA TOP HOLDCO LLC CONV 6% 01/31/2033                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       71207 | PA      | $70046.33      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GMACM MTG LN TR                                                                                             | GMACM MTG LN TR 4.75% 01/25/2019                                                                                                 | CUSIP: 36185NM72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         319 | PA      | $175.35        | 0.00%             | 2019-01-25      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| EDGEWATER GENERATION LLC                                                                                    | EDGEWATER GENERATION TERM B 1LN 8/1/2030                                                                                         | CUSIP: 28031FAJ9<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |       70754 | PA      | $70901.20      | 0.00%             | 2030-08-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 02/01/2033#SB0621                                                                                                   | CUSIP: 3132CWVN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       87595 | PA      | $85795.44      | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 5% 04/01/2040#SB1497                                                                                                   | CUSIP: 3132CXUW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1257887 | PA      | $1270792.64    | 0.00%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS AMER 2019-2 TR                                                                                | HOME PARTNERS AMER 2019-2 TR 3.32% 10/19/2039 144A                                                                               | CUSIP: 43732TAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      269944 | PA      | $260815.67     | 0.00%             | 2039-10-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 8.407%/VAR 11/14/2032 REGS                                                                                          | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $288476.45     | 0.00%             | 2032-11-14      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2019-2                                                                      | RESIDENTIAL MORTGAGE LOAN TRUST 2019-2 6.037% 05/25/2059 144A                                                                    | CUSIP: 76119DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      540000 | PA      | $534662.80     | 0.00%             | 2059-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 04/01/2047#SD0978                                                                                                 | CUSIP: 3132DNCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1425412 | PA      | $1209120.35    | 0.00%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2052#CB2670                                                                                                   | CUSIP: 3140QM6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      706350 | PA      | $612431.30     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2                                                                                            | PIKES PEAK CLO 2 ARR TSFR3M+122 10/11/2034 144A                                                                                  | CUSIP: 72133JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $5005855.00    | 0.01%             | 2034-10-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP PAY 4.065 05/02/30                                                                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     3970000 | NC      | $137959.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                                                   | FEDERAL FARM CREDIT BANKS 1.48% 11/26/2032                                                                                       | CUSIP: 3133EL4Y7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      965000 | PA      | $799099.65     | 0.00%             | 2032-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 A2 TR 5.708% 02/25/2070 144A                                                                                       | CUSIP: 62916TAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      693130 | PA      | $697203.87     | 0.00%             | 2070-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#FM9538                                                                                                   | CUSIP: 3140XDS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41630 | PA      | $33700.23      | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2024-2 MT 3.5% 05/25/2064                                                             | CUSIP: 35563PX46<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3216395 | PA      | $2769581.92    | 0.01%             | 2064-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                                         | US LBM TERM B 1LN 06/06/2031                                                                                                     | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      259493 | PA      | $256444.07     | 0.00%             | 2031-06-06      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 3% 05/20/2051                                                                                     | CUSIP: 38382TBX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      532023 | PA      | $90095.78      | 0.00%             | 2051-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 3.4% 01/15/2028                                                                                               | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     3460000 | PA      | $3415944.06    | 0.01%             | 2028-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                                           | GEO GROUP INC/THE 8.625% 04/15/2029                                                                                              | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |      275000 | PA      | $290997.58     | 0.00%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                                                         | DUKE ENERGY IND INC 3.75% 05/15/2046                                                                                             | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      450000 | PA      | $344550.34     | 0.00%             | 2046-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I INC                                                                                    | MSM 2004-3 4A CSTR 4/34                                                                                                          | CUSIP: 61745MA52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2473 | PA      | $2422.91       | 0.00%             | 2034-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                                                                                  | NEW YORK LIFE INSURANCE CO 5.875% 05/15/2033 144A                                                                                | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     1004000 | PA      | $1056614.39    | 0.00%             | 2033-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 12/31/2030                                                                                                       | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       36000 | PA      | $36012.66      | 0.00%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 4.9% 02/01/2033                                                                                           | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      945000 | PA      | $957975.92     | 0.00%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXVIII LTD                                                                            | MADISON PARK FUNDING XXXVIII LTD A TSFR3M+138.161 07/17/2034 144A                                                                | CUSIP: 55821KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12500000 | PA      | $12511312.50   | 0.03%             | 2034-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 01/25/2034                                                                                    | CUSIP: 3137FWHN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4562042 | PA      | $194535.52     | 0.00%             | 2034-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATL ENERGY CO PJSC                                                                               | ABU DHABI NATL ENERGY CO PJSC 4.375% 10/09/2031 144A                                                                             | CUSIP: 00388WAQ4<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    11000000 | PA      | $10962086.30   | 0.02%             | 2031-10-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                          | VICI PROPERTIES LP 4.75% 04/01/2028                                                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     1384000 | PA      | $1399047.90    | 0.00%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2053#MA8875                                                                                                   | CUSIP: 36179X2G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1550980 | PA      | $1421743.07    | 0.00%             | 2053-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 12/39 #728451                                                                                                         | CUSIP: 3620AFH42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       34112 | PA      | $34651.71      | 0.00%             | 2039-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2 LLC                                                                                         | VOYA CLO 2019-2 LLC AR TSFR3M+120 07/20/2032 144A                                                                                | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      424516 | PA      | $424907.76     | 0.00%             | 2032-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF3 LLC                                                                                          | PRPM 2024-RCF3 LLC 4% 05/25/2054 144A                                                                                            | CUSIP: 74390BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1092027 | PA      | $1074131.46    | 0.00%             | 2054-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 6.615%/VAR 10/20/2027                                                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2340000 | PA      | $2398564.12    | 0.01%             | 2027-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 04/01/2030#AS4752                                                                                                 | CUSIP: 3138WEH69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      258513 | PA      | $251540.00     | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A                                                                                  | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     5829000 | PA      | $5831360.75    | 0.01%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2043#AB9376                                                                                                 | CUSIP: 31417GM29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      256536 | PA      | $240967.43     | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/CAD settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $11399.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                                          | BUNGE LTD FIN CORP 3.2% 04/21/2031                                                                                               | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      200000 | PA      | $186414.31     | 0.00%             | 2031-04-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIGECO SECURITIZATION I LLC                                                                                 | SIGECO SECURITIZATION I LLC 5.026% 11/15/2038                                                                                    | CUSIP: 82655KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       19615 | PA      | $19945.47      | 0.00%             | 2038-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I INC                                                                                  | FIRST EAGLE TERM B 1LN 8/16/2032                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      122872 | PA      | $121361.95     | 0.00%             | 2032-08-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 07/01/2055#CC0715                                                                                                 | CUSIP: 3140Y6YM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2079785 | PA      | $2095749.18    | 0.00%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/GBP settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-14466.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR                                                                                              | SEMT 04-8 A2 TSFR6M+116.826 9/34                                                                                                 | CUSIP: 81744FDK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        3231 | PA      | $2986.57       | 0.00%             | 2034-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2047#AS8699                                                                                                   | CUSIP: 3138WJUZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      298839 | PA      | $284433.66     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT CSTR 05/16/2065                                                                                   | CUSIP: 38381JNH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1374317 | PA      | $1259872.18    | 0.00%             | 2065-05-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 07/01/2036#FM8131                                                                                                 | CUSIP: 3140XCA99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      117569 | PA      | $110653.48     | 0.00%             | 2036-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                                                                  | COMMSCOPE TECHNOLOGIES LLC 5% 03/15/2027 144A                                                                                    | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |       43000 | PA      | $42563.88      | 0.00%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-2                                                                 | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-2 4.3265% 03/25/2067 144A                                                              | CUSIP: 24380XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $85585.51      | 0.00%             | 2067-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                                                | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9788000 | PA      | $9898408.35    | 0.02%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 05/20/2045#MA2828                                                                                                   | CUSIP: 36179RD97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      120684 | PA      | $119365.17     | 0.00%             | 2045-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 3.15% 03/22/2030                                                                                      | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      175000 | PA      | $167039.17     | 0.00%             | 2030-03-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVS FIN PLC                                                                                  | WESSEX WATER SERVS FIN PLC 6.125% 09/19/2034 REGS                                                                                | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |      475000 | PA      | $642192.68     | 0.00%             | 2034-09-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 01/15/2042#794559                                                                                                   | CUSIP: 36177PB53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13825 | PA      | $13382.50      | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                                              | NISSAN MOTOR ACCEPTANCE CO LLC 7.05% 09/15/2028 144A                                                                             | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206924.17     | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2053#                                                                                                         | CUSIP: 3140MLR93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      652438 | PA      | $611150.39     | 0.00%             | 2053-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.802%/VAR 01/25/2052                                                                                             | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      105000 | PA      | $64693.88      | 0.00%             | 2052-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                                               | BAT INTL FINANCE PLC 5.931% 02/02/2029                                                                                           | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      395000 | PA      | $415102.14     | 0.00%             | 2029-02-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 5.05% 11/01/2034                                                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    20070000 | PA      | $19568251.81   | 0.04%             | 2034-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 01/01/2047#BE7087                                                                                                 | CUSIP: 3140FS2V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32268 | PA      | $31691.56      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER MTG ASSET RECEIVABLES TR 2025-NQM3                                                                | SANTANDER MTG ASSET RECEIVABLES TR 2025-NQM3 B1 CSTR 05/25/2065 144A                                                             | CUSIP: 80263AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1008779.20    | 0.00%             | 2065-05-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                                                      | X TERM 1LN 10/26/2029                                                                                                            | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      458045 | PA      | $449946.69     | 0.00%             | 2029-10-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                                                        | CANTOR FITZGERALD LP 7.2% 12/12/2028 144A                                                                                        | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |     5689000 | PA      | $6097025.09    | 0.01%             | 2028-12-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 09/01/2055 #TBA                                                                                                       | CUSIP: 21H040699<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    33406000 | PA      | $31152711.85   | 0.07%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 12/01/2042#C04422                                                                                                 | CUSIP: 31292L4F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      463141 | PA      | $424257.29     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2023-A                                                                       | MARINER FINANCE ISSUANCE TRUST 2023-A 6.7% 10/22/2035 144A                                                                       | CUSIP: 56847FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1364000 | PA      | $1373939.47    | 0.00%             | 2035-10-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 06/01/2054#CB8729                                                                                                 | CUSIP: 3140QUVX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1769303 | PA      | $1837354.82    | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2                                                                                              | COMM 2017-COR2 3.317% 09/10/2050                                                                                                 | CUSIP: 12595EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      462332 | PA      | $458212.27     | 0.00%             | 2050-09-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | USTN TII 2.125% 02/15/2054                                                                                                       | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    86600000 | PA      | $81452002.29   | 0.18%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONALFIN AUTH REV                                                                  | NEW YORK AUTH 4.375% 5/1/2037                                                                                                    | CUSIP: 64972JLP1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     9300000 | PA      | $8876008.35    | 0.02%             | 2037-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC                                   | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 3.25% 09/01/2028 144A                                  | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $264617.33     | 0.00%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE 4.75% 10/12/2034 REGS                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $250131.58     | 0.00%             | 2034-10-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                                                 | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                                                      | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $414265.82     | 0.00%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 02/01/2041#A96961                                                                                                 | CUSIP: 312945WW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27833 | PA      | $28305.94      | 0.00%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 6.259% 05/01/2027                                                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      524000 | PA      | $539204.97     | 0.00%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP REC 3.9 07/08/26                                                                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |     2300000 | NC      | $77173.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.303% 11/25/2027                                                                                 | CUSIP: 3137FCJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5976848 | PA      | $5895225.18    | 0.01%             | 2027-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2049#SD7509                                                                                                   | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5398141 | PA      | $4777803.10    | 0.01%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                                    | APTIV SWISS HOLDINGS LTD 5.15% 09/13/2034                                                                                        | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      225000 | PA      | $220079.13     | 0.00%             | 2034-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.75% 05/18/2046                                                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8710950.80    | 0.02%             | 2046-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 7% 11/25/2043                                                                                     | CUSIP: 31393X7C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2280 | PA      | $2335.58       | 0.00%             | 2043-11-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 4.5% 04/16/2050                                                                                               | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      400000 | PA      | $284222.00     | 0.00%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.25% 11/25/2047                                                                                  | CUSIP: 3136BLHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2805437 | PA      | $2507050.12    | 0.01%             | 2047-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 4.44% 10/25/2026 144A                                                                                         | CUSIP: 30259RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      661257 | PA      | $627667.46     | 0.00%             | 2026-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST 2023-IND                                                                      | BLP COMMERCIAL MORTGAGE TRUST 2023-IND TSFR1M+169.2 03/15/2040 144A                                                              | CUSIP: 055531AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      269096 | PA      | $269264.05     | 0.00%             | 2040-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6.5% 09/01/2055 #TBA                                                                                                   | CUSIP: 01F062697<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    31926000 | PA      | $33082069.19   | 0.07%             | 2055-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 05/01/2038#ZA2505                                                                                                 | CUSIP: 31329KYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34066 | PA      | $32731.08      | 0.00%             | 2038-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                                  | DAVITA INC 6.75% 07/15/2033 144A                                                                                                 | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      470000 | PA      | $487121.16     | 0.00%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM2                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM2 A1 CSTR 06/25/2065 144A                                                            | CUSIP: 36272EAA2<br>LEI: 254900WJFO182DZH8M35 | Long             | ABS-CBDO         | CORP              | US        |     3768049 | PA      | $3804064.07    | 0.01%             | 2065-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                                             | ENTERGY TEX INC 1.75% 03/15/2031                                                                                                 | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     3109000 | PA      | $2712401.63    | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6.5% 01/25/2032                                                                                   | CUSIP: 31392BQR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4877 | PA      | $5056.47       | 0.00%             | 2032-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                                                  | ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A                                                                                    | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      500000 | PA      | $496447.05     | 0.00%             | 2027-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 5.439% 07/15/2031                                                                                             | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     4400000 | PA      | $4604820.18    | 0.01%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2050#BP9120                                                                                                 | CUSIP: 3140KHD24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4599185 | PA      | $3852439.87    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                                                                                | VISTAJET TERM B 1LN 04/01/2031                                                                                                   | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |       10000 | PA      | $10046.90      | 0.00%             | 2031-04-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NATL MTG AS GTD RE PTT SOFR30A+78 12/25/2047                                                                             | CUSIP: 3136BR5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1838938 | PA      | $1842515.94    | 0.00%             | 2047-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 5.918% 03/20/2028                                                                                       | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      800000 | PA      | $811920.93     | 0.00%             | 2028-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2036#FM6342                                                                                                   | CUSIP: 3140XABL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      145586 | PA      | $133722.25     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLS INC 2016-2 CL AA PASS THRU TRS                                                               | AMERICAN AIRLS INC 2016-2 CL AA PASS THRU TRS 3.2% 12/15/2029                                                                    | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17603 | PA      | $17008.11      | 0.00%             | 2029-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 03/01/2041#MA4287                                                                                                   | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1928091 | PA      | $1672456.23    | 0.00%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAMLL RE-REMIC TRUST 2024-FRR2                                                                              | BAMLL RE-REMIC TRUST 2024-FRR2 C VAR 07/27/2050 144A                                                                             | CUSIP: 05493UAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6500000 | PA      | $5971422.60    | 0.01%             | 2050-07-27      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC                                                   | BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC BR TSFR3M+185 10/25/2030 144A                                          | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      410000 | PA      | $411399.74     | 0.00%             | 2030-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 3.25% 06/06/2032                                                                                          | CUSIP: 718172DW6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1653800.07    | 0.00%             | 2032-06-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                                                                             | BX TR 2021-ACNT TSFR1M+149.14 07/15/2029 144A                                                                                    | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      899000 | PA      | $899561.88     | 0.00%             | 2029-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 2% 10/01/2055 #TBA                                                                                                     | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   257500000 | PA      | $204491230.25  | 0.46%             | 2055-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+588.552 03/25/2038                                                                        | CUSIP: 31397MB30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4664 | PA      | $172.65        | 0.00%             | 2038-03-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                                             | TROPICANA TERM EXCH FLSO FL20 01/24/2029                                                                                         | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |      747281 | PA      | $532064.09     | 0.00%             | 2029-01-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2049                                                                                   | CUSIP: 3136BKND0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2905864 | PA      | $2548740.24    | 0.01%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                                             | PENNYMAC FINANCIAL SERVICES INC 6.875% 05/15/2032 144A                                                                           | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      250000 | PA      | $255959.25     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 04/01/2036#FM9743                                                                                                 | CUSIP: 3140XDZH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      540671 | PA      | $522163.12     | 0.00%             | 2036-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 3.5% 01/43 #Q16224                                                                                                          | CUSIP: 3132J7LE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9003 | PA      | $8441.54       | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 12/01/2032#BJ3746                                                                                                 | CUSIP: 3140H5EU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      242318 | PA      | $233088.78     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 05/01/2051#MA4325                                                                                                   | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    29215355 | PA      | $23394680.27   | 0.05%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2052#CB4121                                                                                                   | CUSIP: 3140QPSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      748435 | PA      | $699259.62     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.223%/VAR 05/01/2029                                                                              | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1962000 | PA      | $1963383.29    | 0.00%             | 2029-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | CDX HY44 5Y ICE 6/20/30                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   198000000 | NC      | $5883107.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HOLDINGS                                                                                 | INDIA CLEAN ENERGY HOLDINGS 4.5% 04/18/2027 REGS                                                                                 | CUSIP: N/A<br>LEI: 254900XQFJ9593DCY022       | Long             | DBT              | CORP              | MU        |     1150000 | PA      | $1116572.38    | 0.00%             | 2027-04-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 1/41 #AB2068                                                                                                          | CUSIP: 31416XJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6199 | PA      | $5885.13       | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2021-IP                                                                                 | GSMS 2021-IP B TSFR1M+126.448 10/15/2036 144A                                                                                    | CUSIP: 36262MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      730000 | PA      | $726358.54     | 0.00%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 04/01/2054#SD5459                                                                                                 | CUSIP: 3132DTB41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1626487 | PA      | $1641513.59    | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4                                                                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 6.95% 12/17/2029                                                                      | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1205000 | PA      | $1245006.60    | 0.00%             | 2029-12-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                                               | MARTIN MARIETTA MATERIALS INC 2.4% 07/15/2031                                                                                    | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $980631.78     | 0.00%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055                                                                            | CUSIP: 3137HJEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1426116 | PA      | $1427782.50    | 0.00%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                                            | NELNET STUDENT LOAN TRUST 2025-B 4.98% 05/17/2055 144A                                                                           | CUSIP: 64032BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      630000 | PA      | $631277.20     | 0.00%             | 2055-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RR 32 LTD / RR 32 LLC                                                                                       | RR 32 LTD / RR 32 LLC A1R TSFR3M+136 10/15/2039 144A                                                                             | CUSIP: 74988CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250693.75     | 0.00%             | 2039-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY885802 12/15/56 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      100000 | NC      | $12610.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 5.316%/VAR 03/26/2041                                                                                              | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      244000 | PA      | $238218.15     | 0.00%             | 2041-03-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 0% 04/25/2036                                                                                     | CUSIP: 31395BZK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       11684 | PA      | $9668.48       | 0.00%             | 2036-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LA LLC 2.9% 03/15/2051                                                                                                   | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      118000 | PA      | $73146.26      | 0.00%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/42 #AQ5136                                                                                                  | CUSIP: 3138MLV68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      260413 | PA      | $245350.84     | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 6.2% 11/15/2053                                                                                          | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      120000 | PA      | $127217.78     | 0.00%             | 2053-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/42#AQ8665                                                                                                   | CUSIP: 3138MQTX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1356517 | PA      | $1282071.33    | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION                                                                          | CASTLELAKE AIRCRAFT SECURITIZATION 2018-1 A 4.125% 06/15/2043 144A                                                               | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      947021 | PA      | $921820.61     | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 6% 08/15/2035                                                                                        | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $11997562.04   | 0.03%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 11/28/2025                                                                                                          | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      830000 | PA      | $821880.38     | 0.00%             | 2025-11-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                                                | SOMNIGROUP INTERNATIONAL INC 4% 04/15/2029 144A                                                                                  | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      941000 | PA      | $904510.09     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2052#QE5393                                                                                                   | CUSIP: 3133BE7E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19350 | PA      | $18374.90      | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2020-GC45                                                                                    | GS MTG SECS TR 2020-GC45 2.8428% 02/13/2053                                                                                      | CUSIP: 36258YBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      790898 | PA      | $767124.15     | 0.00%             | 2053-02-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S                                                                                     | CARLSBERG BREWERIES A/S 3.25% 02/28/2032 REGS                                                                                    | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      525000 | PA      | $612658.54     | 0.00%             | 2032-02-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 05/36#MA4328                                                                                                      | CUSIP: 31418DY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4642913 | PA      | $4164764.65    | 0.01%             | 2036-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                                                          | MATTAMY GROUP CORP 4.625% 03/01/2030 144A                                                                                        | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     1500000 | PA      | $1436875.95    | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CWHL TR 2007-11                                                                                             | CWHL TR 2007-11 6% 8/37                                                                                                          | CUSIP: 12544LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1437919 | PA      | $598441.63     | 0.00%             | 2037-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 02/01/2052#CB2906                                                                                                 | CUSIP: 3140QNGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      697086 | PA      | $634535.73     | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                                         | SIRIUS XM RADIO INC 4% 07/15/2028 144A                                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      683000 | PA      | $659152.03     | 0.00%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                                                       | ELLUCIAN TERM B 1LN 10/9/2029                                                                                                    | CUSIP: N/A<br>LEI: 549300RP8NIJ7FY7OS79       | Long             | LON              | CORP              | US        |        5000 | PA      | $5003.15       | 0.00%             | 2029-10-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049                                                                                   | CUSIP: 3137H5J24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      536999 | PA      | $470820.94     | 0.00%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 3.25% 01/15/2031                                                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1193000 | PA      | $1127897.87    | 0.00%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 4% 01/15/2030                                                                                       | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      414000 | PA      | $400508.07     | 0.00%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 08/39#A87886                                                                                                      | CUSIP: 312934XP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      258861 | PA      | $263161.41     | 0.00%             | 2039-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#RA6239                                                                                                   | CUSIP: 3133KM4Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1244091 | PA      | $1005557.09    | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                                                       | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                                                        | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     2500000 | PA      | $2760257.50    | 0.01%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 5.25% 09/07/2028                                                                                          | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      485000 | PA      | $501127.14     | 0.00%             | 2028-09-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1 6.55% 01/25/2054 144A                                                              | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      239538 | PA      | $242942.69     | 0.00%             | 2054-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WAMU ASSET BACKED CTFS WAMU SER 2007 HE2 TR                                                                 | WMHE 2007-HE2 2A3 TSFR1M+25 4/37                                                                                                 | CUSIP: 92926SAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2599305 | PA      | $894884.00     | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                                                       | REYNOLDS AMERICAN INC 5.85% 08/15/2045                                                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      269000 | PA      | $259525.02     | 0.00%             | 2045-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST 2025-1C                                                                      | BSTN COMMERCIAL MORTGAGE TRUST 2025-1C A VAR 06/15/2044 144A                                                                     | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      384000 | PA      | $394508.47     | 0.00%             | 2044-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST                                                           | BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST 4.125% 03/20/2033 144A                                                         | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35503 | PA      | $34255.59      | 0.00%             | 2033-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER CO(THE)                                                                         | CONNECTICUT LT and PWR CO 4% 04/01/2048                                                                                          | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |       69000 | PA      | $54361.93      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 20YR 3% 11/01/2036#AS8249                                                                                              | CUSIP: 3138WJEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      526958 | PA      | $502136.22     | 0.00%             | 2036-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 3980 EP 5% 1/42                                                                                                              | CUSIP: 3137AKL66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1200616 | PA      | $1235072.36    | 0.00%             | 2042-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2022-1 LTD                                                                                    | WELLFLEET CLO 2022-1 LTD A1RN TSFR3M+142 07/15/2037 144A                                                                         | CUSIP: 94950TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7750000 | PA      | $7759586.75    | 0.02%             | 2037-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                                        | WR GRACE HOLDING LLC 7.375% 03/01/2031 144A                                                                                      | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      195000 | PA      | $198482.51     | 0.00%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.25% 02/15/2052                                                                                     | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    75197300 | PA      | $44950948.70   | 0.10%             | 2052-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026                                                                              | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       91000 | PA      | $90172.78      | 0.00%             | 2026-12-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2049#FM1534                                                                                                 | CUSIP: 3140X4V45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1052675 | PA      | $1033548.48    | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LTD                                                                                 | RIO TINTO FINANCE (USA) LTD 5.2% 11/02/2040                                                                                      | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |       68000 | PA      | $67081.34      | 0.00%             | 2040-11-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 81 B LTD                                                                         | GOLUB CAPITAL PARTNERS CLO 81 B LTD 81A A1 TSFR3M+131 07/20/2038 144A                                                            | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      420000 | PA      | $420262.50     | 0.00%             | 2038-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 09/20/2052#MA8266                                                                                                   | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9476633 | PA      | $8649226.78    | 0.02%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCUBS COML MTG TR 2017-C1                                                                                   | CCUBS COML MTG TR 2017-C1 A3 3.283% 11/15/2050                                                                                   | CUSIP: 12508GAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4206908 | PA      | $4111810.53    | 0.01%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                                                      | OREILLY AUTOMOTIVE INC 1.75% 03/15/2031                                                                                          | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      938000 | PA      | $815514.41     | 0.00%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2052#RA7312                                                                                                 | CUSIP: 3133KPDR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1342835 | PA      | $1225697.25    | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                                     | BANK OF NOVA SCOTIA 4.74%/VAR 11/10/2032                                                                                         | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      475000 | PA      | $479764.96     | 0.00%             | 2032-11-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                                                   | KROGER CO 2.65% 10/15/2026                                                                                                       | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      430000 | PA      | $422862.28     | 0.00%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                                                 | GARTNER INC 4.5% 07/01/2028 144A                                                                                                 | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     2754000 | PA      | $2721503.63    | 0.01%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                                            | ASCENSION HEALTH 2.532% 11/15/2029                                                                                               | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $277463.16     | 0.00%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2047#FP0111                                                                                                   | CUSIP: 3140XTDR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4721012 | PA      | $4310392.14    | 0.01%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/43#AL7261                                                                                                   | CUSIP: 3138EQB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      597283 | PA      | $563961.30     | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 10/01/2054#CB9365                                                                                                 | CUSIP: 3140QVMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3097306 | PA      | $3123017.02    | 0.01%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                                      | MARVELL TECHNOLOGY INC 5.45% 07/15/2035                                                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      613000 | PA      | $623421.45     | 0.00%             | 2035-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                          | VICI PROPERTIES LP 5.125% 05/15/2032                                                                                             | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     6299000 | PA      | $6320969.40    | 0.01%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNR 2004-90 SI INVF 10/34                                                                                                        | CUSIP: 38374JXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        4145 | PA      | $302.16        | 0.00%             | 2034-10-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| RMF BUYOUT ISSUANCE TRUST 2020-2                                                                            | RMF BUYOUT ISSUANCE TRUST 2020-2 1.7188% 10/25/2050 144A                                                                         | CUSIP: 76971EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      545323 | PA      | $512319.89     | 0.00%             | 2050-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.511%/VAR 10/20/2032                                                                                             | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3820000 | PA      | $3389647.17    | 0.01%             | 2032-10-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2050#BP6439                                                                                                 | CUSIP: 3140KEEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1166720 | PA      | $969264.83     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                                              | PUBLIC SERVICE ELEC and GAS CO 2.05% 08/01/2050                                                                                  | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       88000 | PA      | $46434.72      | 0.00%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES 2023-1 LLC                                                                              | VERDANT RECEIVABLES 2023-1 LLC 6.24% 01/13/2031 144A                                                                             | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1443130 | PA      | $1467818.65    | 0.00%             | 2031-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                                                         | NOVA CHEMICALS CORP 9% 02/15/2030 144A                                                                                           | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      270000 | PA      | $290013.75     | 0.00%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| KOREA NATL OIL CORP                                                                                         | KOREA NATL OIL CORP 4.875% 04/03/2029 144A                                                                                       | CUSIP: 50065LAH3<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | CORP              | KR        |      300000 | PA      | $306883.23     | 0.00%             | 2029-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                                                       | TIME WARNER CABLE LLC 5.5% 09/01/2041                                                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $4698484.80    | 0.01%             | 2041-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 5/41 #005055                                                                                                       | CUSIP: 36202FTL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1080665 | PA      | $1074900.52    | 0.00%             | 2041-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                                                                                | ENERGEAN PLC 6.5% 04/30/2027 144A                                                                                                | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |      465000 | PA      | $459850.13     | 0.00%             | 2027-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 4.5% 05/15/2035                                                                                                     | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1980000 | PA      | $1894405.87    | 0.00%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.09% 05/01/2032#BS5452                                                                                                | CUSIP: 3140LGBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      693906 | PA      | $645652.19     | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC                                                            | GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 3% 08/20/2051                                                                  | CUSIP: 38382XWM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       48238 | PA      | $8261.84       | 0.00%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2019-IMC B TSFR1M+141.448 04/15/2034 144A                                                           | CUSIP: 05608BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4464000 | PA      | $4410990.00    | 0.01%             | 2034-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6.5% 10/01/2055 #TBA                                                                                                   | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8326000 | PA      | $8623263.18    | 0.02%             | 2055-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                                                | ING GROEP NV 1.726%/VAR 04/01/2027                                                                                               | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     5935000 | PA      | $5846665.30    | 0.01%             | 2027-04-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2050#FP0052                                                                                                   | CUSIP: 3140XTBW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      849389 | PA      | $683878.74     | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#CB0388                                                                                                 | CUSIP: 3140QKNE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      716258 | PA      | $601306.11     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.49935% 09/25/2026                                                                               | CUSIP: 3136AS4R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      155762 | PA      | $153534.26     | 0.00%             | 2026-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                            | WELLTOWER OP LLC 4.5% 07/01/2030                                                                                                 | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2321245.45    | 0.01%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS and ANNUITY ASSN AMER                                                                          | TEACHERS INS and ANNUITY ASSN AMER 4.9% 09/15/2044 144A                                                                          | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |       14000 | PA      | $12585.58      | 0.00%             | 2044-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KHG1 MORTGAGE TRUST                                                                              | FREMF 2018-KHG1 C MORTGAGE TRUST CSTR 12/25/2027 144A                                                                            | CUSIP: 30309FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      971831 | PA      | $917623.04     | 0.00%             | 2027-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BO3158                                                                                                   | CUSIP: 3617KJQK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       44639 | PA      | $43592.99      | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHOWTIME ACQUISITION LLC                                                                                    | WORLD CHOICE INVESTMENTS TERM B 1LN 8/16/2031                                                                                    | CUSIP: 82540EAC8<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |      234278 | PA      | $232813.42     | 0.00%             | 2031-08-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 04/01/2052#QE0889                                                                                                   | CUSIP: 3133B97A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19037 | PA      | $18077.87      | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BCRED BSL STATIC CLO 2025-1 LTD / LLC                                                                       | BCRED BSL STATIC CLO 2025-1 A AR LTD / LLC AR TSFR3M+125 07/15/2035 144A                                                         | CUSIP: 05556KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3430000 | PA      | $3423568.75    | 0.01%             | 2035-07-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                                          | PRPM 2025-RPL1 A3 4% 03/25/2055 144A                                                                                             | CUSIP: 74390WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      366000 | PA      | $336451.80     | 0.00%             | 2055-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 11/41 #772088                                                                                                         | CUSIP: 36176PRH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27192 | PA      | $25546.65      | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                                         | SIRIUS XM RADIO INC 5.5% 07/01/2029 144A                                                                                         | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      688000 | PA      | $687017.95     | 0.00%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 05/01/2052#SD8213                                                                                                   | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8514910 | PA      | $7403357.05    | 0.02%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2022-1 RECEIVABLES FUNDING LLC                                                             | SIERRA TIMESHARE 2022-1 RECEIVABLES FUNDING LLC 6% 10/20/2038 144A                                                               | CUSIP: 82652TAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       95542 | PA      | $95093.06      | 0.00%             | 2038-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 MTG TR                                                                                       | COMM 2024-WCL1 MTG TR TSFR1M+184.1 07/15/2034 144A                                                                               | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $398620.52     | 0.00%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 F1                                                                                            | FKH 2021-SFR1 E2 2.489% 08/17/2038 144A                                                                                          | CUSIP: 33767WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      292000 | PA      | $284088.08     | 0.00%             | 2038-08-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.239%/VAR 07/21/2032                                                                                             | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      875000 | PA      | $768739.97     | 0.00%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| RFM REREMIC TRUST 2022-FRR1                                                                                 | RFM REREMIC TRUST 2022-FRR1 CK64 0% 03/01/2050 144A                                                                              | CUSIP: 74971BBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4462787.00    | 0.01%             | 2050-03-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2043#AR6931                                                                                                 | CUSIP: 3138W4VZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150778 | PA      | $134978.91     | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 02/01/2036#SB8088                                                                                                 | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       48237 | PA      | $43268.94      | 0.00%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 2.375% 07/15/2031                                                                                                        | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      775000 | PA      | $683229.31     | 0.00%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN TR II                                                                                              | JPMorgan Core Bond R6                                                                                                            | CUSIP: 4812C0100<br>LEI: DQ695W4P67V7A4LC6I09 | Long             | EC               | RF                | US        |    71152479 | NS      | $737851208.04  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4% 11/15/2052                                                                                        | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   163000000 | PA      | $139887108.56  | 0.31%             | 2052-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2023-1 LLC                                                                            | SCF EQUIPMENT LEASING 2023-1A B LLC 6.37% 05/20/2032 144A                                                                        | CUSIP: 784024AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2581596.50    | 0.01%             | 2032-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 7%/VAR PERP 144A                                                                                                    | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |      200000 | PA      | $202882.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 2/41 #A96766                                                                                                          | CUSIP: 312945QT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23078 | PA      | $23060.31      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.687500 4/15/2029 USC                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -3472000 | NC      | $-2311.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 5.25% 02/15/2033                                                                                    | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1337294.76    | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2018-C13                                                                                    | UBS COML MTG TR 2018-C13 A3 4.0694% 10/15/2051                                                                                   | CUSIP: 90353KAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5225405 | PA      | $5180888.99    | 0.01%             | 2051-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                                                     | KITE RLTY GROUP TRUST 4.75% 09/15/2030                                                                                           | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10799000 | PA      | $10834110.57   | 0.02%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 01/01/2043#C04446                                                                                                   | CUSIP: 31292L5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      123693 | PA      | $113266.58     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 3.125% 07/27/2026                                                                                                 | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21798.69      | 0.00%             | 2026-07-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 2.95% 03/15/2034                                                                                  | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $943849.12     | 0.00%             | 2034-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                                             | ADAPTHEALTH LLC 4.625% 08/01/2029 144A                                                                                           | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      128000 | PA      | $121023.45     | 0.00%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                                                                                   | EDGEWELL PERSONAL CARE CO 5.5% 06/01/2028 144A                                                                                   | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      313000 | PA      | $311466.46     | 0.00%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/BRL settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-40402.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE LTD                                                                                | HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A                                                                     | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2851728 | PA      | $2773191.53    | 0.01%             | 2039-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                                                          | VORNADO REALTY LP 2.15% 06/01/2026                                                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     1762000 | PA      | $1723655.71    | 0.00%             | 2026-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                                                | ECOPETROL SA 4.625% 11/02/2031                                                                                                   | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      249000 | PA      | $218392.92     | 0.00%             | 2031-11-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 3% 03/15/2032                                                                                      | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      311000 | PA      | $282666.44     | 0.00%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 3.375% 05/06/2037                                                                                                   | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      160000 | PA      | $183127.11     | 0.00%             | 2037-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNPI SWAP CDS 12/20/30 ALVGR B                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |     1500000 | NC      | $-20535.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037                                                                                   | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    50954000 | PA      | $56635485.14   | 0.13%             | 2037-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 05/01/2051#FM9747                                                                                                   | CUSIP: 3140XDZM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1098407 | PA      | $884029.68     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                               | CARNIVAL CORP 5.75% 08/01/2032 144A                                                                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     2325000 | PA      | $2365687.50    | 0.01%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                                      | OCP SA 6.7% 03/01/2036 144A                                                                                                      | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      200000 | PA      | $206687.50     | 0.00%             | 2036-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 2.355% 03/15/2032                                                                                     | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     5980000 | PA      | $5191377.93    | 0.01%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 11/01/2041#BQ6743                                                                                                   | CUSIP: 3140KSP50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1415033 | PA      | $1219472.60    | 0.00%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2046#G08738                                                                                                 | CUSIP: 3128MJZC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      775904 | PA      | $718053.15     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                                          | CENOVUS ENERGY INC 5.25% 06/15/2037                                                                                              | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     1199000 | PA      | $1142173.35    | 0.00%             | 2037-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                                         | ALA TRUST 2025-OANA A 6.04263% 06/15/2030 144A                                                                                   | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5215000 | PA      | $5237815.63    | 0.01%             | 2040-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 08/20/2048#BD0549                                                                                                     | CUSIP: 3617BFTE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       66250 | PA      | $66539.50      | 0.00%             | 2048-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2022-D                                                                       | WORLD OMNI AUTO RECEIVABLES TR 2022-D 5.61% 02/15/2028                                                                           | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1448634 | PA      | $1454332.77    | 0.00%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TR                                                                                         | MEXICO CITY ARPT TR 5.5% 10/31/2046 144A                                                                                         | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1092000 | PA      | $927522.96     | 0.00%             | 2046-10-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                               | CARNIVAL CORP 4% 08/01/2028 144A                                                                                                 | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      675000 | PA      | $662944.50     | 0.00%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                                                         | TOLEDO HOSPITAL/THE 5.325% 11/15/2028                                                                                            | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     2792000 | PA      | $2815146.52    | 0.01%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.26% 05/01/2032#BS5440                                                                                                | CUSIP: 3140LGBJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      429906 | PA      | $405472.21     | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 10/20/2048#BH9109                                                                                                   | CUSIP: 3617H7DN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      107104 | PA      | $104728.61     | 0.00%             | 2048-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC                                                       | ELEVATION CLO 2021-15 LTD / ELEVATION CLO 2021-15 LLC A1R2 TSFR3M+130 01/25/2035 144A                                            | CUSIP: 28623VAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12500000 | PA      | $12487487.50   | 0.03%             | 2035-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.6% 09/01/2027#BL3525                                                                                                 | CUSIP: 3140HU4K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      309399 | PA      | $300988.51     | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 02/20/2052#MA7880                                                                                                     | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      477760 | PA      | $391272.90     | 0.00%             | 2052-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2466 DH 6.5 6/32                                                                                                             | CUSIP: 31392MM82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         441 | PA      | $460.43        | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6% 03/01/2055#RJ3645                                                                                             | CUSIP: 3142GUBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1349051 | PA      | $1397320.15    | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 5.95% 06/01/2055                                                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      239000 | PA      | $245602.89     | 0.00%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CZ030007 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      600000 | NC      | $70757.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC CP 0% 09/22/2025                                                                                                         | CUSIP: 40412BWN9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13954634.40   | 0.03%             | 2025-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HERMITAGE 2025 PLC                                                                                          | HERMITAGE 2025 PLC 25-1 D SONIO+170 04/21/2033 REGS                                                                              | CUSIP: N/A<br>LEI: 635400MSBHAPT1EQBW93       | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $135331.21     | 0.00%             | 2033-04-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.687500 04/15/2028 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2164000 | NC      | $3068.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP III                                                                                    | FARMERS EXCHANGE CAP III 5.454%/VAR 10/15/2054 144A                                                                              | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3335000 | PA      | $3063483.98    | 0.01%             | 2054-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.55% 03/01/2038                                                                                                       | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1091987.35    | 0.00%             | 2038-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 10/20/2054#MA9960                                                                                                     | CUSIP: 36180AB51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5650518 | PA      | $5008219.50    | 0.01%             | 2054-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 5.462%/VAR 01/05/2028                                                                                   | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202856.88     | 0.00%             | 2028-01-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG                                              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG D VAR 11/05/2041 144A                                             | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      670000 | PA      | $673519.64     | 0.00%             | 2039-11-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                                                               | YINSON BERGENIA PRODUCTION BV 8.498% 01/31/2045 144A                                                                             | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      612000 | PA      | $641376.00     | 0.00%             | 2045-01-31      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2046#AS6967                                                                                                   | CUSIP: 36193SW47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       37034 | PA      | $34176.32      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 02/01/2052#SD2298                                                                                                   | CUSIP: 3132DPRT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      215337 | PA      | $174318.52     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 6.5% 07/01/2027 144A                                                                                                    | CUSIP: 26884LAS8<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      785000 | PA      | $802105.29     | 0.00%             | 2027-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                                                       | REPUBLIC SERVICES INC 2.375% 03/15/2033                                                                                          | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2586.43       | 0.00%             | 2033-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 03/15/2026                                                                                                      | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7341000 | PA      | $7367037.57    | 0.02%             | 2026-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 05/01/2052#SD8212                                                                                                 | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7105550 | PA      | $5925213.28    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                                                      | PUGET SOUND ENERGY INC 5.448% 06/01/2053                                                                                         | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14183.57      | 0.00%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GNR 2017-134 BA 2.5% 11/46                                                                                                       | CUSIP: 38380GF25<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      503065 | PA      | $460629.65     | 0.00%             | 2046-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 11/01/2051#                                                                                                       | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      605819 | PA      | $506129.89     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 2/41 #AH0067                                                                                                          | CUSIP: 3138A1CD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      630260 | PA      | $629566.26     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                                     | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 08/01/2029 144A                                                                     | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4076510.12    | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA MED TERM NTS BOOK ENTRY REG S                                                     | PERUSAHAAN LISTRIK NEGARA PNBE 1.875% 11/05/2031 144A                                                                            | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | CORP              | ID        |     1500000 | PA      | $1569493.97    | 0.00%             | 2031-11-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                                                 | BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A                                                                               | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      466000 | PA      | $455217.74     | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                                            | LAMAR MEDIA CORP 3.75% 02/15/2028                                                                                                | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       27000 | PA      | $26252.01      | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 2.159%/VAR 09/15/2029 144A                                                                                           | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     7570000 | PA      | $7083871.78    | 0.02%             | 2029-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 7.75% 07/15/2036                                                                                                         | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $3083014.89    | 0.01%             | 2036-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 12/20/2049#BR8987                                                                                                   | CUSIP: 3617M76Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23739 | PA      | $21781.05      | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048                                                                            | CUSIP: 3137H5BQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1362248 | PA      | $1211636.22    | 0.00%             | 2048-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NAVESINK CLO 2 LTD                                                                                          | NAVESINK CLO 2 LTD A1 TSFR3M+127 04/15/2036 144A                                                                                 | CUSIP: 63942YAA2<br>LEI: 254900HNRWNLGN0X1N35 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $998169.00     | 0.00%             | 2036-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                                   | BANK NEW YORK MELLON CORP 4.289%/VAR 06/13/2033                                                                                  | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       85000 | PA      | $83046.41      | 0.00%             | 2033-06-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 2/41 #A97152                                                                                                          | CUSIP: 3129455M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       47417 | PA      | $47422.71      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO VI LTD / TRINITAS CLO VI LLC                                                                   | TRINITAS CLO VI LTD / TRINITAS CLO VI LLC ARRR TSFR3M+133 01/25/2034 144A                                                        | CUSIP: 89640YBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4503847.50    | 0.01%             | 2034-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 07/01/2037#FS2984                                                                                                 | CUSIP: 3140XJJ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      193660 | PA      | $181965.79     | 0.00%             | 2037-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LN TR                                                                               | NCHET 2003-5 AI6 5.3025% 11/33                                                                                                   | CUSIP: 64352VED9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        4831 | PA      | $4736.65       | 0.00%             | 2033-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2052#CB3239                                                                                                   | CUSIP: 3140QNS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3224995 | PA      | $2847333.23    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2042#Q13796                                                                                                 | CUSIP: 3132HQGD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       85342 | PA      | $81374.67      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 10/01/2034#C91793                                                                                                 | CUSIP: 3128P77E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4232920 | PA      | $4141512.37    | 0.01%             | 2034-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DURST COML MTG TR 2025-151                                                                                  | DURST COMMERCIAL MORTGAGE TRUST 2025-151 A VAR 08/10/2042 144A                                                                   | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137000 | PA      | $139470.07     | 0.00%             | 2042-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 7% 03/15/2032                                                                                     | CUSIP: 31393PVX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         678 | PA      | $96.70         | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MILTONIA MORTGAGE FINANCE SRL                                                                               | MILTONIA MORTGAGE FINANCE SRL STEP 04/28/2062 REGS                                                                               | CUSIP: N/A<br>LEI: 815600BC278905BA4594       | Long             | ABS-CBDO         | CORP              | IT        |      100000 | PA      | $116419.48     | 0.00%             | 2062-04-28      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CSMC MORTGAGE-BACKED TRUST SERIES 2006-4                                                                    | CSMC MORTGAGE-BACKED TRUST SERIES 2006-4 7% 05/25/2036                                                                           | CUSIP: 12637HAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      345757 | PA      | $86884.81      | 0.00%             | 2036-05-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 3.126%/VAR 08/13/2030 144A                                                                                          | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2640000 | PA      | $2517356.77    | 0.01%             | 2030-08-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 08/31/2031                                                                                                       | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1279000 | PA      | $1273953.95    | 0.00%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 06/01/2053#QG6259                                                                                                 | CUSIP: 3133C65U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      137305 | PA      | $138787.82     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                           | ENTERPRISE PRODS OPER LLC 5.25%/VAR 08/16/2077                                                                                   | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       43000 | PA      | $42548.08      | 0.00%             | 2077-08-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                                                                    | NEUBERGER BERMAN CLO LTD B TSFR3M+175 07/24/2037 144A                                                                            | CUSIP: 64135TAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501898.50     | 0.00%             | 2037-07-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 4.4% 06/15/2028                                                                                           | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5048314.80    | 0.01%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2052#SD3952                                                                                                 | CUSIP: 3132E0L91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2699836 | PA      | $2274977.01    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 04/01/2037#SB0814                                                                                                 | CUSIP: 3132CW3X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       51218 | PA      | $48381.40      | 0.00%             | 2037-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5.028% 10/25/2031                                                                                 | CUSIP: 3137HBC77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       96000 | PA      | $99065.28      | 0.00%             | 2031-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                                               | AIA GROUP LTD 0.88%/VAR 09/09/2033 REGS                                                                                          | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | DBT              | CORP              | HK        |      395000 | PA      | $432302.41     | 0.00%             | 2033-09-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 3.7% 12/01/2047                                                                                        | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     1047000 | PA      | $784953.42     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                                          | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                                                        | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1010000 | PA      | $865452.66     | 0.00%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                                                   | LINCOLN NATIONAL CORP IND 3.05% 01/15/2030                                                                                       | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      398000 | PA      | $378939.64     | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.55% 09/01/2033#BS8897                                                                                                | CUSIP: 3140LK3F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3115000 | PA      | $3143643.05    | 0.01%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US DEPT VETS AFF GTD REMI PASS                                                                              | US DEPT VETS AFF GTD REMI PASS 7% 03/15/2028                                                                                     | CUSIP: 911760LH7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        3686 | PA      | $3743.09       | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | BOEING CO-THE SNR S* ICE                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     9400000 | NC      | $158911.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CWALT ALTERNATVE LN TR 2006 OC10                                                                            | CWALT ALTERNATVE LN TR 06 OC10 TSFR1M+46 11/25/2036                                                                              | CUSIP: 23245FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2195349 | PA      | $1956917.43    | 0.00%             | 2036-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS INC                                                                                      | NEW FLYER HOLDINGS INC 9.25% 07/01/2030 144A                                                                                     | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $69725.24      | 0.00%             | 2030-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REWE INT FINANCE                                                                                            | REWE INT FINANCE 4.875% 09/13/2030 REGS                                                                                          | CUSIP: N/A<br>LEI: 5299003XLG8J4YTHLX44       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $251981.46     | 0.00%             | 2030-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VALLEY STREAM PARK CLO LTD                                                                                  | VALLEY STREAM PARK CLO LTD E1RR TSFR3M+525 01/20/2037 144A                                                                       | CUSIP: 92013BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $1001973.00    | 0.00%             | 2037-01-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#FM9539                                                                                                   | CUSIP: 3140XDS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2912622 | PA      | $2354175.41    | 0.01%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034                                 | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5679000 | PA      | $6024226.86    | 0.01%             | 2034-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 08/01/2048#FS0517                                                                                                   | CUSIP: 3140XFSF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      303816 | PA      | $271845.44     | 0.00%             | 2048-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.625% 11/15/2050                                                                                    | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   172571700 | PA      | $89036211.47   | 0.20%             | 2050-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.972%/VAR 02/04/2033                                                                                | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8097000 | PA      | $7312728.79    | 0.02%             | 2033-02-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.625% 07/31/2026                                                                                                      | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1664000 | PA      | $1615653.00    | 0.00%             | 2026-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 03/20/2055#MB0257                                                                                                   | CUSIP: 3618N5JB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2976814 | PA      | $2866380.97    | 0.01%             | 2055-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2021                                                                             | BINOM SECURITIZATION TRUST 2022-RPL1 A1 2.9359% 02/25/2061 144A                                                                  | CUSIP: 05552CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3416397 | PA      | $3190657.17    | 0.01%             | 2061-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                                            | GEORGIA POWER CO 4.7% 05/15/2032                                                                                                 | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      263000 | PA      | $264090.78     | 0.00%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1                                                 | GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1 4.49% 04/16/2029 144A                                                | CUSIP: 39154GAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1400000 | PA      | $1408137.64    | 0.00%             | 2029-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 4.3% 04/29/2053                                                                                               | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      615000 | PA      | $421890.00     | 0.00%             | 2053-04-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 04/01/2036#BR6332                                                                                                   | CUSIP: 3140L5BA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1135049 | PA      | $1043264.99    | 0.00%             | 2036-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                                                   | KROGER CO 7.7% 06/01/2029                                                                                                        | CUSIP: 501044BT7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       26000 | PA      | $29105.48      | 0.00%             | 2029-06-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                                                       | INDONESIA REPUBLIC OF 3.05% 03/12/2051                                                                                           | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1180000 | PA      | $774965.00     | 0.00%             | 2051-03-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2050#BQ6306                                                                                                   | CUSIP: 3140KSAG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      608967 | PA      | $493539.87     | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 01/31/2031                                                                                                          | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      125000 | PA      | $126484.38     | 0.00%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OZLM XVIII LTD                                                                                              | OZLM XVIII LTD A TSFR3M+128.161 04/15/2031 144A                                                                                  | CUSIP: 67112GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       50262 | PA      | $50276.95      | 0.00%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 07/20/2044#MA2074                                                                                                   | CUSIP: 36179QJT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      361644 | PA      | $347528.80     | 0.00%             | 2044-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2042#AI9097                                                                                                 | CUSIP: 3138APDB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      243142 | PA      | $229023.28     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 4.25% 05/14/2027                                                                                                     | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      400000 | PA      | $401596.63     | 0.00%             | 2027-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 03/01/2050#SD0517                                                                                                   | CUSIP: 3132DMSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2516602 | PA      | $2210099.80    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                                                                           | SCHLUMBERGER HOLDINGS CORPORATION 3.9% 05/17/2028 144A                                                                           | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |      172000 | PA      | $171564.76     | 0.00%             | 2028-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 4/40 #782918                                                                                                          | CUSIP: 36241LG34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      239958 | PA      | $243749.08     | 0.00%             | 2040-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE                                                                                   | SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A                                                                                 | CUSIP: 80307AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3885421 | PA      | $3711315.09    | 0.01%             | 2040-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#SD0785                                                                                                   | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26007 | PA      | $21053.46      | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WIN WASTE INNOVATIONS HOLDINGS INC                                                                          | WIN WASTE TERM B 1LN 3/24/2028                                                                                                   | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |      170595 | PA      | $170412.52     | 0.00%             | 2028-03-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 08/01/2042#FS3487                                                                                                   | CUSIP: 3140XJ2V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      288338 | PA      | $248563.01     | 0.00%             | 2042-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2052#FS3829                                                                                                 | CUSIP: 3140XKHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      164713 | PA      | $159301.44     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 5.827%/VAR 02/13/2035                                                                                              | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1028092.16    | 0.00%             | 2035-02-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 11/01/2041#QK1167                                                                                                 | CUSIP: 3133D4JL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      159302 | PA      | $142721.39     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2025-C 5.1% 03/15/2055 144A                                                                     | CUSIP: 83208DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1100000.00    | 0.00%             | 2055-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXXIII LTD                                                                             | MADISON PARK FUNDING LXXIII LTD B TSFR3M+ 10/17/2038 144A                                                                        | CUSIP: 55823HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250000.00     | 0.00%             | 2038-10-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: JPY 2.03 12/13/2045 FTO                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    80207653 | NC      | $-9461.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15 LLC                                                                                          | CFMT 2024-HB15 LLC VAR 08/25/2034 144A                                                                                           | CUSIP: 15723AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      792589 | PA      | $788367.02     | 0.00%             | 2034-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 0.875% 08/05/2030                                                                                                     | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      125000 | PA      | $109250.18     | 0.00%             | 2030-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FED HOME LOAN MTG CORP - GOLD 3.5% 09/15/2042                                                                                    | CUSIP: 3128HX7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       10809 | PA      | $10031.43      | 0.00%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 6.35% 12/15/2032                                                                                       | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     4385000 | PA      | $4771204.67    | 0.01%             | 2032-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                                                       | VICI PROPERTIES LP / VICI NOTE CO INC 4.125% 08/15/2030 144A                                                                     | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $294608.91     | 0.00%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                                    | IHEARTCOMMUNICATIONS INC 7.75% 08/15/2030 144A                                                                                   | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      113030 | PA      | $89684.29      | 0.00%             | 2030-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                                                       | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 6.5% 12/01/2052                                                            | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1976000 | PA      | $2016488.24    | 0.00%             | 2052-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2019-BROOK                                                                | J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A                                                      | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2433272 | PA      | $2384729.18    | 0.01%             | 2029-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 03/01/2041#A97673                                                                                                 | CUSIP: 312946Q25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      138669 | PA      | $138674.16     | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF3 LLC                                                                                          | PRPM 2025-RCF3 A1 LLC VAR 07/25/2055 144A                                                                                        | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      472655 | PA      | $474268.46     | 0.00%             | 2055-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 2.75% 04/21/2027 REGS                                                                                        | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      800000 | PA      | $904622.84     | 0.00%             | 2027-04-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTG LN TR 2006-16AX                                                                          | MORGAN STANLEY MTG 2006-16AX 2A3 STEP 11/25/2036                                                                                 | CUSIP: 617487AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       40618 | PA      | $10763.41      | 0.00%             | 2036-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 08/25/2041                                                                                    | CUSIP: 31392A5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      149662 | PA      | $914.60        | 0.00%             | 2041-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/SGD settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $2032.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                                             | DANSKE BANK AS (UNGTD) 4.613%/VAR 10/02/2030 144A                                                                                | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      412000 | PA      | $414846.48     | 0.00%             | 2030-10-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                                              | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+90 01/12/2029                                                                            | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6033837.24    | 0.01%             | 2029-01-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                               | CARNIVAL CORP 6% 05/01/2029 144A                                                                                                 | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      295000 | PA      | $298825.27     | 0.00%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                                   | APPLE INC 2.65% 02/08/2051                                                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      572000 | PA      | $350961.37     | 0.00%             | 2051-02-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 01/01/2036#MA4228                                                                                                 | CUSIP: 31418DVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2670023 | PA      | $2399224.30    | 0.01%             | 2036-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                      | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 07/25/2048                                                           | CUSIP: 3137H3QP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      737713 | PA      | $655649.88     | 0.00%             | 2048-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                                   | IQVIA INC 6.25% 06/01/2032 144A                                                                                                  | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1365832.53    | 0.00%             | 2032-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.875% 05/15/2028                                                                                                      | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    93050000 | PA      | $91338025.16   | 0.20%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                                                           | NATIONAL RURAL UTL COOP FIN 5.15% 06/15/2029                                                                                     | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4148265.92    | 0.01%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6.5% 04/01/2054#RJ1281                                                                                                 | CUSIP: 3142GRM72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      122111 | PA      | $126893.97     | 0.00%             | 2054-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP 12/15/56 S                                                                                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      300000 | NC      | $-4026.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC/NJ                                                                                  | STANDARD INDUSTRIES INC/NJ 3.375% 01/15/2031 144A                                                                                | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      377000 | PA      | $342138.70     | 0.00%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 06/01/2054#CB8727                                                                                                 | CUSIP: 3140QUVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1069911 | PA      | $1111062.35    | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                                         | CHURCHILL DOWNS INC 6.75% 05/01/2031 144A                                                                                        | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      155000 | PA      | $159305.12     | 0.00%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2052#FS7061                                                                                                   | CUSIP: 3140XNZ31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      983717 | PA      | $853455.75     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC CO                                                                                   | ATLANTIC CITY ELECTRIC CO 2.3% 03/15/2031                                                                                        | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |      425000 | PA      | $382256.65     | 0.00%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 02/01/2041#A96733                                                                                                 | CUSIP: 312945PS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      130867 | PA      | $130844.36     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.6% 01/25/2028                                                                                   | CUSIP: 3137F4D41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8300000 | PA      | $8232235.48    | 0.02%             | 2028-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                                                                 | BX 2021-LBA TSFR1M+91.45 02/15/2036 144A                                                                                         | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1559000 | PA      | $1558512.81    | 0.00%             | 2036-02-15      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MTG TR 2022-3                                                                         | DEEPHAVEN RESIDENTIAL MTG TR 2022-3 CSTR 07/25/2067 144A                                                                         | CUSIP: 24381YAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $198441.22     | 0.00%             | 2067-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                                           | LYB INTERNATIONAL FINANCE III LLC 3.375% 10/01/2040                                                                              | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      315000 | PA      | $231041.54     | 0.00%             | 2040-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 12/01/2036#BU5931                                                                                                   | CUSIP: 3140M7SV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1142135 | PA      | $1055489.05    | 0.00%             | 2036-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2042#AB6017                                                                                                 | CUSIP: 31417CVK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      520739 | PA      | $490648.55     | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 01/01/2052#SL0417                                                                                                   | CUSIP: 31427MPB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1286113 | PA      | $1127063.37    | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#FA2411                                                                                                 | CUSIP: 3140W2VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1475153 | PA      | $1250852.50    | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/45#G08654                                                                                                   | CUSIP: 3128MJWQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      279712 | PA      | $260789.06     | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                                                                 | YORKSHIRE WATER FINANCE PLC 6.375% 11/18/2034 REGS                                                                               | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      860000 | PA      | $1180086.64    | 0.00%             | 2034-11-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                                                        | FIESTA PURCHASER INC 7.875% 03/01/2031 144A                                                                                      | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $111431.78     | 0.00%             | 2031-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 04/20/2052#                                                                                                           | CUSIP: 36179W2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4750808 | PA      | $4476900.26    | 0.01%             | 2052-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#FS3201                                                                                                   | CUSIP: 3140XJRX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3128527 | PA      | $2516951.99    | 0.01%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 01/01/2040#AC8577                                                                                                 | CUSIP: 31417VQ71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      126966 | PA      | $131926.24     | 0.00%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                         | FIFTH THIRD BANCORP 4.337%/VAR 04/25/2033                                                                                        | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     2272000 | PA      | $2197780.19    | 0.00%             | 2033-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2050#FS5103                                                                                                 | CUSIP: 3140XLU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      460719 | PA      | $451196.22     | 0.00%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TR 2006-A14CB                                                              | RESIDENTIAL AST TR 2006-A14CB 6.25% 12/25/2036                                                                                   | CUSIP: 76114BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      918559 | PA      | $643596.85     | 0.00%             | 2036-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32                                                            | MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C32 A3 3.459% 12/15/2049                                                            | CUSIP: 61691GAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8677804 | PA      | $8582508.84    | 0.02%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 4.5% 11/25/2040                                                                                   | CUSIP: 31398SHA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       36314 | PA      | $34185.52      | 0.00%             | 2040-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 5.45% 06/15/2029                                                                                            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1516538.39    | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 05/01/2051#RA5267                                                                                                   | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      587166 | PA      | $514369.25     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.0% 12/01/2029#MA2149                                                                                                 | CUSIP: 31418BL79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      428104 | PA      | $420057.23     | 0.00%             | 2030-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+111.448 08/20/2063                                                                           | CUSIP: 38375B6F4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        4858 | PA      | $4908.15       | 0.00%             | 2063-08-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTURY CMNTYS INC                                                                                          | CENTURY COMMUNITIES INC 3.875% 08/15/2029 144A                                                                                   | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      235000 | PA      | $218902.78     | 0.00%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET BACKED CTFS TR SER 2006 14                                                                      | CWABS AST BKD CTF TR SER 06 14 STEP 02/25/2037                                                                                   | CUSIP: 23243LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      368011 | PA      | $376504.84     | 0.00%             | 2037-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COLT 2023-2 MORTGAGE LOAN TRUST                                                                             | COLT 2023-2 B1 MORTGAGE LOAN TRUST CSTR 07/25/2068 144A                                                                          | CUSIP: 12598UAE6<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-CBDO         | CORP              | US        |     1738000 | PA      | $1746545.92    | 0.00%             | 2068-07-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                            | FIRSTENERGY CORP STEP 07/15/2027                                                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     8607000 | PA      | $8544166.40    | 0.02%             | 2027-07-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A                                                                                  | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1091000 | PA      | $1066351.47    | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 12/15/2041#792596                                                                                                   | CUSIP: 36177L3E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5431 | PA      | $5261.67       | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                                                | HUNTINGTON BANCSHARES INC/OH 5.709%/VAR 02/02/2035                                                                               | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     5049000 | PA      | $5217364.31    | 0.01%             | 2035-02-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 07/20/2046#AS8106                                                                                                   | CUSIP: 36193UAF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       45485 | PA      | $41847.97      | 0.00%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.288%/VAR 04/25/2034                                                                                | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      120000 | PA      | $123091.66     | 0.00%             | 2034-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 12/49#BR8986                                                                                                        | CUSIP: 3617M76X1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7139 | PA      | $6533.77       | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SILVER POINT CLO 8 LTD                                                                                      | SILVER POINT CLO 8 LTD A1 TSFR3M+121 04/15/2038 144A                                                                             | CUSIP: 827918AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250150.00     | 0.00%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 06/20/2052#MA8100                                                                                                     | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6180985 | PA      | $5824620.73    | 0.01%             | 2052-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 01/01/2053#CB5482                                                                                                   | CUSIP: 3140QRCU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2053082 | PA      | $2127023.10    | 0.00%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 4.65% 10/01/2043                                                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      550000 | PA      | $462594.99     | 0.00%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                                                | FIRSTENERGY TRANSMISSION LLC 5.45% 07/15/2044 144A                                                                               | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      430000 | PA      | $411622.25     | 0.00%             | 2044-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRITISH AWYS PASS THRU TR 2018-1AA                                                                          | BRITISH AWYS PASS THRU TR 2018-1AA 3.8% 03/20/2033 144A                                                                          | CUSIP: 11042TAA1<br>LEI: 2549007HITOHPGVGUX03 | Long             | DBT              | CORP              | US        |       11889 | PA      | $11610.70      | 0.00%             | 2033-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                                                                | SIX FLAGS ENTERTAINMENT CORP 7.25% 05/15/2031 144A                                                                               | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      260000 | PA      | $261245.66     | 0.00%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAYUGA PARK CLO LTD                                                                                         | CAYUGA PARK CLO LTD AR TSFR3M+138.161 07/17/2034 144A                                                                            | CUSIP: 149791AP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      375000 | PA      | $375408.75     | 0.00%             | 2034-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 2.95% 08/15/2051                                                                                   | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       80000 | PA      | $50171.42      | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2045#Q35879                                                                                                   | CUSIP: 3132QSQ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      230310 | PA      | $220856.18     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 01/01/2048#CA1567                                                                                                 | CUSIP: 3140Q8W50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      160869 | PA      | $157594.38     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR10 TRUST                                                                       | PROGRESS RESIDENTIAL 2021-SFR10 TRUST 3.567% 12/17/2040 144A                                                                     | CUSIP: 74333WAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5568877 | PA      | $5325853.96    | 0.01%             | 2040-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                                    | SERVICE PROPERTIES TRUST 4.375% 02/15/2030                                                                                       | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      200000 | PA      | $170136.24     | 0.00%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.50% 8/42 #MA0318                                                                                                       | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      182361 | PA      | $170730.57     | 0.00%             | 2042-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 1.431%/VAR 03/09/2027                                                                              | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9480000 | PA      | $9332490.06    | 0.02%             | 2027-03-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2052#CB2869                                                                                                 | CUSIP: 3140QNFK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3376830 | PA      | $2842270.18    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-09-25                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $51313.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                                                | BX 2024-CNYN B TSFR1M+169.152 04/15/2029 144A                                                                                    | CUSIP: 05612HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1278349 | PA      | $1281145.02    | 0.00%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C1 MTG TR                                                                                         | BMO 2023-5C1 MTG TR 6.534% 08/15/2056                                                                                            | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $10536488.00   | 0.02%             | 2056-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2041#AH0064                                                                                                 | CUSIP: 3138A1CA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22101 | PA      | $22069.24      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2041#AC9301                                                                                                 | CUSIP: 31417WKP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15689 | PA      | $15932.90      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2048#BJ5772                                                                                                   | CUSIP: 3140H7MW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90777 | PA      | $86202.51      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                                          | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5%/VAR 01/31/2056                                                           | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      375000 | PA      | $385765.88     | 0.00%             | 2056-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2052#CB4820                                                                                                 | CUSIP: 3140QQLA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      575680 | PA      | $556224.68     | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR3 TR                                                                           | PROGRESS RESIDENTIAL 2025-SFR3 C TR 3.39% 07/17/2030 144A                                                                        | CUSIP: 74334BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      694000 | PA      | $640679.29     | 0.00%             | 2042-07-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 5.375% 06/01/2029                                                                                                      | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     4115000 | PA      | $4236837.29    | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS and RESORTS LP                                                                                  | HOST HOTELS and RESORTS LP 5.7% 07/01/2034                                                                                       | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      750000 | PA      | $762652.04     | 0.00%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                            | BRIXMOR OPERATING PARTNERSHIP LP 5.75% 02/15/2035                                                                                | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      310000 | PA      | $320953.06     | 0.00%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE CORP                                                                                     | NORTHWEST PIPELINE CORP 4% 04/01/2027                                                                                            | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $3164706.43    | 0.01%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.449%/VAR 07/20/2029                                                                                             | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2058000 | PA      | $2123673.97    | 0.00%             | 2029-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD                                                                   | NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD AR2 TSFR3M+140 07/18/2038 144A                                                         | CUSIP: 64131JAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4828000 | PA      | $4841161.13    | 0.01%             | 2038-07-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                                                | TAPESTRY INC 3.05% 03/15/2032                                                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    14311000 | PA      | $12815508.66   | 0.03%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                        | ENEL FINANCE INTL NV 5.5% 06/26/2034 144A                                                                                        | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1160000 | PA      | $1190046.40    | 0.00%             | 2034-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 08/01/2052#SD1939                                                                                                 | CUSIP: 3132DPEL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11772176 | PA      | $11385376.53   | 0.03%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.15%/VAR 04/23/2031                                                                                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     8090000 | PA      | $8331839.22    | 0.02%             | 2031-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 4.893% 09/11/2033                                                                                     | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      829000 | PA      | $833786.43     | 0.00%             | 2033-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 4.9% 12/15/2030                                                                                   | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     5395000 | PA      | $5482005.65    | 0.01%             | 2030-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TCW FDS INC                                                                                                 | TCW Emerging Markets Income N                                                                                                    | CUSIP: 87234N351<br>LEI: 549300RGHXB227I79431 | Long             | EC               | RF                | US        |    35514064 | NS      | $311103197.14  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 3.95% 06/15/2042                                                                                                     | CUSIP: 250847EK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       11000 | PA      | $8978.39       | 0.00%             | 2042-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.3% 07/08/2034                                                                                                      | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15198.33      | 0.00%             | 2034-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2052#MA4549                                                                                                   | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1926699 | PA      | $1679398.33    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TR                                                                                                | IMM 04-10 3A1 TSFR1M+81.448 3/35                                                                                                 | CUSIP: 45254NLM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2747 | PA      | $2656.16       | 0.00%             | 2035-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | IRS EUR 2.52 03/27/25 10Y LCH                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     1600000 | NC      | $-19562.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS SALES FIN MASTER TR                                                                                 | GENESIS SALES FINANCE MASTER TRUST 5.87% 12/20/2032 144A                                                                         | CUSIP: 37186XAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7400000 | PA      | $7445464.12    | 0.02%             | 2032-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                                                        | TANGER PROPERTIES LP 2.75% 09/01/2031                                                                                            | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     4140000 | PA      | $3690028.78    | 0.01%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 5.25% 08/06/2035                                                                                                | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      410000 | PA      | $409197.33     | 0.00%             | 2035-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTURAL ASSET-BACKED CERTIFICATES WMABS SERIES 2007-HE1 TRUST                                    | WASHINGTON MUTURAL ASSET-BACKED CERTIFICATES WMABS SERIES 2007-HE1 TRUST STEP 11/25/2036                                         | CUSIP: 93935KAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       16613 | PA      | $5174.85       | 0.00%             | 2036-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q02345                                                                                                 | CUSIP: 3132GFTA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12748 | PA      | $12944.97      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MTG TR 2022-2                                                                                | SG RESIDENTIAL MTG TR 2022-2 VAR 08/25/2062 144A                                                                                 | CUSIP: 78434KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      485000 | PA      | $478516.76     | 0.00%             | 2062-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/01/2051#SD8142                                                                                                   | CUSIP: 3132DWBK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      461650 | PA      | $404271.00     | 0.00%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                                                | SABINE PASS LIQUEFACTION LLC 5.9% 09/15/2037                                                                                     | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1286617.42    | 0.00%             | 2037-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/52#CB2764                                                                                                        | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1508523 | PA      | $1205146.37    | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | OTC EPUT AUD VS USD @ 0.625 GLM                                                                                                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |    14062000 | NC      | $9348.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 3.469% 04/15/2034 144A                                                                                              | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $3879277.00    | 0.01%             | 2034-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H4 MTG TR                                                                                        | CROSS 2025-H4 MTG TR A1 VAR 06/25/2070 144A                                                                                      | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2930600 | PA      | $2954354.47    | 0.01%             | 2070-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2049#FS5372                                                                                                 | CUSIP: 3140XL6J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      331194 | PA      | $305589.84     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRST                                                                        | ONEMAIN DIRECT AUTO RECEIVABLES TRST 6.1% 07/14/2037 144A                                                                        | CUSIP: 682684AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $102800.03     | 0.00%             | 2037-07-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLDWIDE PLAZA TR 2017-WWP                                                                                 | WORLDWIDE PLAZA TR 2017-WWP A 3.5263% 11/10/2027 144A                                                                            | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      609592 | PA      | $402731.22     | 0.00%             | 2036-11-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#CB0506                                                                                                 | CUSIP: 3140QKR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3100899 | PA      | $2628431.79    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                                        | 1011778 BC ULC/NEW RED FIN INC 6.125% 06/15/2029 144A                                                                            | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      280000 | PA      | $286792.80     | 0.00%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/GBP settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1318.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 12/01/2052#                                                                                                         | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5659230 | PA      | $5811759.27    | 0.01%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 12/01/2033#FM4036                                                                                                 | CUSIP: 3140X7PW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2495447 | PA      | $2406405.65    | 0.01%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2045#MA2482                                                                                                   | CUSIP: 31418BXL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57909 | PA      | $55153.94      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                                                    | PREMIER ENTERTAINMENT SU 5.875% 09/01/2031 144A                                                                                  | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $522000.00     | 0.00%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                          | EXPAND ENERGY CORP 5.7% 01/15/2035                                                                                               | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     8511000 | PA      | $8634586.53    | 0.02%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                                          | REGAL REXNORD CORP 6.4% 04/15/2033                                                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |       49000 | PA      | $52130.36      | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM VAR 06/20/2067                                                                                      | CUSIP: 38376R5T9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      232902 | PA      | $6718.22       | 0.00%             | 2067-06-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                                                  | CVR ENERGY TERM B 1LN 12/30/2027                                                                                                 | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      338297 | PA      | $338297.02     | 0.00%             | 2027-12-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2054#CB9500                                                                                                   | CUSIP: 3140QVRW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      270006 | PA      | $280742.34     | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.833750 04/15/2028 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -4340000 | NC      | $-9656.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.125% 10/31/2026                                                                                                      | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8797500 | PA      | $8529451.17    | 0.02%             | 2026-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 2.9% 06/15/2050                                                                                    | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      214000 | PA      | $134573.68     | 0.00%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 1.5% 03/01/2041#MA4286                                                                                                 | CUSIP: 31418DXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      571236 | PA      | $477321.67     | 0.00%             | 2041-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 4.5% 10/01/2042#RB5189                                                                                                 | CUSIP: 3133KYXS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2720611 | PA      | $2709437.66    | 0.01%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LIMITED                                                                                      | SANTOS FINANCE LTD 4.125% 09/14/2027 REGS                                                                                        | CUSIP: N/A<br>LEI: 213800BKUBSWG53XNS94       | Long             | DBT              | CORP              | AU        |     6300000 | PA      | $6232803.07    | 0.01%             | 2027-09-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                           | GENERAL MOTORS CO 6.75% 04/01/2046                                                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      465000 | PA      | $481496.18     | 0.00%             | 2046-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2042#AL2059                                                                                                   | CUSIP: 3138EJJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      180699 | PA      | $176151.86     | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 1.04%/VAR 02/04/2027                                                                                       | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5245000 | PA      | $5171314.57    | 0.01%             | 2027-02-04      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GENPACT LUXEMBOURG SARL / GENPACT USA INC                                                                   | GENPACT LUXEMBOURG SARL / GENPACT USA INC 1.75% 04/10/2026                                                                       | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      960000 | PA      | $943524.50     | 0.00%             | 2026-04-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 6% 06/01/2039                                                                                      | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14957.41      | 0.00%             | 2039-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4% 09/01/2055 #TBA                                                                                                     | CUSIP: 01F040693<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   574100000 | PA      | $535819184.23  | 1.20%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 03/01/2036#RC1880                                                                                                 | CUSIP: 3133L8CR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      324829 | PA      | $290717.02     | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2033#AL6168                                                                                                   | CUSIP: 3138EN2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60578 | PA      | $61353.86      | 0.00%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2051#FM7484                                                                                                 | CUSIP: 3140XBJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6664990 | PA      | $5657811.94    | 0.01%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021-SJ2                                                                          | TOWD POINT MORTGAGE TRUST 2021-SJ2 2.5% 12/25/2061 144A                                                                          | CUSIP: 89180LAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1383422.70    | 0.00%             | 2061-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONE TR 2024-DFW1                                                                                           | CONE TR 2024-DFW1 A TSFR1M+164.173 08/15/2026 144A                                                                               | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      320000 | PA      | $319800.03     | 0.00%             | 2041-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                                                       | VENTURE GLOBAL PLAQUE 7.5% 05/01/2033 144A                                                                                       | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      789000 | PA      | $865432.80     | 0.00%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2063#BF0733                                                                                                   | CUSIP: 3140FXY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2593058 | PA      | $2202694.02    | 0.00%             | 2063-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG 3237 C 5.5% 11/15/2036                                                                                       | CUSIP: 31397CDM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      188036 | PA      | $193222.87     | 0.00%             | 2036-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4.5% 09/15/2040#748784                                                                                                 | CUSIP: 3620C42R0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       38804 | PA      | $38655.58      | 0.00%             | 2040-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 05/01/2041#MA4334                                                                                                 | CUSIP: 31418DY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3810483 | PA      | $3411231.99    | 0.01%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TR 2022-FRR3                                                                                   | GAM RE-REMIC TR 2022-FRR3 BK89 0% 01/27/2052 144A                                                                                | CUSIP: 36459DCQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $4873967.40    | 0.01%             | 2052-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALTERNATIVE LOAN TRUST 2006-7                                                               | BOAA 2006-7 A4 VAR 10/25/2036                                                                                                    | CUSIP: 059469AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       66836 | PA      | $18208.38      | 0.00%             | 2036-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                                                  | WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027                                                                                     | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      193140 | PA      | $192485.55     | 0.00%             | 2027-10-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2046#BM4748                                                                                                 | CUSIP: 3140J9H20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      291637 | PA      | $275550.28     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                                             | WEYERHAEUSER CO 4% 11/15/2029                                                                                                    | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1467859.58    | 0.00%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3                                                                | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3 6.02% 09/15/2028 144A                                                               | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1926331.15    | 0.00%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                                                         | ECUADOR REPUBLIC OF STEP 07/31/2035 144A                                                                                         | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      320000 | PA      | $241600.00     | 0.00%             | 2035-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 03/51#MA4280                                                                                                      | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1887722 | PA      | $1432714.13    | 0.00%             | 2051-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.5% 11/15/2043#711823                                                                                                 | CUSIP: 36297GYU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      324928 | PA      | $303618.76     | 0.00%             | 2043-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/45#G08659                                                                                                   | CUSIP: 3128MJWV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      164916 | PA      | $153083.70     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 7.375%/VAR PERP 144A                                                                                                 | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |      250000 | PA      | $257054.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                                          | REGAL REXNORD CORP 6.05% 04/15/2028                                                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      500000 | PA      | $517647.02     | 0.00%             | 2028-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FREDDIE MAC 6% 01/15/2029                                                                                                        | CUSIP: 3133THTM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         339 | PA      | $345.16        | 0.00%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                                     | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.9% 11/15/2027 144A                                                                     | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2131274.92    | 0.00%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MTG TR 2022-2                                                                                | SG RESIDENTIAL MTG TR 2022-2 B1 CSTR 08/25/2062 144A                                                                             | CUSIP: 78434KAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      104000 | PA      | $101866.84     | 0.00%             | 2062-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 02/01/2053#SD3099                                                                                                 | CUSIP: 3132DQNQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      332117 | PA      | $303146.20     | 0.00%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2041#AH7450                                                                                                 | CUSIP: 3138A9H49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26228 | PA      | $26609.02      | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                                                       | RIO TINTO FIN USA PLC 5.25% 03/14/2035                                                                                           | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      695000 | PA      | $708019.39     | 0.00%             | 2035-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/01/2052#QD5254                                                                                                 | CUSIP: 3133B2ZT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      147590 | PA      | $123165.09     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                                             | STAR PARENT INC 9% 10/01/2030 144A                                                                                               | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105864.50     | 0.00%             | 2030-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                                 | VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030                                                                                        | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    10008000 | PA      | $9463774.67    | 0.02%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                                                                | ANTERO RESOURCES CORP 7.625% 02/01/2029 144A                                                                                     | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     3251000 | PA      | $3315922.47    | 0.01%             | 2029-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AGL CLO 44 LTD                                                                                              | AGL CLO 44 LTD C TSFR3M+180 10/22/2037 144A                                                                                      | CUSIP: 00121RAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250000.00     | 0.00%             | 2037-10-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 5.773% 01/10/2033 144A                                                                                           | CUSIP: 126650BV1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |        6765 | PA      | $6857.52       | 0.00%             | 2033-01-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BASTION FUNDING I LLC                                                                                       | BASTION FUNDING I LLC 7.119% 04/25/2038 144A                                                                                     | CUSIP: 07030UAA0<br>LEI: 549300NX3WVP5ASDEU57 | Long             | ABS-CBDO         | CORP              | US        |     1117703 | PA      | $1125079.83    | 0.00%             | 2038-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2032#AO8038                                                                                                 | CUSIP: 3138LY4Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20003 | PA      | $19476.16      | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIXTH STR CLO XVII LTD / SIXTH STR CLO XVII LLC                                                             | SIXTH STR CLO XVII LTD / SIXTH STR CLO XVII LLC A1R TSFR3M+115 04/17/2038 144A                                                   | CUSIP: 83012FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      175000 | PA      | $174876.98     | 0.00%             | 2038-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 09/01/2042#G07816                                                                                                 | CUSIP: 3128MAAR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      552054 | PA      | $552064.16     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 08/01/2052#FS8710                                                                                                   | CUSIP: 3140XQVC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9569637 | PA      | $8437027.31    | 0.02%             | 2052-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                                                        | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                                                       | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      185000 | PA      | $188946.98     | 0.00%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                                                | FMG RES AUGUST 2006 PTY LTD 6.125% 04/15/2032 144A                                                                               | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $51316.75      | 0.00%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2052#BV9499                                                                                                   | CUSIP: 3140MPRV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      149371 | PA      | $139603.38     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-FRR1 TR                                                                                           | CFMT 2021-FRR1 CK54 TR 0% 02/28/2026 144A                                                                                        | CUSIP: 12529YAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      204787 | PA      | $196358.42     | 0.00%             | 2026-02-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 01/20/2055#MB0146                                                                                                     | CUSIP: 3618N5EU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    15091843 | PA      | $14934869.49   | 0.03%             | 2055-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 1.875% 02/28/2031                                                                                                | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2540000 | PA      | $2198939.82    | 0.00%             | 2031-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                                       | TENET HEALTHCARE CORP 4.25% 06/01/2029                                                                                           | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1713000 | PA      | $1667644.90    | 0.00%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                                               | SMYRNA READY MIX LLC 8.875% 11/15/2031 144A                                                                                      | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      465000 | PA      | $496044.33     | 0.00%             | 2031-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                                                          | CNA FINANCIAL CORP 3.9% 05/01/2029                                                                                               | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1379751.27    | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAPA JOHNS INTERNATIONAL INC                                                                                | PAPA JOHNS INTERNATIONAL INC 3.875% 09/15/2029 144A                                                                              | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |      340000 | PA      | $326395.78     | 0.00%             | 2029-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 09/01/2054#RJ2472                                                                                                 | CUSIP: 3142GSXA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      253970 | PA      | $263917.25     | 0.00%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                                            | NELNET STUDENT LOAN TRUST 2025-BA C 5.38% 05/17/2055 144A                                                                        | CUSIP: 64032BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      260000 | PA      | $260585.18     | 0.00%             | 2055-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 5.905%/VAR 05/14/2035 144A                                                                                | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      665000 | PA      | $696151.74     | 0.00%             | 2035-05-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF                                                                                         | ECUADOR REPUBLIC OF STEP 07/31/2030 144A                                                                                         | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      430000 | PA      | $387430.00     | 0.00%             | 2030-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 09/01/2053#CB7123                                                                                                   | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1388241 | PA      | $1430863.16    | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.75% 07/15/2064                                                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      250000 | PA      | $239342.55     | 0.00%             | 2064-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | FSWP: EUR 2.455500 03/22/2054 EUR                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -351000 | NC      | $36352.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 2.65% 11/20/2040                                                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1073893.78    | 0.00%             | 2040-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2                                                         | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2 A1 5.545% 02/25/2065 144A                                                    | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      282442 | PA      | $285190.98     | 0.00%             | 2065-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH and HOSPITALS CORP                                                                          | ADVOCATE HEALTH and HOSPITALS CORP 3.387% 10/15/2049                                                                             | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |      510000 | PA      | $358888.02     | 0.00%             | 2049-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                           | EVERSOURCE ENERGY CP 0% 09/25/2025                                                                                               | CUSIP: 30040XWR3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5979267.00    | 0.01%             | 2025-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 10/15/2041#775540                                                                                                   | CUSIP: 36176TLV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33561 | PA      | $32452.64      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTEX HOME EQUITY LN TR                                                                                    | CENTEX HOME EQUITY LN TR 6.36% 07/25/2032                                                                                        | CUSIP: 152314DQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         289 | PA      | $278.81        | 0.00%             | 2032-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL CAPITAL TRUST SERIES 2021-2                                                            | GREYSTONE COMMERCIAL CAPITAL TRUST SERIES 2021-2 FRN 1ML+227 05/31/2026 144A                                                     | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7691819 | PA      | $6845718.73    | 0.02%             | 2026-05-31      | Variable      | 0.07%                 | No            |                  3 | On Loan: No      |
| CAPITAL ONE NATL ASSN MCLEAN VA                                                                             | CAPITAL ONE NATL ASN MCLEAN VA 4.682%/VAR 08/09/2028                                                                             | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     3503000 | PA      | $3582991.64    | 0.01%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6% 11/35 #AD0687                                                                                                            | CUSIP: 31418MXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      178556 | PA      | $186706.99     | 0.00%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-3                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-3 A 5.87% 06/25/2055 144A                                                            | CUSIP: 92262RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1800568 | PA      | $1822960.56    | 0.00%             | 2055-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                                                         | ARTERA SERVICES TERM 1LN 2/15/2031                                                                                               | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |      160790 | PA      | $135555.97     | 0.00%             | 2031-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                                   | L3HARRIS TECHNOLOGIES INC CP 0% 09/09/2025                                                                                       | CUSIP: 50248BW99<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3295452.27    | 0.01%             | 2025-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/01/2051#CB0531                                                                                                   | CUSIP: 3140QKSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      241693 | PA      | $211728.06     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XXV DAC                                                                                         | HARVEST CLO XXV DAC AR 3MEUR+95 10/21/2034 144A                                                                                  | CUSIP: N/A<br>LEI: 6354001WPDJHCROVSI55       | Long             | ABS-CBDO         | CORP              | IE        |     3500000 | PA      | $4084491.18    | 0.01%             | 2034-10-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AGL CLO 32 LTD                                                                                              | AGL CLO 32 LTD A1 TSFR3M+138 07/21/2037 144A                                                                                     | CUSIP: 00121BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250660.75     | 0.00%             | 2037-07-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                                                                       | ENTERPRISE FLEET FINANCING 2024-4 LLC 4.56% 11/20/2028 144A                                                                      | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3400000 | PA      | $3428920.40    | 0.01%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2052#CB2763                                                                                                   | CUSIP: 3140QNB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1081064 | PA      | $867706.54     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                                             | STANDARD BUILDING SOLUTIONS INC 6.25% 08/01/2033 144A                                                                            | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127576.35     | 0.00%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2050#MA4183                                                                                                 | CUSIP: 31418DUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      954101 | PA      | $798592.22     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC 4.75% 11/13/2028 144A                                                                              | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      541000 | PA      | $543802.88     | 0.00%             | 2028-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 6.491%/VAR 10/23/2034                                                                                     | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      555000 | PA      | $610322.49     | 0.00%             | 2034-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029                                                                                     | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    45125000 | PA      | $47831768.98   | 0.11%             | 2029-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | PRUDENTIAL CDS SWAP 05/07/2026                                                                                                   | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |     7040000 | NC      | $143205.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.664%/VAR 04/17/2036                                                                                             | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3147000 | PA      | $3275637.75    | 0.01%             | 2036-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      300000 | NC      | $-4026.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 08/15/2043#AD5682                                                                                                   | CUSIP: 36180HJ33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15040 | PA      | $14485.16      | 0.00%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CWMBS INC                                                                                                   | CWHL 05-22 2A1 CSTR 11/35                                                                                                        | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        3852 | PA      | $3223.26       | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 02/01/2036#SB8510                                                                                                   | CUSIP: 3132D6N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2963051 | PA      | $2723449.02    | 0.01%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                                                                   | EMERA INC 6.75%/VAR 06/15/2076                                                                                                   | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      542000 | PA      | $545402.68     | 0.00%             | 2076-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                                   | BALL CORP 3.125% 09/15/2031                                                                                                      | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      410000 | PA      | $369565.31     | 0.00%             | 2031-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CGMS COMMERCIAL MORTGAGE TRUST 2017-B1                                                                      | CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 3.197% 08/15/2050                                                                         | CUSIP: 17326CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      856433 | PA      | $839127.41     | 0.00%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 9/41 #489861                                                                                                          | CUSIP: 36210EFA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11507 | PA      | $11125.15      | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                                                | VALLOUREC SA 7.5% 04/15/2032 144A                                                                                                | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |      295000 | PA      | $313256.96     | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 A3 TR 5.86% 02/25/2070 144A                                                                                        | CUSIP: 62916TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1189326 | PA      | $1195667.01    | 0.00%             | 2070-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 14-R LTD                                                                                 | OHA CREDIT FUNDING 14-R LTD A TSFR3M+123 04/20/2038 144A                                                                         | CUSIP: 67706QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2310000 | PA      | $2313465.00    | 0.01%             | 2038-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                                              | MICROSOFT CORP 2.5% 09/15/2050                                                                                                   | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      241000 | PA      | $146622.33     | 0.00%             | 2050-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2048#BK5943                                                                                                   | CUSIP: 3140HKS90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17836 | PA      | $17995.36      | 0.00%             | 2048-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR2 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR2 TRUST 4.5% 07/17/2039 144A                                                                              | CUSIP: 33767PAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1614834.76    | 0.00%             | 2039-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XX LTD                                                                          | BENEFIT STREET PARTNERS CLO XX LTD ARR TSFR3M+129 07/15/2037 144A                                                                | CUSIP: 08182FAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501744.50     | 0.00%             | 2037-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS INC                                                                         | M2S GROUP TERM B 1LN 8/25/2031                                                                                                   | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      270030 | PA      | $265725.84     | 0.00%             | 2031-08-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG                                              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG E VAR 11/05/2041 144A                                             | CUSIP: 46593KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1227000 | PA      | $1229747.25    | 0.00%             | 2039-11-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                                                 | GARTNER INC 3.75% 10/01/2030 144A                                                                                                | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      537000 | PA      | $505266.31     | 0.00%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                                                       | RIO TINTO FIN USA PLC 4.125% 08/21/2042                                                                                          | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      160000 | PA      | $135590.80     | 0.00%             | 2042-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2043#AB8463                                                                                                 | CUSIP: 31417FMM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      135913 | PA      | $120238.21     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACRES 2025-FL3 LLC                                                                                          | ACRES 2025-FL3 A LLC TSFR1M+161.9 08/18/2040 144A                                                                                | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      478000 | PA      | $478897.06     | 0.00%             | 2040-08-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 2.259% 03/25/2028                                                                                               | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1008000 | PA      | $960331.26     | 0.00%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TR 2024-A                                                                          | HYUNDAI AUTO RECEIVABLES TR 2024-A 4.99% 02/15/2029                                                                              | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3357000 | PA      | $3388674.97    | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031                                                                                     | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $15554929.83   | 0.03%             | 2031-04-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANC AMER MTG SECS INC                                                                                      | BOAMS 2004-F 1A1 CSTR 7/34                                                                                                       | CUSIP: 05949AHR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1072 | PA      | $1029.74       | 0.00%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2043#AU8840                                                                                                 | CUSIP: 3138X8ZE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19814 | PA      | $19695.29      | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TSTAT 2022-1 LTD                                                                                            | TSTAT 2022-1 LTD A1RR TSFR3M+115 07/20/2037 144A                                                                                 | CUSIP: 872899AY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      955761 | PA      | $956156.23     | 0.00%             | 2037-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 01/47#MA4197                                                                                                          | CUSIP: 36179SUW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      132457 | PA      | $126423.74     | 0.00%             | 2047-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 07/01/2042 #AB5652                                                                                                | CUSIP: 31417CH65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      311122 | PA      | $285413.79     | 0.00%             | 2042-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM1                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM1 B1 8.042% 12/01/2063 144A                                                              | CUSIP: 10570FAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100987.53     | 0.00%             | 2063-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                                                   | DLLAD LLC 4.42% 09/20/2030 144A                                                                                                  | CUSIP: 23347BAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1613494.56    | 0.00%             | 2030-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                                      | FEDERAL HOME LOAN BANKS 2.09% 02/22/2036                                                                                         | CUSIP: 3130ALDV3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     1760000 | PA      | $1380817.89    | 0.00%             | 2036-02-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.55% 08/01/2028#387807                                                                                                | CUSIP: 31377UYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      207954 | PA      | $206233.31     | 0.00%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                                               | FIRSTCASH INC 5.625% 01/01/2030 144A                                                                                             | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99834.67      | 0.00%             | 2030-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 5 LTD / 1988 CLO 5 LLC                                                                             | 1988 CLO 5 LTD / 1988 CLO 5 LLC A1 TSFR3M+154 07/15/2037 144A                                                                    | CUSIP: 68252PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250702.75     | 0.00%             | 2037-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FA1625                                                                                                   | CUSIP: 3140W1YX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1468896 | PA      | $1287701.42    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARGENT SECS INC                                                                                             | ARGENT SECS INC STEP 05/25/2035                                                                                                  | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      434422 | PA      | $354218.06     | 0.00%             | 2035-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/2042#Q12174                                                                                                 | CUSIP: 3132HNMX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       56477 | PA      | $53795.34      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2% 07/25/2050                                                                                     | CUSIP: 3137FUAS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1519168 | PA      | $1281554.73    | 0.00%             | 2050-07-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANK and TRUST COMPANY                                                                       | FIRST CITIZENS BANK and TRUST CO 6.125% 03/09/2028                                                                               | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $5025704.02    | 0.01%             | 2028-03-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTER ALTERNATIVE LOAN TRUST                                                                               | MALT 04-6 6A1 6.5% 7/34                                                                                                          | CUSIP: 576434SJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        5986 | PA      | $6072.63       | 0.00%             | 2034-07-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL7 LLC                                                                                          | PRET 2025-NPL7 A1 LLC VAR 08/25/2055 144A                                                                                        | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-CBDO         | CORP              | US        |     1971102 | PA      | $1973937.53    | 0.00%             | 2055-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 5.75% 11/15/2029 144A                                                                                | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     2325000 | PA      | $2414447.52    | 0.01%             | 2029-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 10/41 #AJ1242                                                                                                         | CUSIP: 3138ASLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45261 | PA      | $45246.65      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.25% 08/15/2049                                                                                     | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    95552000 | PA      | $58966035.48   | 0.13%             | 2049-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                                       | QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A                                                                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     2290000 | PA      | $2361793.79    | 0.01%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 7.125%/VAR PERP                                                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     2890000 | PA      | $2965665.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO TRUST                                                                                               | KKR CLO TRUST A TSFR3M+143.161 07/20/2034 144A                                                                                   | CUSIP: 48254QAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    18900000 | PA      | $18943923.60   | 0.04%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2050#MA4184                                                                                                   | CUSIP: 31418DUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      273075 | PA      | $239304.97     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.5% 07/20/2053#CS4314                                                                                                   | CUSIP: 3618AWYK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2086379 | PA      | $2136505.52    | 0.00%             | 2053-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 2.55% 01/22/2030                                                                                  | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      427000 | PA      | $398915.60     | 0.00%             | 2030-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/49#FM2050                                                                                                        | CUSIP: 3140X5H48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      415176 | PA      | $364610.95     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY PA TRUSTEES                                                                                      | UNIVERSITY PA TRUSTEES 3.61% 02/15/2119                                                                                          | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |      285000 | PA      | $178982.71     | 0.00%             | 2119-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                                       | MIDAMERICAN ENERGY CO 5.85% 09/15/2054                                                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      293000 | PA      | $300855.02     | 0.00%             | 2054-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG SECS CORP                                                                                | WASHINGTON MUT MTG SECS CORP 7% 03/25/2034                                                                                       | CUSIP: 939336P80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1997 | PA      | $2012.04       | 0.00%             | 2034-03-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 2.625% 04/15/2026                                                                                               | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3756787.92    | 0.01%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC 5.05% 03/27/2028 144A                                                                              | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    11778000 | PA      | $11945885.97   | 0.03%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2047#ZM4038                                                                                                 | CUSIP: 3131XXPX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18179 | PA      | $16864.52      | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION AG 4.75% 07/16/2066                                                                     | CUSIP: 38381MZB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      351752 | PA      | $344426.30     | 0.00%             | 2066-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIGICEL LTD                                                                                                 | DIGICEL LTD PFD PERP                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | BM        |        6735 | NS      | $80483.25      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 11/01/2052#MA4807                                                                                                 | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21594383 | PA      | $21861367.49   | 0.05%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2024-A 5.88% 03/15/2056 144A                                                                    | CUSIP: 831943AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      156000 | PA      | $160787.25     | 0.00%             | 2056-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 4.875% 06/01/2028 144A                                                                                     | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      580000 | PA      | $523450.00     | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| C-BASS 2006-MH1 TR                                                                                          | C-BASS 2006-MH1 B2 TR STEP 10/25/2036 144A                                                                                       | CUSIP: 1248P8AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1068895 | PA      | $875258.22     | 0.00%             | 2036-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2054#CB8711                                                                                                   | CUSIP: 3140QUVD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5529326 | PA      | $5662802.76    | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BETONY CLO 2 LTD                                                                                            | BETONY CLO 2 LTD A1 TSFR3M+134.161 04/30/2031 144A                                                                               | CUSIP: 08763QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      428998 | PA      | $429641.86     | 0.00%             | 2031-04-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                                                          | ONE NEW YORK PLAZA TRUST 2020-1NYP TSFR1M+136.448 01/15/2036 144A                                                                | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      117000 | PA      | $112320.00     | 0.00%             | 2036-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2044#AL6848                                                                                                   | CUSIP: 3138EPTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21731 | PA      | $22070.98      | 0.00%             | 2044-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y C 3.55100 L 09/15/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -3800000 | NC      | $-6062.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 06/01/2037#FS4409                                                                                                 | CUSIP: 3140XK3T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      758589 | PA      | $713017.14     | 0.00%             | 2037-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.33%/VAR 07/23/2035                                                                               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2380000 | PA      | $2420530.88    | 0.01%             | 2035-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 4.1% 05/11/2047                                                                                                       | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      400000 | PA      | $294600.76     | 0.00%             | 2047-05-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2017-GS6                                                                                     | GS MTG SECS TR 2017-GS6 3.164% 05/10/2050                                                                                        | CUSIP: 36253PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      461935 | PA      | $456196.51     | 0.00%             | 2050-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.468%/VAR 01/23/2035                                                                                | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1347000 | PA      | $1391863.71    | 0.00%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                           | EVERSOURCE ENERGY CP 0% 09/22/2025                                                                                               | CUSIP: 30040XWN2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4785200.64    | 0.01%             | 2025-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MVW 2022-2 LLC                                                                                              | MVW 2022-2 LLC 9% 10/21/2041 144A                                                                                                | CUSIP: 55400VAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      199444 | PA      | $202008.15     | 0.00%             | 2041-10-21      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                                            | GEORGIA POWER CO 3.25% 03/15/2051                                                                                                | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      189000 | PA      | $127686.61     | 0.00%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                                | NOVELIS CORP 6.875% 01/30/2030 144A                                                                                              | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      700000 | PA      | $726329.10     | 0.00%             | 2030-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REGIONAL MGMT ISSUANCE TR 2022-1                                                                            | REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1 3.07% 03/15/2032 144A                                                                  | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       74908 | PA      | $74528.44      | 0.00%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                                                  | GRIFOLS SA 7.5% 05/01/2030 REGS                                                                                                  | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      738000 | PA      | $909307.76     | 0.00%             | 2030-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2043#MA1404                                                                                                 | CUSIP: 31418AR26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30667 | PA      | $28754.78      | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME LOAN TR                                                                                      | SOUNDVIEW HOME LOAN TR VAR 11/25/2035                                                                                            | CUSIP: 83611MGX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       45000 | PA      | $36324.72      | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2017-FRE2                                                                                    | TOWD PT MTG TR 2017-FRE2 STEP 11/25/2047 144A                                                                                    | CUSIP: 89175GAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       48066 | PA      | $47080.73      | 0.00%             | 2047-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                                      | MARVELL TECHNOLOGY INC 4.75% 07/15/2030                                                                                          | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $146321.67     | 0.00%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMD2 RE-REMIC TR 2019-FRR1                                                                                  | BMD2 RE-REMIC TR 2019-FRR1 SOFR30A+431.448 05/25/2052 144A                                                                       | CUSIP: 055631CT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       15366 | PA      | $15313.56      | 0.00%             | 2052-05-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q01871                                                                                                 | CUSIP: 3132GFCG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39364 | PA      | $40032.15      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 4.4% 03/24/2051                                                                                           | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      350000 | PA      | $271497.61     | 0.00%             | 2051-03-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 08/01/2054#CB9061                                                                                                   | CUSIP: 3140QVB78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6488819 | PA      | $6643430.53    | 0.01%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                                                  | KAZMUNAYGAS NATIONAL CO JSC 5.375% 04/24/2030 REGS                                                                               | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $203676.00     | 0.00%             | 2030-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 11/20/2052#MA8426                                                                                                     | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2478879 | PA      | $2332086.56    | 0.01%             | 2052-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MSCR 2022-MN4 M2                                                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK 22-MN4 M2 SOFR30A+ 05/25/2052 144A                                                | CUSIP: 35563HAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      182845 | PA      | $206978.73     | 0.00%             | 2052-05-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                                                    | SNAM SPA 5% 05/28/2030 144A                                                                                                      | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     3930000 | PA      | $3989957.65    | 0.01%             | 2030-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                                                        | BOOTS GROUP FINCO LP 5.375% 08/31/2032 144A                                                                                      | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |      475000 | PA      | $570277.24     | 0.00%             | 2032-08-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2024-RVR                                                                                | GS MTG SECS CORP TR 2024-RVR E VAR 08/10/2029 144A                                                                               | CUSIP: 36272JAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      438000 | PA      | $439790.24     | 0.00%             | 2041-08-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 4.7% 01/15/2035                                                                                                 | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2510000 | PA      | $2433147.19    | 0.01%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                                                         | BROWN and BROWN INC 4.6% 12/23/2026                                                                                              | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2109844.93    | 0.00%             | 2026-12-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) 2.375% 03/15/2031                                                                                              | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2003000 | PA      | $1796220.68    | 0.00%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.45% 10/01/2033#BS9470                                                                                                | CUSIP: 3140LLQY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2003321.80    | 0.00%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 2.666%/VAR 01/29/2031                                                                                              | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    14765000 | PA      | $13694934.53   | 0.03%             | 2031-01-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                                                      | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.1% 12/10/2029 144A                                                                      | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    12900000 | PA      | $13236728.31   | 0.03%             | 2029-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                                                       | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC 4.94% 10/20/2028 144A                                                                      | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1415000 | PA      | $1423704.37    | 0.00%             | 2028-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                                               | FORD MOTOR CO 4.75% 01/15/2043                                                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      340000 | PA      | $263211.53     | 0.00%             | 2043-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                                                 | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7.875% 12/01/2030 144A                                                               | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      140000 | PA      | $148813.14     | 0.00%             | 2030-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | OTC EPUT AUD VS USD @ 0.6225 BRC                                                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |    13197000 | NC      | $9372.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 3.734% 12/08/2047                                                                                                     | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      500000 | PA      | $347908.42     | 0.00%             | 2047-12-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 1.658%/VAR 03/11/2027                                                                                | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2397000 | PA      | $2362961.55    | 0.01%             | 2027-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+613.552 01/25/2040                                                                        | CUSIP: 31398GKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        3196 | PA      | $301.07        | 0.00%             | 2040-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+36.448 05/15/2029                                                                         | CUSIP: 31395VM48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         561 | PA      | $558.20        | 0.00%             | 2029-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 09/01/2044#AS3293                                                                                                 | CUSIP: 3138WCUT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74308 | PA      | $71647.98      | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 4.5% 01/31/2050                                                                                     | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1880000 | PA      | $1387440.00    | 0.00%             | 2050-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO III LTD                                                                                        | TRESTLES CLO III LTD A1R TSFR3M+139 10/20/2037 144A                                                                              | CUSIP: 89532TAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      280000 | PA      | $280710.08     | 0.00%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KW07 MTG TR                                                                                      | FREMF 2018-KW07 X2B MTG TR 0.1% 10/25/2031 144A                                                                                  | CUSIP: 30297NAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      495949 | PA      | $1256.24       | 0.00%             | 2031-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXIII LTD                                                                                         | MAGNETITE XXIII LTD AR TSFR3M+139.161 01/25/2035 144A                                                                            | CUSIP: 55954NAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4904000 | PA      | $4918609.02    | 0.01%             | 2035-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028                                                                              | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1476000 | PA      | $1482512.07    | 0.00%             | 2028-08-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                                          | CANADIAN IMPERIAL BK OF COMM 4.631%/VAR 09/11/2030                                                                               | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      275000 | PA      | $278206.72     | 0.00%             | 2030-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 02/01/2035#                                                                                                         | CUSIP: 3140XC4X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      121815 | PA      | $119311.31     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2053#SD4977                                                                                                   | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6237022 | PA      | $6173949.30    | 0.01%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST 2025-1C                                                                      | BSTN COMMERCIAL MORTGAGE TRUST 2025-1C VAR 06/15/2044 144A                                                                       | CUSIP: 05615EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      344000 | PA      | $354537.79     | 0.00%             | 2044-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PHH                                             | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PHH TSFR1M+125.7 06/15/2035 144A                                     | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      484543 | PA      | $414538.46     | 0.00%             | 2035-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 4.1% 02/25/2063 144A                                                                                | CUSIP: 173106AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6901298 | PA      | $6593214.11    | 0.01%             | 2063-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#SD0786                                                                                                   | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18803 | PA      | $15221.20      | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A                                                                               | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     6970000 | PA      | $7289907.60    | 0.02%             | 2028-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-4 LTD                                                                                | PALMER SQUARE CLO 2021-4A BR LTD TSFR3M+170 07/15/2038 144A                                                                      | CUSIP: 69702EAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1260000 | PA      | $1266058.08    | 0.00%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6.5% 05/20/2055#MB0368                                                                                                   | CUSIP: 3618N5MS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    15128671 | PA      | $15582729.22   | 0.03%             | 2055-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XVIII LTD                                                                                  | SIXTH STREET CLO XVIII LTD 2021-18A A1R TSFR3M+125 10/17/2038 144A                                                               | CUSIP: 83012HAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3554000 | PA      | $3554000.00    | 0.01%             | 2038-10-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                                          | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.65% 07/21/2027                                                              | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     4098000 | PA      | $4056987.67    | 0.01%             | 2027-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST                                                                    | 3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST 2.522% 11/15/2054                                                                       | CUSIP: 88581EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $883042.60     | 0.00%             | 2054-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PG and E RECOVERY FUNDING LLC                                                                               | PG and E RECOVERY FUNDING LLC 5.529% 06/01/2051                                                                                  | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      415000 | PA      | $408797.67     | 0.00%             | 2051-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA PWR CO                                                                                          | MONONGAHELA PWR CO 5.85% 02/15/2034 144A                                                                                         | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $52579.49      | 0.00%             | 2034-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1 6.03% 02/25/2055 144A                                                              | CUSIP: 922955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1403887 | PA      | $1423058.39    | 0.00%             | 2055-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: USD/EUR settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $91087.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 5.871%/VAR 03/06/2029                                                                                   | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1365000 | PA      | $1417371.76    | 0.00%             | 2029-03-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2052#QD8711                                                                                                   | CUSIP: 3133B6VC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       57172 | PA      | $45477.79      | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2054#MA5389                                                                                                   | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      410633 | PA      | $419903.99     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                                                             | AUTONATION FINANCE TRUST 2025-1 4.72% 04/10/2028 144A                                                                            | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1865000 | PA      | $1869774.96    | 0.00%             | 2028-04-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                                       | MINERAL RESOURCES LTD 9.25% 10/01/2028 144A                                                                                      | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      775000 | PA      | $810198.18     | 0.00%             | 2028-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 2016-69 WA 3% 02/20/2046                                                                          | CUSIP: 38379WN73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      222089 | PA      | $205563.15     | 0.00%             | 2046-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROWE T PRICE INTL FUNDS INC                                                                                 | T. Rowe Price Emerging Markets Bond I                                                                                            | CUSIP: 77956H534<br>LEI: C339HPVTHLLM709WSU55 | Long             | EC               | RF                | US        |    29938644 | NS      | $284417121.71  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK 2021-B23 MTG TR                                                                                   | BENCHMARK 2021-B23 MTG TR 1.823% 02/15/2054                                                                                      | CUSIP: 08162RAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1734059.60    | 0.00%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                                                                                      | INDIA CLEANTECH ENERGY 4.7% 08/10/2026 REGS                                                                                      | CUSIP: N/A<br>LEI: 254900DGTS4HHR3Q6F66       | Long             | DBT              | CORP              | MU        |     1062600 | PA      | $1049051.85    | 0.00%             | 2026-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                                                              | EFMT 2025-INV2 5.387% 05/26/2070 144A                                                                                            | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1178017 | PA      | $1184361.54    | 0.00%             | 2070-05-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-4                                                                                                | VERUS 2025-4 5.448% 05/25/2070 144A                                                                                              | CUSIP: 92540UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      962365 | PA      | $968737.84     | 0.00%             | 2070-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2022-HB10                                                                                              | CFMT 2022-HB10 3.5% 11/25/2035 144A                                                                                              | CUSIP: 12529GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1573870 | PA      | $1568332.33    | 0.00%             | 2035-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.565% 01/01/2033#BM6552                                                                                               | CUSIP: 3140JBH66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4757764 | PA      | $3978166.06    | 0.01%             | 2033-01-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                       | NORFOLK SOUTHERN CORP 4.05% 08/15/2052                                                                                           | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       29000 | PA      | $22343.93      | 0.00%             | 2052-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.16% 08/01/2033#BL3453                                                                                                | CUSIP: 3140HUZT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      429760 | PA      | $391327.25     | 0.00%             | 2033-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                                               | FORD MOTOR CO 3.25% 02/12/2032                                                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1945000 | PA      | $1667439.83    | 0.00%             | 2032-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2047#BH9317                                                                                                 | CUSIP: 3140GYK73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      698114 | PA      | $645669.62     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-IND                                                                                           | BX TRUST 2022-IND TSFR1M+274.6 04/15/2024 144A                                                                                   | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      526399 | PA      | $527386.14     | 0.00%             | 2037-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CALVERT US SELECT EQUITY ETF                                                                                | Eaton Vance Total Return Bond ETF                                                                                                | CUSIP: 61774R841<br>LEI: 549300FGTYBWACEOIO26 | Long             | EC               | RF                | US        |     2952186 | NS      | $150856704.60  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.652%/VAR 04/13/2028                                                                                             | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      400000 | PA      | $408587.97     | 0.00%             | 2028-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 7.437%/VAR 11/02/2033                                                                                               | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $570964.76     | 0.00%             | 2033-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 6.819%/VAR 11/20/2029                                                                             | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      835000 | PA      | $894757.47     | 0.00%             | 2029-11-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME LN TR 2007-NS1                                                                               | SOUNDVIEW HOME LN TR 2007-NS1 STEP 01/25/2037                                                                                    | CUSIP: 83612QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       31414 | PA      | $30073.22      | 0.00%             | 2037-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER FRN SOFR+104 06/24/2027 144A                                                                                    | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3311451.30    | 0.01%             | 2027-06-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6.5% 05/15/2033                                                                                   | CUSIP: 31393QXU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2113 | PA      | $345.78        | 0.00%             | 2033-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR2 TR                                                                                 | FIRSTKEY HOMES 2021-SFR2 F2 TR 3.157% 09/17/2038 144A                                                                            | CUSIP: 33767TAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2311906.80    | 0.01%             | 2038-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                                                         | RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 06/15/2033 144A                                                                         | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $139437.18     | 0.00%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.73% 11/01/2031#BS3637                                                                                                | CUSIP: 3140LEBF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4305140 | PA      | $3753176.21    | 0.01%             | 2031-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                                                 | BEACH ACQUISITION BIDCO LLC PIK VAR 07/15/2033 144A                                                                              | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      200000 | PA      | $212291.00     | 0.00%             | 2033-07-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 4.175%/VAR 03/24/2028                                                                                         | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     8000000 | PA      | $7987084.56    | 0.02%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                                                          | RYAN SPECIALTY LLC 5.875% 08/01/2032 144A                                                                                        | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      275000 | PA      | $276881.00     | 0.00%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT 2005-59 1A1 TSFR1M+66 11/35                                                                                                | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       24384 | PA      | $23355.02      | 0.00%             | 2035-11-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 2.9% 02/10/2029                                                                                         | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2416378.78    | 0.01%             | 2029-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 8/40 #AL0145                                                                                                          | CUSIP: 3138EGET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      161752 | PA      | $161649.69     | 0.00%             | 2040-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 6.375% 10/06/2030 144A                                                                                          | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      233000 | PA      | $251194.96     | 0.00%             | 2030-10-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 07/20/2049#BM9690                                                                                                     | CUSIP: 3617K1XT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25727 | PA      | $25806.89      | 0.00%             | 2049-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.125% 08/31/2029                                                                                                      | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28136600 | PA      | $27609038.75   | 0.06%             | 2029-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.42% 05/01/2030#BS5424                                                                                                | CUSIP: 3140LGA28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      377377 | PA      | $366795.89     | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                                            | ABN AMRO BANK NV 4.988%/VAR 12/03/2028 144A                                                                                      | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1114942.41    | 0.00%             | 2028-12-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 07/51#QC4163                                                                                                        | CUSIP: 3133ANTU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      468496 | PA      | $378962.33     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2050#                                                                                                         | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      770333 | PA      | $618060.63     | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                                                         | TOWD POINT MORTGAGE TRUST 2024-CES5 5.202% 09/25/2064 144A                                                                       | CUSIP: 89183QAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2978195.10    | 0.01%             | 2064-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                                                        | AMKOR TECHNOLOGY INC 6.625% 09/15/2027 144A                                                                                      | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      454000 | PA      | $453575.10     | 0.00%             | 2027-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 2.4% 04/10/2028                                                                                         | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1895000 | PA      | $1804519.23    | 0.00%             | 2028-04-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                                              | CANADIAN NATL RESOURCES LTD YCP 0 09/03/2025                                                                                     | CUSIP: 13638WW32<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     2500000 | PA      | $2498388.50    | 0.01%             | 2025-09-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53                                                                      | HTL COMMERCIAL MORTGAGE TRUST 2024-T53 D VAR 05/10/2039 144A                                                                     | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1503605 | PA      | $1544827.68    | 0.00%             | 2039-05-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                                                        | VERISK ANALYTICS INC 5.125% 02/15/2036                                                                                           | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     2657000 | PA      | $2639531.34    | 0.01%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                         | SYNCHRONY FINANCIAL 3.95% 12/01/2027                                                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     9779000 | PA      | $9646832.22    | 0.02%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                                      | US TREASURY RP 4.39% 9/16/25                                                                                                     | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |   200000000 | PA      | $199999999.99  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| CSTL COMMERCIAL MORTGAGE TRUST 2024-GATE                                                                    | CSTL COMMERCIAL MORTGAGE TRUST 2024-GATE A VAR 11/10/2029 144A                                                                   | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      440000 | PA      | $441424.94     | 0.00%             | 2041-11-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 02/01/2053#BX2365                                                                                                 | CUSIP: 3140N6TX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24947 | PA      | $25959.33      | 0.00%             | 2053-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUXEMBOURG                                                                                 | SWISS RE FINANCE LUXEMBOURG 5%/VAR 04/02/2049 144A                                                                               | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |     1200000 | PA      | $1203757.38    | 0.00%             | 2049-04-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 02/01/2054#CB8018                                                                                                 | CUSIP: 3140QT4C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      751492 | PA      | $782920.39     | 0.00%             | 2054-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                           | EVERSOURCE ENERGY 5.95% 02/01/2029                                                                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2098063.64    | 0.00%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.625% 05/15/2044                                                                                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11940000 | PA      | $11614448.50   | 0.03%             | 2044-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2047#BM3499                                                                                                   | CUSIP: 3140J73H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      857469 | PA      | $814528.06     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XLI LTD                                                                                           | MAGNETITE XLI LTD A TSFR3M+129 01/25/2038 144A                                                                                   | CUSIP: 55956AAA3<br>LEI: 529900IDXPZZY6034K03 | Long             | ABS-CBDO         | CORP              | KY        |     2869000 | PA      | $2875891.34    | 0.01%             | 2038-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                                  | ONCOR ELEC DELIVERY CO LLC 5.35% 10/01/2052                                                                                      | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       16000 | PA      | $14984.69      | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                                                        | KELSO TERM DD 1LN 12/30/2029                                                                                                     | CUSIP: 48825CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       32511 | PA      | $32511.00      | 0.00%             | 2029-12-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 4/41 #A97945                                                                                                          | CUSIP: 312946ZJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      321121 | PA      | $321112.57     | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF5 LLC                                                                                          | PRPM 2024-RCF5 LLC 4% 08/25/2054 144A                                                                                            | CUSIP: 69381JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1493068 | PA      | $1467563.10    | 0.00%             | 2054-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6.375% 05/31/2033 144A                                                                                             | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      630000 | PA      | $638372.07     | 0.00%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q02067                                                                                                 | CUSIP: 3132GFJL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25788 | PA      | $26222.68      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.87% 08/01/2031#AN2308                                                                                                | CUSIP: 3138LER60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      218801 | PA      | $206264.55     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 12/37 #967254                                                                                                         | CUSIP: 31414JBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28025 | PA      | $29077.75      | 0.00%             | 2037-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                        | LOCKHEED MARTIN CORP 4.7% 12/15/2031                                                                                             | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1173988.57    | 0.00%             | 2031-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 MTG TR                                                                                          | BMO 2023-C5 MTG TR 6.5176% 06/15/2056                                                                                            | CUSIP: 055988AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $8743082.15    | 0.02%             | 2056-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HERO FDG III                                                                                                | HERO FDG III 2017-1A A 3.5% 09/21/2043 144A                                                                                      | CUSIP: 42771BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       52261 | PA      | $46898.77      | 0.00%             | 2043-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TR 2022-A                                                                                  | OPORTUN ISSUANCE TR 2022-A C 7.4% 06/09/2031 144A                                                                                | CUSIP: 68378NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      160000 | PA      | $162845.44     | 0.00%             | 2031-06-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 04/20/2047#784303                                                                                                     | CUSIP: 3622A2X80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1404416 | PA      | $1325967.80    | 0.00%             | 2047-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      600000 | NC      | $-8053.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.0% 08/20/2045#MA3037                                                                                                   | CUSIP: 36179RLS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      388074 | PA      | $394782.86     | 0.00%             | 2045-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SILVER PT CLO 7 LTD / SILVER PT CLO 7 LLC                                                                   | SILVER PT CLO 7 LTD / SILVER PT CLO 7 LLC A1 TSFR3M+136 01/15/2038 144A                                                          | CUSIP: 82808UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250855.00     | 0.00%             | 2038-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EAGLEVIEW TECHNOLOGY CORP                                                                                   | EAGLEVIEW TERM 1LN 08/14/2028                                                                                                    | CUSIP: N/A<br>LEI: 549300HLIL8HO4PPLG50       | Long             | LON              | CORP              | US        |      349859 | PA      | $342753.06     | 0.00%             | 2028-08-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                                               | BROOKFIELD 24-MF23 E TSFR1M+338.905 06/15/2041 144A                                                                              | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      124000 | PA      | $123809.42     | 0.00%             | 2041-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.73% 07/01/2028#AN2005                                                                                                | CUSIP: 3138LEGP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      280569 | PA      | $271530.83     | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.51% 07/01/2033#BS9089                                                                                                | CUSIP: 3140LLC33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2938829 | PA      | $2957913.76    | 0.01%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2053#                                                                                                       | CUSIP: 3132DWF24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27761 | PA      | $25120.12      | 0.00%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UK LOGISTICS 2024-2 DAC                                                                                     | UK LOGISTICS 2024-2 DAC SONIO+210 02/17/2035 144A                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |     1799876 | PA      | $2440703.54    | 0.01%             | 2035-02-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2054#CB9502                                                                                                   | CUSIP: 3140QVRY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1904738 | PA      | $1974526.97    | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2047#BH6687                                                                                                   | CUSIP: 3140GVND3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28800 | PA      | $27349.09      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVT CORP                                                                                            | DIAGEO INVT CORP 5.625% 04/15/2035                                                                                               | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     2915000 | PA      | $3068717.54    | 0.01%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LNS 2021-C LLC                                                                          | COLLEGE AVE STUDENT LNS 2021-C LLC 2.72% 07/26/2055 144A                                                                         | CUSIP: 19424WAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      310567 | PA      | $288266.22     | 0.00%             | 2055-07-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                                    | ALLISON TRANSMISSION INC 4.75% 10/01/2027 144A                                                                                   | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6939.81       | 0.00%             | 2027-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 7/35 #995203                                                                                                          | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34074 | PA      | $34528.27      | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+58.448 02/20/2065                                                                          | CUSIP: 38378U8R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       43541 | PA      | $43404.87      | 0.00%             | 2065-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                                                          | NORTHWESTERN MUTUAL GLOBAL FUNDING 4.49% 03/21/2028 144A                                                                         | CUSIP: 66815L2V0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4860424.37    | 0.01%             | 2028-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 8/40 #719262                                                                                                          | CUSIP: 3620A5B73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       53622 | PA      | $54471.82      | 0.00%             | 2040-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-FRR1 TR                                                                                           | CFMT 2021-FRR1 BK58 TR CSTR 09/29/2029 144A                                                                                      | CUSIP: 12529YBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      327366 | PA      | $306299.83     | 0.00%             | 2029-09-29      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CZ030005 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     3500000 | NC      | $-2336.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2005-84 XM 5.75 10/35                                                                                                        | CUSIP: 31394FN50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         683 | PA      | $706.84        | 0.00%             | 2035-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | MORGAN STANLEY SNR S* ICE                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     2800000 | NC      | $-2234.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANFORD HEALTHCARE                                                                                         | STANFORD HEALTHCARE 3.027% 08/15/2051                                                                                            | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |      680000 | PA      | $437451.85     | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TR 2023-1                                                                             | SCCU AUTO RECEIVABLES TR 2023-1 5.7% 08/15/2029 144A                                                                             | CUSIP: 805922AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $513074.55     | 0.00%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2039#AV6645                                                                                                   | CUSIP: 3138XJL39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      218826 | PA      | $213144.14     | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 07/01/2036#MA2672                                                                                                   | CUSIP: 31418B6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56772 | PA      | $54168.95      | 0.00%             | 2036-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 06/01/2036#QN6605                                                                                                   | CUSIP: 3133GDKS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      842813 | PA      | $779137.47     | 0.00%             | 2036-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                                                                   | MACYS RETAIL HOLDINGS LLC 7.375% 08/01/2033 144A                                                                                 | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $179686.68     | 0.00%             | 2033-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34623                                                                                                   | CUSIP: 31307RD44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9683 | PA      | $9467.82       | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                                             | NEVADA POWER CO 6% 03/15/2054                                                                                                    | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      110000 | PA      | $110972.72     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 1/41 #AH2367                                                                                                          | CUSIP: 3138A3TZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      399977 | PA      | $389452.35     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 09/30/2030                                                                                                      | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    63120000 | PA      | $65748355.93   | 0.15%             | 2030-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                                                | US FOODS INC 7.25% 01/15/2032 144A                                                                                               | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      110000 | PA      | $115499.67     | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.5%/VAR 02/15/2056                                                                                           | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1475320.68    | 0.00%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                                           | HERC HOLDINGS INC 7% 06/15/2030 144A                                                                                             | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1191663.33    | 0.00%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RAIN CITY MORTGAGE TRUST 2024-RTL1                                                                          | RAIN CITY MORTGAGE TRUST 2024-RTL1 6.53% 11/25/2029 144A                                                                         | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      338000 | PA      | $338353.21     | 0.00%             | 2029-11-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                            | WELLTOWER OP LLC 2.75% 01/15/2031                                                                                                | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     8865000 | PA      | $8166603.78    | 0.02%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                                                    | UNITED NATURAL FOODS TERM B 1LN 05/01/2031                                                                                       | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |      179089 | PA      | $179835.74     | 0.00%             | 2031-05-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC                                                   | BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC A1R TSFR3M+119 10/25/2030 144A                                         | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      130520 | PA      | $130567.64     | 0.00%             | 2030-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 2.65% 08/15/2030                                                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2258208.20    | 0.01%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 08/01/2028#AU2296                                                                                                 | CUSIP: 3138X1RS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      115414 | PA      | $112998.22     | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/41 #779846                                                                                                         | CUSIP: 36176YET0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9941 | PA      | $9649.21       | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QC0161                                                                                                   | CUSIP: 3133AJFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34649 | PA      | $28038.03      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                                  | ZOETIS INC 5.6% 11/16/2032                                                                                                       | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      141000 | PA      | $149170.72     | 0.00%             | 2032-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2049#MA3871                                                                                                   | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      677879 | PA      | $595319.04     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                                                         | GRAY TELEVISION INC 5.375% 11/15/2031 144A                                                                                       | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       63000 | PA      | $46448.24      | 0.00%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 05/01/2036#FM6899                                                                                                   | CUSIP: 3140XAUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      169997 | PA      | $157207.07     | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMSR 2023-SFR2 TRUST                                                                                        | AMSR 2023-SFR2 E1 TRUST 3.95% 06/17/2040 REGS 144A                                                                               | CUSIP: 00178YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2650000 | PA      | $2515047.16    | 0.01%             | 2040-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 07/01/2053#SD3384                                                                                                 | CUSIP: 3132DQXM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      997359 | PA      | $1008442.83    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029                                                                                     | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10556000 | PA      | $10943403.83   | 0.02%             | 2029-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 3.9% 12/01/2041                                                                                    | CUSIP: 842400FT5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      595000 | PA      | $456672.36     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 5.875% 03/15/2033 144A                                                                          | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      910000 | PA      | $928685.03     | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                                                 | WORKDAY INC 3.5% 04/01/2027                                                                                                      | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      405000 | PA      | $401126.22     | 0.00%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 2.55% 12/01/2033                                                                                                    | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5588000 | PA      | $4703426.36    | 0.01%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                            | DT MIDSTREAM INC 5.8% 12/15/2034 144A                                                                                            | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7125000 | PA      | $7260424.88    | 0.02%             | 2034-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B24 MTG TR                                                                                   | BENCHMARK 2021-B24 MTG TR 2.2638% 03/15/2054                                                                                     | CUSIP: 08163CBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5800000 | PA      | $5186228.34    | 0.01%             | 2054-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2053#BY3039                                                                                                   | CUSIP: 3140NKLV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2178548 | PA      | $2170133.33    | 0.00%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                                                    | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 3.15% 07/15/2046                                                                        | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |      315000 | PA      | $226513.02     | 0.00%             | 2046-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 10/20/2049#MA6219                                                                                                   | CUSIP: 36179U4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1165511 | PA      | $1073766.04    | 0.00%             | 2049-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 3.65% 03/25/2041                                                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      255000 | PA      | $199542.56     | 0.00%             | 2041-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                                                           | ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A                                                                          | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1102030 | PA      | $1107499.81    | 0.00%             | 2026-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.27% 12/01/2028#AN4004                                                                                                | CUSIP: 3138LGNW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      242261 | PA      | $238153.44     | 0.00%             | 2028-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#CB3036                                                                                                   | CUSIP: 3140QNLS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      716481 | PA      | $578660.21     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 09/20/2051#MA7589                                                                                                   | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    18224216 | PA      | $15528448.21   | 0.03%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 4.65% 08/15/2032                                                                                                | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     7545000 | PA      | $7449176.39    | 0.02%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 5.93% 05/01/2060                                                                                                       | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    10573000 | PA      | $10152426.25   | 0.02%             | 2060-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 02/01/2042#RB5145                                                                                                   | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      796864 | PA      | $685464.05     | 0.00%             | 2042-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-SCHATZ FUT DEC25 DUZ5                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -8 | NC      | $-882.44       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE CO OF OK                                                                                     | PUBLIC SERVICE CO OF OK 6.625% 11/15/2037                                                                                        | CUSIP: 744533BJ8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       32000 | PA      | $34994.90      | 0.00%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-VIEW                                                                                          | BX TRUST 2021-VIEW TSFR1M+404.448 06/15/2036 144A                                                                                | CUSIP: 05606GAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61000 | PA      | $59608.75      | 0.00%             | 2036-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/01/2052#CB3494                                                                                                   | CUSIP: 3140QN3C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1870855 | PA      | $1633645.94    | 0.00%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                                   | IQVIA INC 5.7% 05/15/2028                                                                                                        | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3250485.00    | 0.01%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 03/01/2032#G18636                                                                                                   | CUSIP: 3128MMV67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      250331 | PA      | $244449.98     | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                                                     | AEP TRANSMISSION CO LLC 3.15% 09/15/2049                                                                                         | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      359000 | PA      | $239433.74     | 0.00%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ6                                                                | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ6 A5 VAR 11/25/2055 144A                                                              | CUSIP: 36272KAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4169601 | PA      | $4191688.80    | 0.01%             | 2055-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 11/20/2054#MB0024                                                                                                   | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    24263616 | PA      | $23380548.81   | 0.05%             | 2054-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 4.25% 03/01/2049                                                                                       | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |       29000 | PA      | $22946.80      | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                                                  | EATON CORP 4.15% 11/02/2042                                                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       73000 | PA      | $62591.50      | 0.00%             | 2042-11-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 3.5% 07/15/2051                                                                                                          | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1544000 | PA      | $1013255.94    | 0.00%             | 2051-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 08/20/2048#MA5398                                                                                                     | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3183567 | PA      | $3023647.03    | 0.01%             | 2048-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                                           | TELUS CORPORATION 7%/VAR 10/15/2055                                                                                              | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $153927.15     | 0.00%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 6.25%/VAR 02/28/2057                                                                                            | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      200000 | PA      | $194689.14     | 0.00%             | 2057-02-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                                      | VENTURE GLOBAL LNG INC 7% 01/15/2030 144A                                                                                        | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2322000 | PA      | $2392695.61    | 0.01%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4% 09/15/2048                                                                                     | CUSIP: 3137FHWW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      292376 | PA      | $272746.37     | 0.00%             | 2048-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NYACK PARK CLO LTD                                                                                          | NYACK PARK CLO LTD A TSFR3M+138.161 10/20/2034 144A                                                                              | CUSIP: 67080PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $10010570.00   | 0.02%             | 2034-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LTD                                                                                           | MAGNETITE CLO LTD A1 TSFR3M+115 04/15/2038 144A                                                                                  | CUSIP: 55956CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2446000 | PA      | $2446733.80    | 0.01%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/20/2046#AU2287                                                                                                   | CUSIP: 36194PRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25712 | PA      | $23727.85      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                                                       | BELRON UK FINANCE PLC 5.75% 10/15/2029 144A                                                                                      | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202516.40     | 0.00%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                                            | BENCHMARK 2024-V9 MORTGAGE TRUST 5.6019% 08/15/2057                                                                              | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4400000 | PA      | $4581855.08    | 0.01%             | 2057-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 3.394000 07/15/2030 UKR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1802700 | NC      | $11291.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                                                     | SBA COMMUNICATIONS CORP 3.875% 02/15/2027                                                                                        | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      230000 | PA      | $226089.67     | 0.00%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2053#BY4776                                                                                                   | CUSIP: 3140NMJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1251990 | PA      | $1236305.52    | 0.00%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 8.125%/VAR PERP                                                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EP               | CORP              | GB        |      290000 | PA      | $321098.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2023-1A                                                                        | HILTON GRAND VACATIONS TRUST 2023-1A C 6.94% 01/25/2038 144A                                                                     | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1800451 | PA      | $1858341.12    | 0.00%             | 2038-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 02/01/2031#FS1234                                                                                                   | CUSIP: 3140XGLQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      304441 | PA      | $298666.35     | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                  | FISERV INC 3.5% 07/01/2029                                                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     7395000 | PA      | $7180683.88    | 0.02%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2025-NQM2                                                                          | BRAVO RESIDENTIAL FDG TR 2025-NQM2 A1 VAR 11/25/2064 144A                                                                        | CUSIP: 10569NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4746016 | PA      | $4780253.17    | 0.01%             | 2064-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 2.25% 06/15/2026                                                                                                       | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      810000 | PA      | $796621.53     | 0.00%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XXX LTD / MADISON PK FDG XXX LLC                                                             | MADISON PK FDG XXX LTD / LLC A1R TSFR3M+136 07/16/2037 144A                                                                      | CUSIP: 55821TAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      950000 | PA      | $953135.00     | 0.00%             | 2037-07-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AIMCO 2019                                                                                                  | AIMCO 2019 ARR TSFR3M+141 07/22/2037 144A                                                                                        | CUSIP: 00901AAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2821000 | PA      | $2830408.04    | 0.01%             | 2037-07-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CALI 2024-SUN                                                                                               | CALI 2024-SUN TSFR1M+189.107 07/15/2041 144A                                                                                     | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      320000 | PA      | $320700.00     | 0.00%             | 2041-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2051#FM7694                                                                                                   | CUSIP: 3140XBRQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1895660 | PA      | $1667745.99    | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.78% 08/01/2030#387883                                                                                                | CUSIP: 31377U2Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      471842 | PA      | $464836.20     | 0.00%             | 2030-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 06/01/2041                                  | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8794000 | PA      | $6321752.72    | 0.01%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/01/2047#                                                                                                       | CUSIP: 3128MJ3C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       85131 | PA      | $83504.21      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 38 LTD                                                                                         | AGL CORE CLO 38 LTD A1 TSFR3M+124 01/22/2038 144A                                                                                | CUSIP: 00852QAA9<br>LEI: 254900ZPMRHE5M6S8F18 | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270374.76     | 0.00%             | 2038-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                                                  | HILCORP ENERGY I LP/FIN CO 7.25% 02/15/2035 144A                                                                                 | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $97572.03      | 0.00%             | 2035-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECS CORP MTG LN TR 2007- GEL2                                                             | STRUCTURED AS SECS CORP 7-GEL2 STEP 05/25/2037 144A                                                                              | CUSIP: 86363MAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       84484 | PA      | $67167.91      | 0.00%             | 2037-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BUND FUTURE SEP25 RXU5                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          77 | NC      | $-147206.02    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CFMT 2024-HB14 LLC                                                                                          | CFMT LLC 2024-HB14 M3 3% 06/25/2034 144A                                                                                         | CUSIP: 12530XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      104000 | PA      | $98814.99      | 0.00%             | 2034-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                                                     | ENI SPA 5.95% 05/15/2054 144A                                                                                                    | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     1360000 | PA      | $1320273.11    | 0.00%             | 2054-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CUSHMAN and WAKEFIELD US BORROWER LLC                                                                       | CUSHMAN and WAKEFIELD US BORROWER LLC 8.875% 09/01/2031 144A                                                                     | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107233.10     | 0.00%             | 2031-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                                           | INTERNATIONAL GAME TECHNOLOGY PLC 6.25% 01/15/2027 144A                                                                          | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202006.60     | 0.00%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2036#FM6089                                                                                                   | CUSIP: 3140X9XT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      162230 | PA      | $149719.62     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                                                  | SOUTHERN CALIFORNIA GAS CO 2.55% 02/01/2030                                                                                      | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32607.12      | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-2                                                            | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-2A A 5.32% 06/20/2049 144A                                                        | CUSIP: 38238FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1489310 | PA      | $1510708.66    | 0.00%             | 2049-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 04/01/2043#AT4017                                                                                                 | CUSIP: 3138WRPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      200357 | PA      | $182683.27     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 5.25% 06/20/2038                                                                                  | CUSIP: 38375XGS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       11769 | PA      | $12097.34      | 0.00%             | 2038-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 3.83% 06/12/2030                                                                                    | CUSIP: 65339KDR8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    12100000 | PA      | $8881879.93    | 0.02%             | 2030-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                                                  | HILCORP ENERGY I LP/FIN CO 5.75% 02/01/2029 144A                                                                                 | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      580000 | PA      | $572501.93     | 0.00%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                                           | LITHIA MOTORS INC 4.375% 01/15/2031 144A                                                                                         | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       48000 | PA      | $45620.91      | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 6.4% 11/15/2063                                                                                          | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53491.81      | 0.00%             | 2063-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 6/40 #743475                                                                                                          | CUSIP: 3620AX6L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18353 | PA      | $18643.22      | 0.00%             | 2040-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                                            | VODAFONE GROUP PLC BPSW5+NA 10/03/2078 REGS                                                                                      | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      600000 | PA      | $810425.95     | 0.00%             | 2078-10-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE (THE)                                                                                     | CAN 10YR BOND FUT DEC25 CNZ5                                                                                                     | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |         359 | NC      | $160951.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI BANQUE S A                                                                                              | RCI BANQUE S A 4.75%/VAR 03/24/2037 REGS                                                                                         | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $236839.80     | 0.00%             | 2037-03-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC TR 2007 NC3                                                                    | MSAC 2007-NC3 A2D TSFR1M+37.448 5/37                                                                                             | CUSIP: 61755AAE6<br>LEI: 549300LT6TIGKPKJS707 | Long             | ABS-CBDO         | CORP              | US        |     1767385 | PA      | $1356591.67    | 0.00%             | 2037-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2033#709252                                                                                                   | CUSIP: 31401H5M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22175 | PA      | $22447.18      | 0.00%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 05/01/2041#CB0471                                                                                                 | CUSIP: 3140QKQZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      187884 | PA      | $168879.31     | 0.00%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                                                    | LAMB WESTON HOLDINGS INC 4.875% 05/15/2028 144A                                                                                  | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      125000 | PA      | $124227.88     | 0.00%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT VAR 09/16/2063                                                                                    | CUSIP: 38381JDG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       53557 | PA      | $48538.59      | 0.00%             | 2063-09-16      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                                                         | STATION CASINOS LLC 4.5% 02/15/2028 144A                                                                                         | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      397000 | PA      | $391295.35     | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/GBP settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4218.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                            | CROWN CASTLE INC 5.1% 05/01/2033                                                                                                 | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      234000 | PA      | $234605.81     | 0.00%             | 2033-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                                        | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                                                       | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      340000 | PA      | $337450.00     | 0.00%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/CAD settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-433.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2052#MA8151                                                                                                   | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2860114 | PA      | $2782611.13    | 0.01%             | 2052-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 07/01/2043#AU1628                                                                                                 | CUSIP: 3138X0Y28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      216247 | PA      | $197366.53     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2025-X1                                                                      | AFFIRM ASSET SECURITIZATION TR 2025-X1 5.34% 04/15/2030 144A                                                                     | CUSIP: 00834MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100229.04     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 02/01/2041#AE0972                                                                                                 | CUSIP: 31419BCJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39631 | PA      | $40248.45      | 0.00%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                                              | EXTENDED STAY AMER TR 2021-ESH 1.38% 07/15/2038 144A                                                                             | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1791136 | PA      | $1790576.21    | 0.00%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                                                    | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A                                                 | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5360000 | PA      | $5360000.00    | 0.01%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/50#FM3269                                                                                                        | CUSIP: 3140X6T35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      310721 | PA      | $273946.18     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 06/01/2051#QC2901                                                                                                   | CUSIP: 3133AMGJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      249409 | PA      | $198627.39     | 0.00%             | 2051-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                  | PACIFICORP 5.25% 06/15/2035                                                                                                      | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1322900.30    | 0.00%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA MUN ELEC AUTH PWR REV                                                                               | MUNICIPAL EC AT GA 6.637% 4/57TAXABLE-PLT VOGTLE UNITS 3 and 4 PJ J-SER A-BUILD AMER                                             | CUSIP: 626207YF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      207000 | PA      | $220709.51     | 0.00%             | 2057-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 04/01/2053#SD3124                                                                                                 | CUSIP: 3132DQPH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3905419 | PA      | $3256671.75    | 0.01%             | 2053-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 03/01/2041#CA9362                                                                                                 | CUSIP: 3140QHML6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      208966 | PA      | $188399.51     | 0.00%             | 2041-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2041#AJ1874                                                                                                 | CUSIP: 3138ATCL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      234188 | PA      | $222353.47     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                                                                  | ALCOA NEDERLAND HOLDING BV 4.125% 03/31/2029 144A                                                                                | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      110000 | PA      | $105928.38     | 0.00%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2048#BJ8265                                                                                                   | CUSIP: 3140HAFF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73356 | PA      | $69682.03      | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                                            | WESTINGHOUSE AIR BRAKE TECH CORP 3.45% 11/15/2026                                                                                | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1475505.65    | 0.00%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC CP 0% 09/26/2025                                                                                    | CUSIP: 65339MWS1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    13800000 | PA      | $13751735.88   | 0.03%             | 2025-09-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 4% 11/13/2030                                                                                           | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      265000 | PA      | $246409.47     | 0.00%             | 2030-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) 4.375% 10/15/2028                                                                                              | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     6825000 | PA      | $6862009.72    | 0.02%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK II LTD                                                                                       | SANDSTONE PEAK II LTD BR TSFR3M+175 07/20/2038 144A                                                                              | CUSIP: 80013TAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      310000 | PA      | $310932.48     | 0.00%             | 2038-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                                  | UNUM GROUP 5.75% 08/15/2042                                                                                                      | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     2123000 | PA      | $2065114.98    | 0.00%             | 2042-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                                          | CANADIAN IMPERIAL BK OF COMM 5.26% 04/08/2029                                                                                    | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      110000 | PA      | $113858.41     | 0.00%             | 2029-04-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD                                                                                           | BELLEMEADE RE LTD SOFR30A+215 08/25/2034 144A                                                                                    | CUSIP: 078915AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     3180789 | PA      | $3190159.32    | 0.01%             | 2034-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 5.2% 03/01/2047                                                                                                          | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1489000 | PA      | $1295765.53    | 0.00%             | 2047-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS PASS THRU TR 2016-AA                                                                           | UNITED AIRLS PASS THRU TR 2016-AA 3.1% 01/07/2030                                                                                | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       22537 | PA      | $21745.17      | 0.00%             | 2030-01-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITIBANK NA FRN SOFRINDX+59 04/30/2026                                                                                           | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300711.00     | 0.00%             | 2026-04-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 01/42#G60517                                                                                                      | CUSIP: 31335ASE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      446764 | PA      | $446815.91     | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MF1 2024-FL14 LLC                                                                                           | MF1 2024-FL14 A LLC TSFR1M+173.7 03/19/2039 144A                                                                                 | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100437.72     | 0.00%             | 2039-03-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                                               | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                                            | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |      275000 | PA      | $269990.98     | 0.00%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 6.5% 09/18/2027                                                                                       | CUSIP: 31359QLQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |          23 | PA      | $23.16         | 0.00%             | 2027-09-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 10/01/2031#G15963                                                                                                 | CUSIP: 3128MEZ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45327 | PA      | $43871.54      | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                                  | FIRST QUANTUM MINERALS LTD 9.375% 03/01/2029 144A                                                                                | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1235000 | PA      | $1308976.50    | 0.00%             | 2029-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC / VALOR CO-ISSUER INC                                                                        | VFH PARENT LLC / VALOR CO-ISSUER INC 7.5% 06/15/2031 144A                                                                        | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $314900.40     | 0.00%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 10/02/2025                                                                                                          | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      931000 | PA      | $927725.83     | 0.00%             | 2025-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3                                                                | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3 6.47% 03/15/2029 144A                                                               | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2169000 | PA      | $2235304.81    | 0.01%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4.5% 05/15/2046#AS4934                                                                                                 | CUSIP: 36193PPT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13664 | PA      | $13425.09      | 0.00%             | 2046-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORT LOAN TR                                                                                 | MORGAN STANLEY MORT LOAN TR VAR 09/25/2034                                                                                       | CUSIP: 61748HCK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         603 | PA      | $589.76        | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#QD3433                                                                                                   | CUSIP: 3133B0Y64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      251877 | PA      | $203426.36     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2051#MA4255                                                                                                   | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2181679 | PA      | $1748379.36    | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2046#AR3062                                                                                                   | CUSIP: 36192XMK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       37968 | PA      | $35038.26      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 7/40 #719230                                                                                                          | CUSIP: 3620A5A74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30574 | PA      | $30463.78      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2052#CB2896                                                                                                   | CUSIP: 3140QNGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      989209 | PA      | $858220.60     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP REC 4.025 04/23/30                                                                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    13900000 | NC      | $475375.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTO ABS ITALIAN STELLA LOANS 2025-1 SRL                                                                    | AUTO ABS ITALIAN STELLA LOANS 2025-1 SRL 1MEUR+125 12/28/2040 REGS                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IT        |      100000 | PA      | $117391.14     | 0.00%             | 2040-12-28      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2052#BV9808                                                                                                   | CUSIP: 3140MP3S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90591 | PA      | $84638.82      | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.875% 10/31/2030                                                                                                      | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   144029600 | PA      | $151726181.75  | 0.34%             | 2030-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 02/01/2052#RA6799                                                                                                 | CUSIP: 3133KNRU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      530628 | PA      | $484009.22     | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC CP 0% 09/10/2025                                                                                                         | CUSIP: 40412BWA7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3594178.08    | 0.01%             | 2025-09-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC VAR 07/15/2043 144A                                                              | CUSIP: 95004AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3278000 | PA      | $28484.84      | 0.00%             | 2043-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2023-HB1                                                                                   | OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A                                                                                   | CUSIP: 67578KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      218603 | PA      | $216848.73     | 0.00%             | 2036-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 11/15/41                                                                                                                 | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20220000 | PA      | $8976203.94    | 0.02%             | 2041-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TR 2021-B                                                                                  | OPORTUN ISSUANCE TR 2021-B C 3.65% 05/08/2031 144A                                                                               | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      887963 | PA      | $878039.81     | 0.00%             | 2031-05-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2033#AR7961                                                                                                 | CUSIP: 3138W5Z35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7650 | PA      | $7446.69       | 0.00%             | 2033-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWDAY FDG MASTER ISSUER PLC                                                                                | NEWDAY FDG MASTER ISSUER PLC SONIO+265 07/15/2032 REGS                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $136971.28     | 0.00%             | 2032-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                                                | ALIMENTATION COUCHE-TARD INC CP 0% 10/01/2025                                                                                    | CUSIP: 01626UX18<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    10500000 | PA      | $10456091.10   | 0.02%             | 2025-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                                                | HUDSON PACIFIC PROPERTIES LP 3.25% 01/15/2030                                                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     1772000 | PA      | $1498958.54    | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 2.1% 03/22/2028                                                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3427699.32    | 0.01%             | 2028-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                                             | ESKOM HLDGS LTD 6.35% 08/10/2028 REGS                                                                                            | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |      213000 | PA      | $217526.25     | 0.00%             | 2028-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 1.5% 10/25/2049                                                                                   | CUSIP: 3137FRHM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1691612 | PA      | $1386771.29    | 0.00%             | 2049-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                                          | PRPM 2025-RPL1 M1B 4% 03/25/2055 144A                                                                                            | CUSIP: 74390WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      126000 | PA      | $114244.87     | 0.00%             | 2055-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX 2025-LUNR A                                                                                              | BX 2025-LUNR A VAR 06/15/2040 144A                                                                                               | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       85000 | PA      | $85185.94      | 0.00%             | 2040-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                                   | BANK NEW YORK MELLON CORP 6.317%/VAR 10/25/2029                                                                                  | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      175000 | PA      | $186463.86     | 0.00%             | 2029-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 7% 01/20/2039#004872                                                                                                     | CUSIP: 36202FMV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3131 | PA      | $3236.70       | 0.00%             | 2039-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PLANO HOLDCO INC                                                                                            | PERFICIENT TERM B 1LN 10/02/2031                                                                                                 | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |       74812 | PA      | $72755.16      | 0.00%             | 2031-10-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 5.125% 11/05/2026                                                                                       | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7512382.58    | 0.02%             | 2026-11-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2031#AS7145                                                                                                 | CUSIP: 3138WG5F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      610416 | PA      | $590645.21     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 03/20/45#MA2677                                                                                                     | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      127000 | PA      | $115009.03     | 0.00%             | 2045-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | JPSW SWAP CDS 12/20/30 HEIGR B                                                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |     1170000 | NC      | $-302153.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                                                | ALIMENTATION COUCHE-TARD INC CP 0% 09/03/2025                                                                                    | CUSIP: 01626UW35<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     1300000 | PA      | $1299174.11    | 0.00%             | 2025-09-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA 4.631%/VAR 09/11/2028 144A                                                                                    | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      290000 | PA      | $291343.75     | 0.00%             | 2028-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                                | UNIVISION COMMUNICATIONS INC 9.375% 08/01/2032 144A                                                                              | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      225000 | PA      | $236945.70     | 0.00%             | 2032-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 3.25% 12/01/2026                                                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     4524000 | PA      | $4470476.24    | 0.01%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMBB COML MTG SECS TR 2015-C30                                                                             | JPMBB 2015-C30 A5 3.8218% 07/15/2048                                                                                             | CUSIP: 46644UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      162500 | PA      | $162027.30     | 0.00%             | 2048-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 04/01/2051#QC0204                                                                                                 | CUSIP: 3133AJGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3719868 | PA      | $3143791.53    | 0.01%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.0% 08/01/2028#AS0294                                                                                                 | CUSIP: 3138W9KG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57711 | PA      | $56820.29      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 08/01/2044#Q28059                                                                                                 | CUSIP: 3132M8TQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12911 | PA      | $12449.47      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                                         | AFFIRM MASTER TRUST 5.13% 02/15/2033 144A                                                                                        | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      156000 | PA      | $156663.47     | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | ORO USD 10Y C 3.68 L 08/29/25 BRC                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              | CORP              | GB        |    -3500000 | NC      | $-0.35         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                                                        | ROCKET COS INC 6.375% 08/01/2033 144A                                                                                            | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      770000 | PA      | $799048.30     | 0.00%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 4/40 #A91937                                                                                                          | CUSIP: 312940EJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18911 | PA      | $19231.50      | 0.00%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2045#Q33869                                                                                                   | CUSIP: 3132QQJP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       51096 | PA      | $49214.56      | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 1.5% 09/15/2031                                                                                       | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      565000 | PA      | $488413.79     | 0.00%             | 2031-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF OK                                                                                     | PUBLIC SERVICE CO OF OK 5.25% 01/15/2033                                                                                         | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |      113000 | PA      | $115422.85     | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASST TR 2007 2                                                                                 | BAYVIEW COML ASST TR 2007 2 TSFR1M+43.448 07/25/2037 144A                                                                        | CUSIP: 07325XAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40772 | PA      | $37562.31      | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2052#FS1647                                                                                                   | CUSIP: 3140XGZM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1168055 | PA      | $1103354.76    | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                                                                             | HILLENBRAND INC 3.75% 03/01/2031                                                                                                 | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      291000 | PA      | $267553.49     | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR2 TR                                                                           | PROGRESS RESIDENTIAL 2022-SFR2 TR 4.8% 04/17/2027 144A                                                                           | CUSIP: 74332VAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      643616 | PA      | $627051.45     | 0.00%             | 2027-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-1                                                                                                 | SCLP 2025-1 4.8% 02/27/2034 144A                                                                                                 | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1754766 | PA      | $1760591.13    | 0.00%             | 2034-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM TERM J 1LN 02/28/2031                                                                                                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      180141 | PA      | $180254.10     | 0.00%             | 2031-02-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 04/01/2052#QE1130                                                                                                   | CUSIP: 3133BAHF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      766906 | PA      | $716757.13     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 08/25/2028                                                                                    | CUSIP: 3136B27L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      965737 | PA      | $954137.82     | 0.00%             | 2028-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                                                        | TEVA PHARMACEUTICAL FIN NETH III B V 6% 12/01/2032                                                                               | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      801000 | PA      | $823685.12     | 0.00%             | 2032-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 11/40 #AE8956                                                                                                         | CUSIP: 31419K5S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20165 | PA      | $20122.53      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.5% 05/31/2029                                                                                                        | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17722300 | PA      | $18258122.75   | 0.04%             | 2029-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                                                  | HILCORP ENERGY I LP/FIN CO 6.25% 04/15/2032 144A                                                                                 | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1986425.10    | 0.00%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 09/01/2040#G06576                                                                                                   | CUSIP: 3128M8T95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       66926 | PA      | $68058.22      | 0.00%             | 2040-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IMPAC SECD ASSETS CORP SER 2006-3                                                                           | IMPAC SECD ASSETS CORP SER 6-3 STEP 11/25/2036                                                                                   | CUSIP: 45255RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      258759 | PA      | $227869.07     | 0.00%             | 2036-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 10/01/2041#RB5132                                                                                                 | CUSIP: 3133KYVZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      933562 | PA      | $832319.59     | 0.00%             | 2041-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MID STATE CAP CORP 05 1 TR                                                                                  | MDST 2005-1 M1 6.106 1/40                                                                                                        | CUSIP: 595481AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        9300 | PA      | $9294.83       | 0.00%             | 2040-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SPDR NYSE TECHNOLOGY ETF                                                                                    | SPDR Portfolio Long Term Treasury ETF                                                                                            | CUSIP: 78464A664<br>LEI: 549300PS44ZVKSLTMI64 | Long             | EC               | RF                | US        |    20406815 | NS      | $535066689.30  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON PARK FUNDING XXI LTD                                                                                | MADISON PARK FUNDING XXI LTD AARR TSFR3M+134.161 10/15/2032 144A                                                                 | CUSIP: 55820JBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      243140 | PA      | $243225.65     | 0.00%             | 2032-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 4.55% 03/15/2035                                                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2153957.10    | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                                | ROCKIES EXPRESS PIPELINE LLC 4.8% 05/15/2030 144A                                                                                | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      115000 | PA      | $111975.55     | 0.00%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DAC                                                                           | SMBC AVIATION CAPITAL FINANCE DAC 5.1% 04/01/2030 144A                                                                           | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     2000000 | PA      | $2048961.22    | 0.00%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 1/40 #723623                                                                                                          | CUSIP: 3620A94G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16077 | PA      | $16024.74      | 0.00%             | 2040-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.75% 08/15/2055                                                                                     | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   180286000 | PA      | $175440813.75  | 0.39%             | 2055-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                                                   | Phillips Edison Grocery Center Operating Partnership I LP 5.75% 07/15/2034                                                       | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     1063000 | PA      | $1097769.12    | 0.00%             | 2034-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.7% 09/01/2033#BS9351                                                                                                 | CUSIP: 3140LLL90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3907344 | PA      | $3939294.74    | 0.01%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                            | CSC HOLDINGS LLC 5.75% 01/15/2030 144A                                                                                           | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      683000 | PA      | $320927.90     | 0.00%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                                           | HERC HOLDINGS INC 7.25% 06/15/2033 144A                                                                                          | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      595000 | PA      | $624146.67     | 0.00%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 07/20/2054#MA9780                                                                                                     | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4037216 | PA      | $4124190.95    | 0.01%             | 2054-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT VAR 02/20/2029                                                                                    | CUSIP: 38379BNP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        2582 | PA      | $2571.73       | 0.00%             | 2029-02-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-K85 MORTGAGE TRUST                                                                               | FREMF 2018-K85 MORTGAGE TRUST VAR 11/25/2028 144A                                                                                | CUSIP: 30308KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $974039.80     | 0.00%             | 2050-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 5.35% 03/15/2035                                                                                             | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1069000 | PA      | $1096515.89    | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2024-2 ISSUER TRUST                                                                      | STREAM INNOVATIONS 2024-2 A ISSUER TRUST 5.21% 02/15/2045 144A                                                                   | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3716629 | PA      | $3768112.67    | 0.01%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 08/01/2034#CA4087                                                                                                 | CUSIP: 3140QBRH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      593088 | PA      | $581560.36     | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                                                       | DEVON ENERGY CORP NEW 5.875% 06/15/2028                                                                                          | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       98000 | PA      | $98004.22      | 0.00%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SPGN 2022-TFLM MTG TR                                                                                       | SPGN 2022-TFLM B TSFR1M+200 02/15/2039 144A                                                                                      | CUSIP: 78473HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1890000 | PA      | $1861744.69    | 0.00%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                                       | SWITCH ABS ISSUER LLC 24-2A A2 5.436% 06/25/2054 144A                                                                            | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2665000 | PA      | $2689896.43    | 0.01%             | 2054-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2021-PAC B TSFR1M+101.328 21 10/15/2036 144A                                                        | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1201000 | PA      | $1197255.64    | 0.00%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#                                                                                                         | CUSIP: 3140XF4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      980644 | PA      | $850789.86     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.1% 06/01/2029#BS9253                                                                                                 | CUSIP: 3140LLH79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2534802 | PA      | $2610518.00    | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 08/01/2036#                                                                                                       | CUSIP: 31418D3L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56081 | PA      | $50270.33      | 0.00%             | 2036-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                                                         | ORO USD 10Y C 3.645 L 08/29/25 UAG                                                                                               | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DIR              | CORP              | GB        |    -2100000 | NC      | $-0.21         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC                                                                                      | ARBOR REALTY TRUST INC 4.5% 09/01/2026 144A                                                                                      | CUSIP: 038923AX6<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |      570000 | PA      | $554056.35     | 0.00%             | 2026-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC CP 0% 09/09/2025                                                                                   | CUSIP: 92866BW92<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3595105.08    | 0.01%             | 2025-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 05/01/2044#AS9099                                                                                                   | CUSIP: 3138WKDD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67227 | PA      | $68226.38      | 0.00%             | 2044-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                                                 | MATCH GROUP HLD II LLC 4.125% 08/01/2030 144A                                                                                    | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $103576.20     | 0.00%             | 2030-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                                               | PRINCIPAL FINL GROUP INC 4.111% 02/15/2028 144A                                                                                  | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |      388000 | PA      | $387132.34     | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 09/01/2051#MA4415                                                                                                   | CUSIP: 31418D3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6972626 | PA      | $6097268.22    | 0.01%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RAD CLO 7 LTD                                                                                               | RAD CLO 7 LTD CR TSFR3M+260 04/17/2036 144A                                                                                      | CUSIP: 74936GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250508.50     | 0.00%             | 2036-04-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 04/01/2054#CB8330                                                                                                 | CUSIP: 3140QUHG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5733540 | PA      | $5788301.46    | 0.01%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                                                                             | BX TR 2021-ACNT TSFR1M+136.448 11/15/2038 144A                                                                                   | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600109 | PA      | $599733.87     | 0.00%             | 2038-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/45#Q36614                                                                                                      | CUSIP: 3132QTK47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7208 | PA      | $6691.13       | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 12/40 #A95831                                                                                                         | CUSIP: 312944PQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      455952 | PA      | $455994.87     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                                                | CAIXABANK SA 3.625%/VAR 09/19/2032 REGS                                                                                          | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      900000 | PA      | $1064947.37    | 0.00%             | 2032-09-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2052#CB2662                                                                                                   | CUSIP: 3140QM5Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      249252 | PA      | $218271.73     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 06/01/2050#RA2677                                                                                                   | CUSIP: 3133KH6N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3139759 | PA      | $2541686.75    | 0.01%             | 2050-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 10/01/2042#Q11868                                                                                                 | CUSIP: 3132HNCD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16497 | PA      | $16145.74      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                                                           | SOLERA TERM B 1LN 06/02/2028                                                                                                     | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      289326 | PA      | $274333.53     | 0.00%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                                                    | SNAP INC 6.875% 03/01/2033 144A                                                                                                  | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      580000 | PA      | $586028.52     | 0.00%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.173%/VAR 01/16/2030                                                                                             | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3536000 | PA      | $3634667.66    | 0.01%             | 2030-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2023-2                                                                               | MARLETTE FUNDING TRUST 2023-2 6.96% 06/15/2033 144A                                                                              | CUSIP: 57109LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      193000 | PA      | $194571.16     | 0.00%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC                                                              | DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC 8.5% 10/01/2030 144A                                                              | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      250000 | PA      | $265178.25     | 0.00%             | 2030-10-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 5.906%/VAR 11/19/2035 144A                                                                                           | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1945000 | PA      | $1981709.37    | 0.00%             | 2035-11-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 08/01/2034#C91778                                                                                                 | CUSIP: 3128P76P3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      151769 | PA      | $148615.67     | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                                                    | BOOST NEWCO BORROWER LLC 7.5% 01/15/2031 144A                                                                                    | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      830000 | PA      | $880578.54     | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP REC 4.01 05/07/30                                                                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     6510000 | NC      | $220633.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTG PASSTHRU TR                                                                               | FHAMS 2004-AA3 A1 CSTR 9/34                                                                                                      | CUSIP: 32051D6B3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         745 | PA      | $744.40        | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                                                | ECOPETROL SA 8.625% 01/19/2029                                                                                                   | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     3555000 | PA      | $3851487.00    | 0.01%             | 2029-01-19      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                                         | UNITED AIRLINES INC 4.625% 04/15/2029 144A                                                                                       | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      905000 | PA      | $890604.80     | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                                   | CAESARS ENTERTAINMENT INC 6.5% 02/15/2032 144A                                                                                   | CUSIP: 12769GAC4<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |     1244000 | PA      | $1275328.90    | 0.00%             | 2032-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/EUR settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $851739.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/01/2052#SD7549                                                                                                   | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      140042 | PA      | $113410.21     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 06/01/2051#CB0788                                                                                                 | CUSIP: 3140QK2W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      521810 | PA      | $400764.28     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 07/20/2054#MA9773                                                                                                   | CUSIP: 36179Y2E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      741637 | PA      | $631816.75     | 0.00%             | 2054-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CM9946                                                                                                    | CUSIP: 3617YWBP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      359255 | PA      | $375188.12     | 0.00%             | 2072-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#FA2214                                                                                                 | CUSIP: 3140W2N80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3901379 | PA      | $3294754.82    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                                                        | CONSTANT CONTACT TERM B 1LN 02/10/2028                                                                                           | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |      198199 | PA      | $189068.04     | 0.00%             | 2028-02-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 09/01/2053#MA5138                                                                                                 | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3241445 | PA      | $3269365.49    | 0.01%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                                                      | COSTA RICA REPUBLIC OF 6.55% 04/03/2034 REGS                                                                                     | CUSIP: N/A<br>LEI: 549300S1EK2VN6XVJP58       | Long             | DBT              | NUSS              | CR        |      200000 | PA      | $211850.00     | 0.00%             | 2034-04-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 07/20/2047#MA4586                                                                                                   | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2446205 | PA      | $2263586.46    | 0.01%             | 2047-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                                                | BRITISH AMERICAN TOBACCO PLC 3%/VAR PERP REGS                                                                                    | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EP               | CORP              | GB        |     1600000 | PA      | $1860889.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 07/20/2050#MA6767                                                                                                   | CUSIP: 36179VQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27869 | PA      | $25658.28      | 0.00%             | 2050-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#CB3356                                                                                                 | CUSIP: 3140QNWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7121481 | PA      | $5942949.63    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES5                                                                               | RCKT MORTGAGE TRUST 2024-CES5 A1A STEP 08/25/2044 144A                                                                           | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1143121 | PA      | $1149666.63    | 0.00%             | 2044-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                                              | PUBLIC STORAGE 2.25% 11/09/2031                                                                                                  | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35391.48      | 0.00%             | 2031-11-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.125% 05/15/2045                                                                                                    | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $805559.72     | 0.00%             | 2045-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2025-PR1                                                                        | LEGACY MORTGAGE ASSET TRUST 2025-PR1 6% 01/25/2061 144A                                                                          | CUSIP: 52476AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8195377 | PA      | $8193425.79    | 0.02%             | 2061-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                                                                                          | BW REAL ESTATE INC 9.5%/VAR PERP 144A                                                                                            | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      185000 | PA      | $187597.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049                                                                                   | CUSIP: 3137H4HQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      732798 | PA      | $641159.76     | 0.00%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.813%/VAR 05/22/2033 REGS                                                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      525000 | PA      | $727207.72     | 0.00%             | 2033-05-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC                                      | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 5.875% 02/15/2028 144A                                    | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      202000 | PA      | $201937.91     | 0.00%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 06/20/2045#MA2893                                                                                                   | CUSIP: 36179RGA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3745786 | PA      | $3592448.19    | 0.01%             | 2045-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/42#AB5501                                                                                                      | CUSIP: 31417CDF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4330 | PA      | $4087.46       | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                                           | UNITED KINGDOM G.B. and N.IRELAND 3.75% 10/22/2053 REGS                                                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2700000 | PA      | $2698027.35    | 0.01%             | 2053-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HTL MORTGAGE TRUST                                                                                 | MCR 2024-HTL MORTGAGE TRUST TSFR1M+240.75 02/15/2037 144A                                                                        | CUSIP: 55286PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      396401 | PA      | $396400.51     | 0.00%             | 2037-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2045#AZ4775                                                                                                 | CUSIP: 3138YWJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1046261 | PA      | $957855.20     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 3.4% 09/01/2029                                                                                                        | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2496196.82    | 0.01%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                                        | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 10/15/2027 144A                                                                      | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      347000 | PA      | $346900.93     | 0.00%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC                                                                                      | ARBOR REALTY TRUST INC 4.5% 03/15/2027 144A                                                                                      | CUSIP: 038923AQ1<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |      877000 | PA      | $800273.02     | 0.00%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                                          | BX TRUST 2025-ROIC B TSFR1M+149.33 03/15/2030 144A                                                                               | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1455324 | PA      | $1449055.93    | 0.00%             | 2030-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 A4 5.15% 10/27/2059 144A                                                                  | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      168392 | PA      | $170499.11     | 0.00%             | 2059-10-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                              | BOMBARDIER INC 8.75% 11/15/2030 144A                                                                                             | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      320000 | PA      | $344859.84     | 0.00%             | 2030-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 10/01/2052#SD1733                                                                                                   | CUSIP: 3132DN4S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4973855 | PA      | $4968631.47    | 0.01%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 09/01/2051#MA4413                                                                                                   | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31192 | PA      | $24958.33      | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER SARL                                                                                             | TMS ISSUER SARL 5.78% 08/23/2032 REGS                                                                                            | CUSIP: 256834367<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |     1360000 | PA      | $1416848.00    | 0.00%             | 2032-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2046#BD1238                                                                                                 | CUSIP: 3140F8LU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27348 | PA      | $26936.07      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACCENTRO 2 WOHNEIGENTUM GMBH                                                                                | ACCENTRO 2 WOHNEIGENTUM GMBH 20% 09/30/2025                                                                                      | CUSIP: N/A<br>LEI: 89450029G1XWU8H02364       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116990.00     | 0.00%             | 2025-09-30      | Fixed         | 0.20%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 6.484%/VAR 10/24/2029                                                                              | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    39194000 | PA      | $41708294.32   | 0.09%             | 2029-10-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 5.15% 11/15/2031                                                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      470000 | PA      | $485983.48     | 0.00%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-2 LTD                                                                                 | BLUEMOUNTAIN CLO 2018-2 LTD B TSFR3M+196.161 08/15/2031 144A                                                                     | CUSIP: 09629VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $502188.00     | 0.00%             | 2031-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2023-SFR1 TR                                                                           | PROGRESS RESIDENTIAL 2023-SFR1 E1 TR 6.15% 03/17/2040 144A                                                                       | CUSIP: 74334FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1822000 | PA      | $1826548.44    | 0.00%             | 2040-03-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 04/01/2054#CB8358                                                                                                 | CUSIP: 3140QUJC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      502692 | PA      | $522380.77     | 0.00%             | 2054-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                                         | COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A                                                                       | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6190000 | PA      | $6552553.44    | 0.01%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.62% 05/01/2026#AN1503                                                                                                | CUSIP: 3138LDU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      144512 | PA      | $142780.19     | 0.00%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK OF ALABAMA                                                                                     | REGIONS BANK OF ALABAMA 6.45% 06/26/2037                                                                                         | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |     2533000 | PA      | $2737751.38    | 0.01%             | 2037-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 25-18 FM SOFR30A+ 09/25/2054                                                                          | CUSIP: 3136BVKH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     9731117 | PA      | $9741894.11    | 0.02%             | 2054-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 3.9% 05/15/2035                                                                                                      | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       45000 | PA      | $40579.19      | 0.00%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 08/45#MA3033                                                                                                        | CUSIP: 36179RLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      255169 | PA      | $230597.08     | 0.00%             | 2045-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2022-INV1                                                                        | BINOM SECURITIZATION TRUST 2022-INV1 A1 4.441% 08/25/2057 144A                                                                   | CUSIP: 090975AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      732702 | PA      | $714511.44     | 0.00%             | 2057-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST 2024-NQM1                                                                                        | ACRA TRUST 2024-NQM1 5.608% 10/25/2064 144A                                                                                      | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3855006 | PA      | $3871800.48    | 0.01%             | 2064-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#FM6558                                                                                                   | CUSIP: 3140XAJC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1870145 | PA      | $1487029.79    | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2040#AD9214                                                                                                 | CUSIP: 31418XGY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35301 | PA      | $35851.99      | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 06/01/2042#U90975                                                                                                 | CUSIP: 3132H4CL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5217 | PA      | $5043.98       | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 7.375% 05/01/2033 144A                                                                                      | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      510000 | PA      | $508145.23     | 0.00%             | 2033-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 01/31/2029                                                                                                          | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2345000 | PA      | $2374404.10    | 0.01%             | 2029-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 2/42 #778862                                                                                                          | CUSIP: 36176XB73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       62007 | PA      | $58288.69      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2016-12 LTD                                                                                         | OCP CLO 2016-12 LTD BAR3 TSFR3M+168 10/18/2037 144A                                                                              | CUSIP: 67092RBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250422.00     | 0.00%             | 2037-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2053#FS6793                                                                                                   | CUSIP: 3140XNRP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      359450 | PA      | $336281.74     | 0.00%             | 2053-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                                                        | TALOS PRODUCTION INC 9.375% 02/01/2031 144A                                                                                      | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77721.00      | 0.00%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 4.78% 03/25/2038                                                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1518388.56    | 0.00%             | 2038-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                                           | JAPAN TOBACCO INC 5.21% 06/15/2030 144A                                                                                          | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |      705000 | PA      | $732147.41     | 0.00%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                                                                      | FIVE CORNERS FND TR II 2.85% 05/15/2030 144A                                                                                     | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12846000 | PA      | $12010574.14   | 0.03%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#BU8883                                                                                                   | CUSIP: 3140MA2R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1184685 | PA      | $1030034.28    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXXVII LTD                                                                      | BENEFIT STREET PARTNERS CLO XXXVII LTD A TSFR3M+135 01/25/2038 144A                                                              | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      560000 | PA      | $561960.00     | 0.00%             | 2038-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                                             | EASTERN ENERGY GAS HOLDINGS LLC 5.65% 10/15/2054                                                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1508521.95    | 0.00%             | 2054-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 7% 01/15/2028 144A                                                                                         | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      375000 | PA      | $338437.50     | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2039#AW9574                                                                                                   | CUSIP: 3138XZT84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56317 | PA      | $55116.04      | 0.00%             | 2039-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORPORATION                                                                                 | KIOXIA HOLDINGS CORPORATION 6.25% 07/24/2030 144A                                                                                | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $200124.80     | 0.00%             | 2030-07-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 02/47#MA4261                                                                                                          | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      436949 | PA      | $392469.43     | 0.00%             | 2047-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4% 09/01/2055 #TBA                                                                                                     | CUSIP: 01F040693<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -530897000 | PA      | $-495496947.31 | -1.11%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2045#Q34164                                                                                                 | CUSIP: 3132QQTW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      447811 | PA      | $418409.41     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2033#730817                                                                                                   | CUSIP: 31402J4A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8601 | PA      | $8710.73       | 0.00%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6% 08/15/2033                                                                                     | CUSIP: 31394HR86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         940 | PA      | $965.12        | 0.00%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2046#Q40046                                                                                                 | CUSIP: 3132WDBQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1535042 | PA      | $1423948.94    | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK NEW YORK BRANCH                                                                     | STANDARD CHARTERED BANK NEW YORK BRH 4.853% 12/03/2027                                                                           | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | US        |    13800000 | PA      | $14051619.13   | 0.03%             | 2027-12-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                        | LOCKHEED MARTIN CORP 4.15% 06/15/2053                                                                                            | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      290000 | PA      | $227320.41     | 0.00%             | 2053-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXVII LTD                                                                       | BENEFIT STREET PARTNERS CLO XXVII LTD AR TSFR3M+137 10/20/2037 144A                                                              | CUSIP: 08179PAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      720000 | PA      | $722409.12     | 0.00%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                                  | PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A                                                                                  | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      157000 | PA      | $156786.59     | 0.00%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MTG TR                                                                                         | MCR 2024-TWA MTG TR 7.402% 06/12/2039 144A                                                                                       | CUSIP: 582923AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240000 | PA      | $242768.88     | 0.00%             | 2039-06-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BMD2 RE-REMIC TR 2019-FRR1                                                                                  | BMD2 RE-REMIC TR 2019-FRR1 2.202046% 05/25/2052 144A                                                                             | CUSIP: 055631GM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3523166.00    | 0.01%             | 2052-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 02/15/2035                                                                                                      | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45190000 | PA      | $46736347.57   | 0.10%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                                                    | MOOG INC 4.25% 12/15/2027 144A                                                                                                   | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |      360000 | PA      | $354371.40     | 0.00%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KBX1 MTG TR                                                                                      | FREMF 2018-KBX1 MORTGAGE TRUST CSTR 01/25/2026 144A                                                                              | CUSIP: 30307LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      219414 | PA      | $214148.94     | 0.00%             | 2026-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FTA CONSUMO SANTANDER                                                                                       | FTA CONSUMO SANTANDER 3MEUR+150 01/21/2040 REGS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | ES        |      100000 | PA      | $117122.42     | 0.00%             | 2040-01-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.125% 12/15/2045                                                                                             | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2635000 | PA      | $2592541.14    | 0.01%             | 2045-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MTN INC 5.25% 07/15/2030 144A                                                                                               | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      175000 | PA      | $173169.90     | 0.00%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 10/01/2055 #TBA                                                                                                       | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1900000 | PA      | $1771396.79    | 0.00%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5% 09/01/2055 #TBA                                                                                                     | CUSIP: 01F050692<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -317967436 | PA      | $-313582951.23 | -0.70%            | 2055-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                                                       | VICI PROPERTIES LP / VICI NOTE CO INC 4.5% 01/15/2028 144A                                                                       | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      162000 | PA      | $161365.10     | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 09/40#AE4589                                                                                                      | CUSIP: 31419FC38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      108592 | PA      | $105722.18     | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY885799 12/15/56 S                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     2400000 | NC      | $-32212.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                                         | COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A                                                                       | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      957000 | PA      | $1017732.32    | 0.00%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.75% 02/15/2044                                                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       80000 | PA      | $66262.54      | 0.00%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.375% 12/31/2029                                                                                                      | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      800000 | PA      | $822656.25     | 0.00%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                                              | MCDONALDS CORP 3.625% 09/01/2049                                                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      500000 | PA      | $363181.47     | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 06/01/2028#AT7761                                                                                                 | CUSIP: 3138WVTT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       64892 | PA      | $63588.29      | 0.00%             | 2028-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                                            | ELI LILLY and CO 4.7% 02/09/2034                                                                                                 | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     3179000 | PA      | $3185105.21    | 0.01%             | 2034-02-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                            | BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030                                                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    12288000 | PA      | $12041548.06   | 0.03%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 2.3% 03/25/2028                                                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1678000 | PA      | $1603733.13    | 0.00%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                                                          | POLAND REPUBLIC OF 5.5% 03/18/2054                                                                                               | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      370000 | PA      | $347026.70     | 0.00%             | 2054-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 05/01/2035#SB8045                                                                                                 | CUSIP: 3132D55E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1555842 | PA      | $1473071.79    | 0.00%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 10/20/2047#MA4779                                                                                                     | CUSIP: 36179TJY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       60557 | PA      | $57723.11      | 0.00%             | 2047-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                                                      | LOGICOR FINANCING SARL 4.25% 07/18/2029 REGS                                                                                     | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      600000 | PA      | $725912.91     | 0.00%             | 2029-07-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#MA4562                                                                                                   | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    30359447 | PA      | $24215957.66   | 0.05%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 08/01/2050#FP0025                                                                                                   | CUSIP: 3140XTA35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6057482 | PA      | $4863879.99    | 0.01%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                                                               | BOYNE USA INC 4.75% 05/15/2029 144A                                                                                              | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $319066.80     | 0.00%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 09/01/2055 #TBA                                                                                                       | CUSIP: 21H030690<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -34100000 | PA      | $-30206264.22  | -0.07%            | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 5.617%/VAR 09/13/2030 144A                                                                                          | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      530000 | PA      | $553727.65     | 0.00%             | 2030-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2044#AW5423                                                                                                 | CUSIP: 3138XVAZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30680 | PA      | $30391.11      | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISS FT BS MTG ACC CRP                                                                              | CREDIT SUISS FT BS MTG ACC CRP 6.5% 12/25/2035                                                                                   | CUSIP: 2254W0NE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      197629 | PA      | $92096.29      | 0.00%             | 2035-12-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 02/01/2052#                                                                                                       | CUSIP: 31418EBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5557595 | PA      | $5037105.79    | 0.01%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                                                | AUTOZONE INC 1.65% 01/15/2031                                                                                                    | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      505000 | PA      | $437475.36     | 0.00%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 06/01/2051#SD2106                                                                                                 | CUSIP: 3132DPKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      925055 | PA      | $702084.23     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AGL CLO 42 LTD                                                                                              | AGL CLO 42 LTD A1 TSFR3M+ 07/22/2038 144A                                                                                        | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250617.50     | 0.00%             | 2038-07-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                                                        | HOWARD MIDSTREAM ENERGY PARTNERS LLC 7.375% 07/15/2032 144A                                                                      | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      380000 | PA      | $396271.22     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                                 | IMPERIAL BRANDS FINANCE PLC 5.875% 07/01/2034 144A                                                                               | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     2400000 | PA      | $2480288.35    | 0.01%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST                                                               | AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST 3.75% 06/15/2029 144A                                                              | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       18112 | PA      | $17675.55      | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR2 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR2 F1 TRUST 4.5% 07/17/2039 144A                                                                           | CUSIP: 33767PAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3866734.00    | 0.01%             | 2039-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT CSTR 01/25/2030                                                                                   | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    56813920 | PA      | $2787836.32    | 0.01%             | 2030-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 3.5% 11/15/2030                                                                                                 | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    11542000 | PA      | $11005921.65   | 0.02%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2051#FS0002                                                                                                   | CUSIP: 3140XFAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1696213 | PA      | $1486977.80    | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNW 04-W9 1A3 6.05 2/44                                                                                                          | CUSIP: 31394ACG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        3973 | PA      | $4105.43       | 0.00%             | 2044-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALBACORE EURO CLO IV DAC                                                                                    | ALBACORE EURO CLO IV DAC AR 3MEUR+99 07/15/2035 144A                                                                             | CUSIP: N/A<br>LEI: 635400OMGYX1QQYCTI48       | Long             | ABS-CBDO         | CORP              | IE        |     1000000 | PA      | $1170246.29    | 0.00%             | 2035-07-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MARINER FIN ISSUANCE TR 2025-A                                                                              | MARINER FIN ISSUANCE TR 2025-A 0% 05/20/2038 144A                                                                                | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      104000 | PA      | $105808.66     | 0.00%             | 2038-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 5.552%/VAR 03/14/2028                                                                                         | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     8400000 | PA      | $8549159.39    | 0.02%             | 2028-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 08/01/2053#QG9484                                                                                                 | CUSIP: 3133CARD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       77652 | PA      | $78563.08      | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                                             | NXP B V/NXP FDG LLC/NXP USA INC 5.25% 08/19/2035                                                                                 | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     4212000 | PA      | $4185054.40    | 0.01%             | 2035-08-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RR15 LTD / RR15 LLC                                                                                         | RR15 LTD / RR15 LLC A2 TSFR3M+171.161 04/15/2036 144A                                                                            | CUSIP: 74980XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001050.00    | 0.00%             | 2036-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 3% 01/15/2052                                                                                                          | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      316000 | PA      | $202324.72     | 0.00%             | 2052-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 6.612%/VAR 10/19/2027 144A                                                                                               | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1055000 | PA      | $1079546.99    | 0.00%             | 2027-10-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 2.8% 04/01/2027                                                                                                      | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1434335.50    | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2049#CA4628                                                                                                   | CUSIP: 3140QCEA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      784618 | PA      | $744344.13     | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.4% 10/25/2030                                                                                   | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2200000 | PA      | $2228690.20    | 0.00%             | 2030-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 03/20/2052#                                                                                                         | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6373382 | PA      | $5431611.78    | 0.01%             | 2052-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2046#AS6968                                                                                                   | CUSIP: 36193SW54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       75788 | PA      | $69941.08      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 280 PK AVE 2017-280P MTG TR                                                                                 | 280 PK AVE 2017-280P E MTG TR STEP 09/15/2034 144A                                                                               | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      154796 | PA      | $149765.13     | 0.00%             | 2034-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 04/01/2051#SD8140                                                                                                   | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5863188 | PA      | $4695044.83    | 0.01%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                       | ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A                                                                                     | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     7937000 | PA      | $8040799.21    | 0.02%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                                                   | HESS CORP 5.8% 04/01/2047                                                                                                        | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     4517000 | PA      | $4565327.61    | 0.01%             | 2047-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG SECS CORP                                                                                | WMALT 2005-4 CB7 5.5 6/35                                                                                                        | CUSIP: 9393366B4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        6025 | PA      | $5588.69       | 0.00%             | 2035-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                                                     | PIEDMONT HEALTHCARE INC 2.864% 01/01/2052                                                                                        | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $648745.99     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 09/01/2055 #TBA                                                                                                       | CUSIP: 21H040699<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -6800000 | PA      | $-6341329.12   | -0.01%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT K141 A2 2.25% 02/25/2032                                                                          | CUSIP: 3137H6ZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9000000 | PA      | $8010334.80    | 0.02%             | 2032-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2053#FA0902                                                                                                 | CUSIP: 3140W1AC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1140629 | PA      | $951011.30     | 0.00%             | 2053-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                                           | RAKUTEN GROUP INC 9.75% 04/15/2029 REGS                                                                                          | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      900000 | PA      | $999820.75     | 0.00%             | 2029-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTAIL MTG LN TR 2024-NQM3                                                                         | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM3 7.173624% 11/25/2064 144A                                                          | CUSIP: 647910AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      259000 | PA      | $261208.47     | 0.00%             | 2064-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2047#ZA4926                                                                                                 | CUSIP: 31329NPK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      101341 | PA      | $94139.71      | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#BU0986                                                                                                 | CUSIP: 3140M2CY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4741072 | PA      | $4009810.18    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 5/42 #766751                                                                                                          | CUSIP: 36176HTG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      115314 | PA      | $108491.82     | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 05/01/2046#V82275                                                                                                   | CUSIP: 3132L7Q44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      200848 | PA      | $180383.16     | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2053#BY4771                                                                                                   | CUSIP: 3140NMJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      974991 | PA      | $1007058.59    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| XEROX CORP                                                                                                  | XEROX CORP 13.5% 04/15/2031 144A                                                                                                 | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27088.29      | 0.00%             | 2031-04-15      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| ALTDE 2025-1 TR                                                                                             | ALTDE 2025-1 TR 5.9% 08/15/2050 144A                                                                                             | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2852816 | PA      | $2924212.44    | 0.01%             | 2050-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/EUR settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $674.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                                                      | LOGICOR FINANCING SARL 0.875% 01/14/2031 REGS                                                                                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $406292.20     | 0.00%             | 2031-01-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.65% 02/01/2034                                 | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      852000 | PA      | $908786.12     | 0.00%             | 2034-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                                                                                      | CISION TERM B 1LN 01/29/2027                                                                                                     | CUSIP: 14852DAC5<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |      107319 | PA      | $49098.37      | 0.00%             | 2027-01-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                                               | METHANEX CORP 5.125% 10/15/2027                                                                                                  | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $248888.78     | 0.00%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 11/33 #725027                                                                                                         | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32168 | PA      | $32579.81      | 0.00%             | 2033-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2023-B                                                                                 | SMB PRIVATE ED LN TR 2023-B A1B SOFR30A+215 10/16/2056 144A                                                                      | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      897706 | PA      | $915009.14     | 0.00%             | 2056-10-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                                                       | NYU LANGONE HOSPITALS 4.368% 07/01/2047                                                                                          | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      810000 | PA      | $685184.35     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-HYB1                                                                            | SEQUOIA MORTGAGE TRUST 2024-HYB1 A1A VAR 11/25/2063 144A                                                                         | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7309668 | PA      | $7271186.12    | 0.02%             | 2063-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6.5% 06/01/2055#RJ4396                                                                                           | CUSIP: 3142GU3E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2079560 | PA      | $2194637.96    | 0.00%             | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MTG TR                                                                                         | MCR 2024-TWA MTG TR 5.924% 06/12/2039 144A                                                                                       | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $172401.15     | 0.00%             | 2039-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 4.25% 10/22/2026                                                                                     | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10727000 | PA      | $10732725.32   | 0.02%             | 2026-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+1397.466 03/17/2032                                                                       | CUSIP: 31392CGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |          28 | PA      | $28.17         | 0.00%             | 2032-03-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2048#890863                                                                                                   | CUSIP: 31410LWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      329258 | PA      | $331793.47     | 0.00%             | 2048-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DBGS 2024-SBL MTG TR                                                                                        | DBGS 2024-SBL A TSFR1M+188.21 08/15/2039 144A                                                                                    | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      812000 | PA      | $813527.05     | 0.00%             | 2034-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2052#SD1652                                                                                                   | CUSIP: 3132DNZR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1647362 | PA      | $1457022.42    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                                               | APPLOVIN CORP 5.375% 12/01/2031                                                                                                  | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    12406000 | PA      | $12782922.94   | 0.03%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 3.132%/VAR 01/20/2033 144A                                                                                           | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3670000 | PA      | $3305979.89    | 0.01%             | 2033-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.67% 07/01/2033#AN9700                                                                                                | CUSIP: 3138LNX63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1916076.60    | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENI USA INC                                                                                                 | ENI USA INC 7.3% 11/15/2027                                                                                                      | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       14000 | PA      | $14890.55      | 0.00%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                                                | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 03/01/2027 144A                                                  | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      413000 | PA      | $412480.69     | 0.00%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2042#U90281                                                                                                   | CUSIP: 3132H3J20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13874 | PA      | $13436.08      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONN AVE SECS TR 2023-01                                                                        | MULTIFAMILY CONN AVE SECS TR 2023-01 M10 SOFR30A+650 11/25/2053 144A                                                             | CUSIP: 62548NAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3525000 | PA      | $3977190.53    | 0.01%             | 2053-11-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 06/20/2052#MA8099                                                                                                   | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1141603 | PA      | $1041929.83    | 0.00%             | 2052-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 10/39 #710924                                                                                                         | CUSIP: 36297FYV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27187 | PA      | $27615.46      | 0.00%             | 2039-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OHA CR FDG 4 LTD / OHA CR FDG 4 LLC                                                                         | OHA CR FDG 4 LTD / OHA CR FDG 4 LLC AR2 TSFR3M+129 01/22/2038 144A                                                               | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5150000 | PA      | $5166768.40    | 0.01%             | 2038-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.5% 09/20/2052#MA8270                                                                                                   | CUSIP: 36179XFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1442954 | PA      | $1462335.07    | 0.00%             | 2052-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 7.39%/VAR 11/03/2028                                                                                           | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $850281.75     | 0.00%             | 2028-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS SER 2007 0A5 TR                                                                  | WAMU 2007-OA5 1A 12MTA+75 6/47                                                                                                   | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      239019 | PA      | $192638.96     | 0.00%             | 2047-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 09/01/2046#MA2737                                                                                                   | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      158680 | PA      | $141734.66     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 6.496%/VAR 09/13/2027                                                                                               | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $612457.08     | 0.00%             | 2027-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.11% 01/01/2032#BS4375                                                                                                | CUSIP: 3140LE2H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4947538 | PA      | $4399527.84    | 0.01%             | 2032-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                                         | KINETIK HOLDINGS LP 5.875% 06/15/2030 144A                                                                                       | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1230449.30    | 0.00%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA INC                                                                                       | CREDIT SUISSE USA INC 7.125% 07/15/2032                                                                                          | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |       25000 | PA      | $28572.01      | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV1                                                                                              | EFMT 2025-INV1 A1 VAR 03/25/2070 144A                                                                                            | CUSIP: 26846XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      369599 | PA      | $372660.16     | 0.00%             | 2070-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OHA LOAN FUNDING 2015-1 LTD                                                                                 | OHA LOAN FUNDING 2015-1 LTD AR3 TSFR3M+141.161 01/19/2037 144A                                                                   | CUSIP: 67109BDC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250000.00     | 0.00%             | 2037-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 7.5% 06/01/2027 144A                                                                                                    | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      812000 | PA      | $826856.43     | 0.00%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BPR TR 2024-PMDW                                                                                            | BPR TR 2024-PMDW A VAR 11/05/2029 144A                                                                                           | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40000 | PA      | $40813.98      | 0.00%             | 2041-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                                                | BANQUE FED CRED MUTUEL PARIS 5.79% 07/13/2028 144A                                                                               | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1800000 | PA      | $1874210.81    | 0.00%             | 2028-07-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 4% 12/01/2054#FA0227                                                                                              | CUSIP: 3140W0HD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12333413 | PA      | $11590508.72   | 0.03%             | 2054-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER LLC                                                                                 | INVERSION ESCROW ISSUER LLC 6.75% 08/01/2032 144A                                                                                | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |      125000 | PA      | $123779.21     | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO I DAC                                                                                      | INVESCO EURO CLO I DAC A1R 3MEUR+65 07/15/2031 144A                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     7042601 | PA      | $8198421.40    | 0.02%             | 2031-07-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 06/01/2031#J34501                                                                                                 | CUSIP: 31307RAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      544845 | PA      | $528162.31     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 6% 02/25/2037                                                                                                         | CUSIP: 31396PND9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         469 | PA      | $485.01        | 0.00%             | 2037-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                                                     | MARATHON PETROLEUM CORP 3.8% 04/01/2028                                                                                          | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     5590000 | PA      | $5535101.28    | 0.01%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 5.15% 06/15/2029                                                                                           | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      925000 | PA      | $959857.05     | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 02/01/2041#MA4269                                                                                                 | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      336293 | PA      | $301476.82     | 0.00%             | 2041-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/EUR settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-59919.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2047#BM2005                                                                                                   | CUSIP: 3140J6GP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      140039 | PA      | $133113.98     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.3% 11/20/2026                                                                                                    | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2202000 | PA      | $2202376.76    | 0.00%             | 2026-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 7.003%/VAR 10/19/2034 144A                                                                                               | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1731000 | PA      | $1911038.68    | 0.00%             | 2034-10-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6% 04/01/2055#RJ3896                                                                                             | CUSIP: 3142GUKJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      434282 | PA      | $445444.51     | 0.00%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 08/01/2049#QA1997                                                                                                   | CUSIP: 31334YGE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      414919 | PA      | $364774.56     | 0.00%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG TR                                                                                            | JPMMT 06-A2 4A1 CSTR 8/34                                                                                                        | CUSIP: 466247K51<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1279 | PA      | $1283.59       | 0.00%             | 2034-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 9/40 #AE1526                                                                                                          | CUSIP: 31419BVU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20691 | PA      | $20666.34      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS and RESORTS LP                                                                                  | HOST HOTELS and RESORTS LP 2.9% 12/15/2031                                                                                       | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      840000 | PA      | $745589.68     | 0.00%             | 2031-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.75% 03/01/2035                                                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1704000 | PA      | $1752909.59    | 0.00%             | 2035-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6.25% 01/31/2034 144A                                                                                              | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41042.05      | 0.00%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 12/20/2048#BJ7085                                                                                                     | CUSIP: 3617HU2S1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       67931 | PA      | $68227.22      | 0.00%             | 2048-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                                                      | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.08% 12/15/2047                                                                       | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56000 | PA      | $43587.25      | 0.00%             | 2047-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                                         | COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A                                                                       | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1389000 | PA      | $1436942.86    | 0.00%             | 2053-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 05/01/2043#AT5989                                                                                                 | CUSIP: 3138WTUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      215852 | PA      | $196942.15     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BD CTF 06-11 TR                                                                           | CWL 2006-11 1AF4 CSTR 9/46                                                                                                       | CUSIP: 12666TAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      944618 | PA      | $917937.78     | 0.00%             | 2035-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                                                | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 6.625% 02/01/2032 144A                                                  | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      615000 | PA      | $636033.00     | 0.00%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2022-3 LTD                                                                       | PALMER SQUARE LOAN FUNDING 2022-3 LTD A1BR TSFR3M+140 04/15/2031 144A                                                            | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250395.25     | 0.00%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 10/01/2055 #TBA                                                                                                     | CUSIP: 21H0326A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11800000 | PA      | $10711429.94   | 0.02%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOFI PERS LN TR 2024-1                                                                                      | SOFI PERS LN TR 2024-1A A 6.06% 02/12/2031 144A                                                                                  | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      181640 | PA      | $182936.52     | 0.00%             | 2031-02-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.21%/VAR 04/22/2042                                                                               | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      141000 | PA      | $106082.42     | 0.00%             | 2042-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                                                                 | OCP CLO LTD AR2 TSFR3M+140 07/20/2037 144A                                                                                       | CUSIP: 67113LAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250659.25     | 0.00%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                     | PIEDMONT NATURAL GAS CO 3.5% 06/01/2029                                                                                          | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22418.74      | 0.00%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                                             | SEALED AIR CORP 6.5% 07/15/2032 144A                                                                                             | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      235000 | PA      | $243085.88     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.5% 02/15/2045                                                                                      | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12494500 | PA      | $8705152.42    | 0.02%             | 2045-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST                                                                                 | OCWEN LOAN INVESTMENT TRUST HB1 A VAR 06/25/2038 144A                                                                            | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2435732 | PA      | $2367044.39    | 0.01%             | 2038-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CSMC MTG BACKED TR 2006-6                                                                                   | CSMC MTG BACKED TR 2006-6 6% 07/25/2036                                                                                          | CUSIP: 22942JAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1932335 | PA      | $878122.99     | 0.00%             | 2036-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 02/28/2031                                                                                                       | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    61620000 | PA      | $63105138.13   | 0.14%             | 2031-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                                          | META PLATFORMS INC 5.4% 08/15/2054                                                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      860000 | PA      | $824983.12     | 0.00%             | 2054-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2052#FS7241                                                                                                 | CUSIP: 3140XPBK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4096841 | PA      | $3455984.00    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HERO FDG 2017-3                                                                                             | HERO FDG 2017-3A A2 3.95% 09/20/2048 144A                                                                                        | CUSIP: 42771AAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       41713 | PA      | $39447.53      | 0.00%             | 2048-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LIMITED                                                                                      | SANTOS FINANCE LTD 3.649% 04/29/2031 144A                                                                                        | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     4800000 | PA      | $4511856.00    | 0.01%             | 2031-04-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                              | BOMBARDIER INC 6% 02/15/2028 144A                                                                                                | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     4005000 | PA      | $4009641.80    | 0.01%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 11/01/2050#MA4181                                                                                                 | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4349767 | PA      | $3306755.98    | 0.01%             | 2050-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-19 LTD / OCP CLO 2020-19 LLC                                                                   | OCP CLO 2020-19 LTD / OCP CLO 2020-19 LLC A1R2 TSFR3M+118 04/20/2038 144A                                                        | CUSIP: 670881AU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      330000 | PA      | $330165.00     | 0.00%             | 2038-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXIX LTD                                                                              | MADISON PARK FUNDING XXXIX LTD AR TSFR3M+125 10/22/2034 144A                                                                     | CUSIP: 55821LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5300000 | PA      | $5289288.70    | 0.01%             | 2034-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                                                    | AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032                                                                                       | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     2835000 | PA      | $2637296.54    | 0.01%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 11/36 #904131                                                                                                         | CUSIP: 31411CPQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2439 | PA      | $2527.31       | 0.00%             | 2036-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC 2019-2AA PASS THRU TRS                                                                     | UNITED AIRLS INC 2019-2AA PASS THRU TRS 2.7% 11/01/2033                                                                          | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      419317 | PA      | $382869.17     | 0.00%             | 2033-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2046#BC0289                                                                                                 | CUSIP: 3140EUKB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14449 | PA      | $14213.91      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#CB2166                                                                                                   | CUSIP: 3140QMMQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1365467 | PA      | $1196603.43    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2047#FS5415                                                                                                   | CUSIP: 3140XMAR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      379194 | PA      | $347402.43     | 0.00%             | 2047-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 06/01/2050#SD7518                                                                                                   | CUSIP: 3132DVK79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2283641 | PA      | $2017643.56    | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                                                    | LAMB WESTON HOLDINGS INC 4.375% 01/31/2032 144A                                                                                  | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     1308000 | PA      | $1230443.71    | 0.00%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.543000 04/22/2054 EUR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1357000 | NC      | $119209.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNRUN ARTEMIS ISSUER 2024-2 LLC                                                                            | SUNRUN ARTEMIS ISSUER 2024-2 LLC 6.25% 07/30/2059 144A                                                                           | CUSIP: 86771BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4898378 | PA      | $4882906.82    | 0.01%             | 2059-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2733 SB -0 SOFR30A+790.697 10/33                                                                                             | CUSIP: 31394NUY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2854 | PA      | $2853.48       | 0.00%             | 2033-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AON CORP2                                                                                                   | AON CORP 6.25% 09/30/2040                                                                                                        | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7525.41       | 0.00%             | 2040-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                   | OCCIDENTAL PETROLEUM CORP 7.875% 09/15/2031                                                                                      | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       40000 | PA      | $45152.25      | 0.00%             | 2031-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.51% 10/01/2030#BS5171                                                                                                | CUSIP: 3140LFW91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      737087 | PA      | $682405.68     | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2052#MA4847                                                                                                   | CUSIP: 31418EL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3119287 | PA      | $3203358.62    | 0.01%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 03/01/2053#CB5907                                                                                                 | CUSIP: 3140QRR54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      493696 | PA      | $500108.88     | 0.00%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABG INTERMEDIATE HLDGS 2 LLC                                                                                | AUTHENTIC BRANDS TERM B1 1LN 12/21/2028                                                                                          | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |      173835 | PA      | $173428.37     | 0.00%             | 2028-12-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 09/01/2051#FS5803                                                                                                   | CUSIP: 3140XMNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52816 | PA      | $42260.33      | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                                                                            | QUIDELORTHO TERM B 1LN 08/16/2032                                                                                                | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |      510815 | PA      | $504429.39     | 0.00%             | 2032-08-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                                        | BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A                                                                                      | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      220000 | PA      | $214919.47     | 0.00%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 3653 HJ 5% 4/40                                                                                                              | CUSIP: 31398VXZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1083 | PA      | $1102.05       | 0.00%             | 2040-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 4.5% 04/15/2033                                                                                           | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3770000 | PA      | $3695304.39    | 0.01%             | 2033-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2045#AS6304                                                                                                   | CUSIP: 3138WGAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      365190 | PA      | $349297.84     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                                    | VENTURE GLOBAL CALCASIEU 3.875% 11/01/2033 144A                                                                                  | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      771000 | PA      | $686811.97     | 0.00%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 06/01/2036#MA4359                                                                                                 | CUSIP: 31418DZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53846 | PA      | $48300.56      | 0.00%             | 2036-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 3.137% 11/15/2035 144A                                                                                              | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4483000 | PA      | $3793117.99    | 0.01%             | 2035-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROJECT INFINITY                                                                                            | PROJECT INFINITY 12.85% 09/13/2027                                                                                               | CUSIP: 211926AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      469595 | PA      | $469595.00     | 0.00%             | 2027-09-13      | Fixed         | 0.13%                 | No            |                  3 | On Loan: No      |
| DYCOM INDUSTRIES INC                                                                                        | DYCOM INDUSTRIES INC 4.5% 04/15/2029 144A                                                                                        | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |      492000 | PA      | $479944.52     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCHE HLDGS INC                                                                                             | ROCHE HLDGS INC 4.79% 03/08/2029 144A                                                                                            | CUSIP: 771196CJ9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      250000 | PA      | $255923.95     | 0.00%             | 2029-03-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 4.17631% 02/25/2063 144A                                                                            | CUSIP: 173106AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      593449 | PA      | $513790.46     | 0.00%             | 2063-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-FRR1 TR                                                                                           | CFMT 2021-FRR1 CKW1 TR 0% 01/29/2026 144A                                                                                        | CUSIP: 12529YBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      263297 | PA      | $255467.65     | 0.00%             | 2026-01-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC                                         | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                                           | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $473250.39     | 0.00%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 3.068%/VAR 04/30/2041                                                                                     | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      410000 | PA      | $312140.49     | 0.00%             | 2041-04-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SILVER POINT CLO 12 LTD                                                                                     | SILVER POINT CLO 12 LTD A1 TSFR3M+ 10/15/2038 144A                                                                               | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270000.00     | 0.00%             | 2038-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                                                | BX 2024-CNYN E TSFR1M+368.86 04/05/2029 144A                                                                                     | CUSIP: 05612HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115570 | PA      | $115062.39     | 0.00%             | 2041-04-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2051#                                                                                                       | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15206380 | PA      | $12718392.34   | 0.03%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     1000000 | NC      | $-13422.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY KANSAS METRO                                                                                         | EVERGY KANSAS METRO 4.2% 06/15/2047                                                                                              | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |       21000 | PA      | $16934.57      | 0.00%             | 2047-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 4% 07/01/2037#MA4713                                                                                                   | CUSIP: 31418EGX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3146878 | PA      | $3106245.19    | 0.01%             | 2037-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                                                                  | TOLL BROS FIN CORP 4.875% 03/15/2027                                                                                             | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6393180.76    | 0.01%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2056#BF0090                                                                                                 | CUSIP: 3140FXC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      531297 | PA      | $479184.84     | 0.00%             | 2056-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                                                   | ESAB CORP 6.25% 04/15/2029 144A                                                                                                  | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      443000 | PA      | $455498.80     | 0.00%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2015-70 JC 3% 10/45                                                                                                          | CUSIP: 3136AQCV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      283520 | PA      | $271100.48     | 0.00%             | 2045-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BO3157                                                                                                   | CUSIP: 3617KJQJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       72711 | PA      | $71007.40      | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 07/01/2040#MA4071                                                                                                   | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      536634 | PA      | $467789.05     | 0.00%             | 2040-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ERAC USA FIN LLC                                                                                            | ERAC USA FIN LLC 3.3% 12/01/2026 144A                                                                                            | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     8865000 | PA      | $8766366.33    | 0.02%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2032#AP0682                                                                                                 | CUSIP: 3138M3XL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26211 | PA      | $25546.95      | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B26 MTG TR                                                                                   | BENCHMARK 2021-B26 A4 2.295% 06/15/2054                                                                                          | CUSIP: 08163EBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8800000 | PA      | $7920234.96    | 0.02%             | 2054-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                      | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047                                                     | CUSIP: 3137H3SE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      161853 | PA      | $142527.97     | 0.00%             | 2047-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2                                                               | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.33% 11/20/2029 144A                                                              | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1754000 | PA      | $1773314.52    | 0.00%             | 2029-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 04/01/2041#CB0116                                                                                                   | CUSIP: 3140QKDW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      164294 | PA      | $143749.71     | 0.00%             | 2041-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $16532.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC3 TR                                                                                          | PRKCM 2023-AFC3 A2 TRUST 6.987% 09/25/2058 144A                                                                                  | CUSIP: 693984AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      641330 | PA      | $647458.26     | 0.00%             | 2058-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AUTONORIA SPAIN 2025-1 FT                                                                                   | AUTONORIA SPAIN 2025-1 FT 25-SP D 1MEUR+ 04/30/2043 REGS                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | ES        |      100000 | PA      | $117150.23     | 0.00%             | 2043-04-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MSC 2021-L6                                                                                                 | MSC 2021-L6 XA 1.35631% 06/15/2054                                                                                               | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11631822 | PA      | $467727.20     | 0.00%             | 2054-06-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2046#Q43328                                                                                                 | CUSIP: 3132WGVW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36475 | PA      | $34029.07      | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                                                       | REPUBLIC SERVICES INC 1.45% 02/15/2031                                                                                           | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |       58000 | PA      | $49932.09      | 0.00%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2042#AO7372                                                                                                 | CUSIP: 3138LYFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20084 | PA      | $18922.47      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2048#MA3332                                                                                                 | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      626035 | PA      | $575288.74     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO, LIMIT                                                                              | BAIN CAPITAL CREDIT CLO, LIMIT A1 TSFR3M+152 07/15/2037 144A                                                                     | CUSIP: 056921AA7<br>LEI: 254900KJZFJF5PZOFD13 | Long             | ABS-CBDO         | CORP              | KY        |      380000 | PA      | $381655.28     | 0.00%             | 2037-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MF                                                                                      | BX COML MTG TR 2024-MF TSFR1M+373.83 02/15/2039 144A                                                                             | CUSIP: 05612EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      154069 | PA      | $154327.03     | 0.00%             | 2039-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2021-A                                                                                 | SMB PRIVATE ED LN TR 2021-A 2.31% 01/15/2053 144A                                                                                | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      510799 | PA      | $497813.15     | 0.00%             | 2053-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                                                  | MASTEC INC 5.9% 06/15/2029                                                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      610000 | PA      | $637164.52     | 0.00%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                                                         | KIMCO REALTY OP LLC 3.2% 04/01/2032                                                                                              | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1225604.08    | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2049#BO2428                                                                                                 | CUSIP: 3140JWVW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80198 | PA      | $73321.62      | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 5.716%/VAR 01/18/2030 144A                                                                                               | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $413304.56     | 0.00%             | 2030-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.429000 04/15/2030 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2137000 | NC      | $17896.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 3.875% 09/15/2028                                                                                           | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      850000 | PA      | $814809.07     | 0.00%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                                  | PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A                                                                                 | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      460000 | PA      | $445452.09     | 0.00%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2048#BJ5789                                                                                                 | CUSIP: 3140H7NF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25986 | PA      | $25416.09      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.875% 11/15/2051                                                                                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       57400 | PA      | $31238.16      | 0.00%             | 2051-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 09/01/2049#CA4106                                                                                                   | CUSIP: 3140QBR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      403275 | PA      | $358948.19     | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2022-3                                                                              | VERUS SECURITIZATION TR 2022-3 B1 CSTR 02/25/2067 144A                                                                           | CUSIP: 92538UAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      158000 | PA      | $129603.72     | 0.00%             | 2067-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 05/01/2053#SD2891                                                                                                 | CUSIP: 3132DQF84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3170398 | PA      | $3219503.44    | 0.01%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 01/01/2043#C09022                                                                                                 | CUSIP: 31292SAX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      255303 | PA      | $233679.46     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BLACKROCK CDS SWAP 1% 20/12/2029                                                                                                 | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DCR              | CORP              | US        |     1267000 | NC      | $-38600.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN FDG AUTO LN TR 2025-1                                                                               | WESTERN FDG AUTO LN TR 2025-1 C 5.34% 11/15/2035 144A                                                                            | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1855000 | PA      | $1878983.30    | 0.00%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2049#SD7503                                                                                                 | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8887790 | PA      | $8172902.43    | 0.02%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/01/2046#AS7155                                                                                                   | CUSIP: 3138WG5R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      482694 | PA      | $431598.36     | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                                                       | SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A                                                                                     | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8385632 | PA      | $8516537.25    | 0.02%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.502%/VAR 01/24/2036                                                                                      | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2273000 | PA      | $2347009.97    | 0.01%             | 2036-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP CP 0% 09/19/2025                                                                                                     | CUSIP: 6840C2WK7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $8078897.88    | 0.02%             | 2025-09-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 5.15% 03/02/2028                                                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3855000 | PA      | $3945060.28    | 0.01%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 0% 03/15/2036                                                                                     | CUSIP: 31396UYQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        5601 | PA      | $4693.42       | 0.00%             | 2036-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 2.45% 12/02/2027 144A                                                                                             | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      106000 | PA      | $101203.07     | 0.00%             | 2027-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2052#MA4644                                                                                                   | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    27370308 | PA      | $25666059.83   | 0.06%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF6 LLC                                                                                          | PRPM 2024-RCF6 A1 LLC VAR 10/25/2054 144A                                                                                        | CUSIP: 74390FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      261315 | PA      | $256190.04     | 0.00%             | 2064-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 06/01/2036#MA4360                                                                                                   | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      352997 | PA      | $324452.44     | 0.00%             | 2036-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST II                                                                                        | PINE STR TR II 5.568% 02/15/2049 144A                                                                                            | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7172216.22    | 0.02%             | 2049-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 08/01/2049#MA3744                                                                                                   | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4762500 | PA      | $4186930.15    | 0.01%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                                              | EXTENDED STAY AMER TR 2021-ESH C TSFR1M+181.448 07/15/2038 144A                                                                  | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1320590 | PA      | $1320177.77    | 0.00%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 01/01/2053#SD8290                                                                                                   | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7928529 | PA      | $8133499.38    | 0.02%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2024-D 5.38% 07/15/2053 144A                                                                    | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1302133 | PA      | $1337846.40    | 0.00%             | 2053-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.625% 05/15/2054                                                                                    | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    73311000 | PA      | $69843045.87   | 0.16%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 4.25% 09/15/2048                                                                                   | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |       40000 | PA      | $32045.81      | 0.00%             | 2048-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/ FIN CORP                                                                                 | GENESIS ENERGY LP/ FIN CORP 7.75% 02/01/2028                                                                                     | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      273000 | PA      | $275998.91     | 0.00%             | 2028-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                                                | AUTOZONE INC 4% 04/15/2030                                                                                                       | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     7024000 | PA      | $6929825.86    | 0.02%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6% 09/01/2055 #TBA                                                                                                     | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   107771000 | PA      | $110111656.79  | 0.25%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 1.5% 09/18/2030                                                                                       | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1029000 | PA      | $897051.16     | 0.00%             | 2030-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                                              | BRASKEM NETHERLANDS FIN BV 4.5% 01/31/2030 144A                                                                                  | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     1080000 | PA      | $761835.72     | 0.00%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                                                                                      | CISION TERM 1LN 04/29/2030                                                                                                       | CUSIP: 14852DAG6<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |       16148 | PA      | $16237.06      | 0.00%             | 2030-04-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 03/01/2040#FM2646                                                                                                 | CUSIP: 3140X55G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      104519 | PA      | $94234.91      | 0.00%             | 2040-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6% 01/25/2034                                                                                     | CUSIP: 31393UVK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      115749 | PA      | $121179.97     | 0.00%             | 2034-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+120 06/25/2054                                                                                | CUSIP: 3136BUGA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3253253 | PA      | $3259281.43    | 0.01%             | 2054-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG                                                                    | SELF COMMERCIAL MORTGAGE TRUST 2024-STRG A TSFR1M+154.228 11/15/2034 144A                                                        | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $190896.31     | 0.00%             | 2034-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 6.25% 03/15/2030                                                                                            | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     9050000 | PA      | $9413979.78    | 0.02%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I INC 2021-230P                                                                      | MORGAN STANLEY CAPITAL I INC 2021-230P TSFR1M+ 12/15/2038 144A                                                                   | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30000 | PA      | $27602.12      | 0.00%             | 2038-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 11/20/2047#AY0571                                                                                                   | CUSIP: 36196PT44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       96037 | PA      | $93997.80      | 0.00%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO-ISSUER INC                                                                   | EMRLD BORROWER LP / EMERALD CO-ISSUER INC 6.625% 12/15/2030 144A                                                                 | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1567000 | PA      | $1609349.74    | 0.00%             | 2030-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2019-IMC D TSFR1M+201.448 04/15/2034 144A                                                           | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3099000 | PA      | $3044767.50    | 0.01%             | 2034-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAM (CARTER) CO                                                                                         | WILLIAM (CARTER) CO 5.625% 03/15/2027 144A                                                                                       | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |      603000 | PA      | $601784.96     | 0.00%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRUST                                                                       | MISSION LANE CREDIT CARD MASTER TRUST 5.06% 09/15/2031 144A                                                                      | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2620000 | PA      | $2635258.09    | 0.01%             | 2031-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 10/20/2051#MA7650                                                                                                     | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      133728 | PA      | $118599.80     | 0.00%             | 2051-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/46#BC1443                                                                                                     | CUSIP: 3140EVS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1353216 | PA      | $1294752.03    | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 1.922%/VAR 10/24/2031                                                                                | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3363000 | PA      | $2969977.99    | 0.01%             | 2031-10-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                                                | MAGNERA CORP 4.75% 11/15/2029 144A                                                                                               | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88290.17      | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WHITBREAD GROUP PLC                                                                                         | WHITBREAD GROUP PLC 2.375% 05/31/2027 REGS                                                                                       | CUSIP: N/A<br>LEI: 2138006LIAYQKUCYBB20       | Long             | DBT              | CORP              | GB        |      720000 | PA      | $930995.60     | 0.00%             | 2027-05-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 2.35% 11/13/2040                                                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      407000 | PA      | $279833.10     | 0.00%             | 2040-11-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                                         | MEDLINE BORROWER LP 5.25% 10/01/2029 144A                                                                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      198000 | PA      | $196075.02     | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 07/20/2053#CT7475                                                                                                     | CUSIP: 3618BDJU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1108346 | PA      | $1143739.67    | 0.00%             | 2053-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2050#FS5313                                                                                                 | CUSIP: 3140XL3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1188331 | PA      | $1093862.12    | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 07/01/2050#                                                                                                         | CUSIP: 3140XFTW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3020611 | PA      | $2663107.90    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-1                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-1 M4 VAR 02/25/2052 144A                                                             | CUSIP: 92258XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       75029 | PA      | $64185.36      | 0.00%             | 2052-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.2% 10/01/2026#AN2689                                                                                                 | CUSIP: 3138LE7B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      164679 | PA      | $160817.53     | 0.00%             | 2026-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LN TR 2007-OH3                                                                                  | ALTERNATIVE LN TR 2007-OH3 STEP 09/25/2047                                                                                       | CUSIP: 02151DAD6<br>LEI: 549300TXT201GGLA0F48 | Long             | ABS-CBDO         | CORP              | US        |     1482671 | PA      | $1336042.74    | 0.00%             | 2047-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.5% 05/15/2027                                                                                                        | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4760000 | PA      | $4823404.68    | 0.01%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI A CSTR 07/15/2035 144A                                                           | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137000 | PA      | $138233.59     | 0.00%             | 2035-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.95% 07/01/2050                                                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5718000 | PA      | $4734572.62    | 0.01%             | 2050-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 02/01/2054#RJ0836                                                                                                 | CUSIP: 3142GQ4W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      556448 | PA      | $561763.01     | 0.00%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                                  | ONCOR ELEC DELIVERY CO LLC 3.1% 09/15/2049                                                                                       | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       54000 | PA      | $35341.76      | 0.00%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 5.8% 11/15/2043                                                                                                 | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      400000 | PA      | $396743.39     | 0.00%             | 2043-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.82% 12/25/2032                                                                                  | CUSIP: 3137H9PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      731382 | PA      | $709379.18     | 0.00%             | 2032-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                                    | COOPERATIEVE RABOBANK UA 3.649%/VAR 04/06/2028 144A                                                                              | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      665000 | PA      | $658999.01     | 0.00%             | 2028-04-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                     | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL D TSFR1M+ 05/15/2037 144A                                                                | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      255000 | PA      | $254681.43     | 0.00%             | 2037-05-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 5.186% 04/01/2030 144A                                                                                          | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      140000 | PA      | $143895.71     | 0.00%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 03/01/2036#FM6804                                                                                                 | CUSIP: 3140XAR20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14546 | PA      | $13047.79      | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4                                                                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 9.57% 02/18/2031 144A                                                                 | CUSIP: 30166TAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1015000 | PA      | $1114972.32    | 0.00%             | 2031-02-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2046#U93158                                                                                                 | CUSIP: 3132QDE72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8965 | PA      | $8273.76       | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 5% 04/01/2040#QO3458                                                                                                   | CUSIP: 3133WMZX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      586145 | PA      | $592158.96     | 0.00%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 3.584%/VAR 05/22/2028                                                                                     | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      905000 | PA      | $895287.32     | 0.00%             | 2028-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 04/01/2051#SD8141                                                                                                 | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    18123889 | PA      | $15158553.96   | 0.03%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2047#Q51803                                                                                                 | CUSIP: 3132XUAD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      417640 | PA      | $382064.19     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR3 TR                                                                           | PROGRESS RESIDENTIAL 2022-SFR3 TR 5.6% 04/17/2039 144A                                                                           | CUSIP: 74331UAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      588000 | PA      | $585277.09     | 0.00%             | 2039-04-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                                                        | CHENIERE CORPUS CHRISTI HOLDINGS LLC 3.7% 11/15/2029                                                                             | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     1664000 | PA      | $1616451.80    | 0.00%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.75% 05/31/2026                                                                                                       | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19455000 | PA      | $18998719.36   | 0.04%             | 2026-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 5.35% 05/15/2053                                                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2467000 | PA      | $2263204.81    | 0.01%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2980 QB 6.5% 5/35                                                                                                            | CUSIP: 31395UEH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         376 | PA      | $391.38        | 0.00%             | 2035-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.17% 01/01/2029#AN4154                                                                                                | CUSIP: 3138LGTL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      492542 | PA      | $479829.59     | 0.00%             | 2029-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                                                | ILLUMINA INC 4.65% 09/09/2026                                                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4511071.58    | 0.01%             | 2026-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 3.6% 11/15/2060                                                                                                 | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1258000 | PA      | $821739.93     | 0.00%             | 2060-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                                                | SM ENERGY CO 6.625% 01/15/2027                                                                                                   | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       97000 | PA      | $97071.10      | 0.00%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 11/01/2032#MA3187                                                                                                 | CUSIP: 31418CRH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34545 | PA      | $33230.50      | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                                                   | STELLANTIS FINANCE US INC 5.75% 03/18/2030 144A                                                                                  | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      900000 | PA      | $911172.18     | 0.00%             | 2030-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+658.552 06/25/2035                                                                        | CUSIP: 31394DJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2867 | PA      | $207.11        | 0.00%             | 2035-06-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA/LUXEMBOURG                                                                                      | INTELSAT SA/LUXEMBOURG                                                                                                           | CUSIP: N/A<br>LEI: 549300YV2L21F4K80V46       | Long             | EC               | CORP              | LU        |       65805 | NS      | $0.66          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 07/31/2031                                                                                                      | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   236050000 | PA      | $239919095.55  | 0.54%             | 2031-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061                                                                | CUSIP: 38375BWC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |         211 | PA      | $211.36        | 0.00%             | 2061-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KENYA REPUBLIC OF                                                                                           | KENYA REPUBLIC OF 9.5% 03/05/2036 144A                                                                                           | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      532000 | PA      | $525850.08     | 0.00%             | 2036-03-05      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2052#BX0467                                                                                                 | CUSIP: 3140N4QV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11176713 | PA      | $10787125.66   | 0.02%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/01/2052#SD5278                                                                                                   | CUSIP: 3132DS2K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2690284 | PA      | $2359266.03    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+130 11/25/2054                                                                            | CUSIP: 3137HHFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      905546 | PA      | $906552.56     | 0.00%             | 2054-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 10/20/44#MA2305                                                                                                     | CUSIP: 36179QR29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      577839 | PA      | $571525.34     | 0.00%             | 2044-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NCMF TR 2025-MFS                                                                                            | NCMF TR 2025-MFS E VAR 06/10/2033 144A                                                                                           | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      754000 | PA      | $765734.28     | 0.00%             | 2033-06-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2023-1                                                                                     | ANGEL OAK MORTGAGE TRUST 2023-1 4.75% 09/26/2067 144A                                                                            | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      940395 | PA      | $943570.55     | 0.00%             | 2067-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC VAR 11/15/2028                                                                                             | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     4508000 | PA      | $4698174.49    | 0.01%             | 2028-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 3.95% 03/01/2048                                                                                           | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       19000 | PA      | $15057.23      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 4.571%/VAR 04/27/2033                                                                                | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1864000 | PA      | $1844691.23    | 0.00%             | 2033-04-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU/ ENFRAGEN CHILE SPA/ ENFRAGEN SPAIN SAU                                            | ENFRAGEN ENERGIA SUR SAU/ ENFRAGEN CHILE SPA/ ENFRAGEN SPAIN SAU 8.499% 06/30/2032 144A                                          | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       80000 | PA      | $82430.40      | 0.00%             | 2032-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                        | LAS VEGAS SANDS CORP 5.9% 06/01/2027                                                                                             | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1019630.58    | 0.00%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 VAR 02/25/2063 144A                                                                                 | CUSIP: 173106AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      298199 | PA      | $24902.83      | 0.00%             | 2063-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2052#                                                                                                       | CUSIP: 3132DWDF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      649688 | PA      | $590578.49     | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 6% 02/22/2033 REGS                                                                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      157000 | PA      | $158884.00     | 0.00%             | 2033-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 1.045%/VAR 11/19/2026                                                                                      | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      470000 | PA      | $466555.50     | 0.00%             | 2026-11-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6.5% 10/20/2039#005072                                                                                                   | CUSIP: 36202FT55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1089 | PA      | $1143.75       | 0.00%             | 2039-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2052#CB2679                                                                                                 | CUSIP: 3140QM6R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      296150 | PA      | $270131.40     | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR                                                                                         | CITIGROUP MTG LN TR 6% 11/25/2035                                                                                                | CUSIP: 17307GL71<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      818141 | PA      | $783958.74     | 0.00%             | 2035-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AOA 2025-1301                                                                                               | 1301 TRUST 2025-AOA F 8.373358% 08/11/2030                                                                                       | CUSIP: 682461AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1547000 | PA      | $1558925.20    | 0.00%             | 2042-08-11      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2023-1                                                                    | GLS AUTO SELECT RECEIVABLES TRUST 2023-1 6.09% 03/15/2029 144A                                                                   | CUSIP: 36267FAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      175000 | PA      | $179027.96     | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028                                                                               | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1334000 | PA      | $1302610.29    | 0.00%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                                             | STANDARD BUILDING SOLUTIONS INC 6.5% 08/15/2032 144A                                                                             | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      235000 | PA      | $242546.32     | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2043#AR6380                                                                                                   | CUSIP: 3138W4CS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58826 | PA      | $54239.97      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-K733 MTG TR                                                                                      | FREMF 2018-K733 MTG TR B CSTR 09/25/2025 144A                                                                                    | CUSIP: 30297MAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      384000 | PA      | $382670.13     | 0.00%             | 2025-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 01/01/2053#CB5498                                                                                                 | CUSIP: 3140QRDC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      231633 | PA      | $241139.65     | 0.00%             | 2053-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-1                                                                               | LENDMARK FUNDING TRUST 2025-1 4.94% 09/20/2034 144A                                                                              | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      509000 | PA      | $515351.76     | 0.00%             | 2034-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AGL CLO 37 LTD                                                                                              | AGL CLO 37 LTD A1 TSFR3M+124 04/22/2038 144A                                                                                     | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250344.50     | 0.00%             | 2038-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PG and E WILDFIRE RECOVERY                                                                                  | PG and E WILDFIRE RECOVERY 4.263% 06/01/2038                                                                                     | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       31000 | PA      | $29578.60      | 0.00%             | 2038-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                              | FAIRFAX FINANCIAL HLDGS LTD 2.75% 03/29/2028 REGS                                                                                | CUSIP: N/A<br>LEI: GLS7OQD0WOEDI8YAP031       | Long             | DBT              | CORP              | CA        |     2100000 | PA      | $2457572.32    | 0.01%             | 2028-03-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                                 | VENTAS RLTY LTD PARTNERSHIP 3.85% 04/01/2027                                                                                     | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      518000 | PA      | $515179.32     | 0.00%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                          | MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027                                                                                 | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      465000 | PA      | $453660.72     | 0.00%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                                                 | GERMANY FEDERAL REPUBLIC OF 2.5% 08/15/2054 REGS                                                                                 | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     2727000 | PA      | $2715651.91    | 0.01%             | 2054-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANC AMER ALTERNATIVE LN TR                                                                                 | BANC AMER ALTERNATIVE LN TR 5% 05/25/2048                                                                                        | CUSIP: 05948KSN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         267 | PA      | $233.29        | 0.00%             | 2048-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | ORO USD 10Y P 3.8725 L 09/02/25 GLM                                                                                              | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |    -3500000 | NC      | $-79.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA CSTR 08/25/2032                                                                                   | CUSIP: 3136BPHK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      412499 | PA      | $397188.89     | 0.00%             | 2032-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP 12/17/57 B                                                                                                           | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      200000 | NC      | $-133.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                                                                      | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.4% 11/15/2028                                                                           | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $707508.83     | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL PARIS                                                                                | BANQUE FED CRED MUTUEL PARIS FRN SOFRINDX+107 02/16/2028 144A                                                                    | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2017256.00    | 0.00%             | 2028-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2% 02/15/2050                                                                                        | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33935000 | PA      | $19589508.81   | 0.04%             | 2050-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.244% 08/25/2027                                                                                 | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      300000 | PA      | $295992.24     | 0.00%             | 2027-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 22 LTD                                                                                   | OHA CREDIT FUNDING 22 LTD A1 TSFR3M+ 07/20/2038 144A                                                                             | CUSIP: 67121HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      440000 | PA      | $441225.84     | 0.00%             | 2038-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                                                   | MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A                                                                                   | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |       95000 | PA      | $88397.98      | 0.00%             | 2031-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2032#AO7057                                                                                                 | CUSIP: 3138LXZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10018 | PA      | $9764.34       | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RAD CLO 7 LTD                                                                                               | RAD CLO 7 LTD B1R TSFR3M+190 04/17/2036 144A                                                                                     | CUSIP: 74936GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250248.50     | 0.00%             | 2036-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 05/48#BM3904                                                                                                        | CUSIP: 3140J8KS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      155458 | PA      | $157092.00     | 0.00%             | 2048-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                                             | NEVADA POWER CO 5.375% 09/15/2040                                                                                                | CUSIP: 641423BZ0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17791.81      | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2046#BC9096                                                                                                 | CUSIP: 3140F5DA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      392778 | PA      | $363025.95     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                          | MITSUBISHI UFJ FIN GRP INC 5.197%/VAR 01/16/2031                                                                                 | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    11700000 | PA      | $12072977.16   | 0.03%             | 2031-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                                      | US TREASURY RP 4.44% 9/2/25                                                                                                      | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |   250000000 | PA      | $250000000.02  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                                      | VENTURE GLOBAL LNG INC 8.375% 06/01/2031 144A                                                                                    | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      396000 | PA      | $415474.49     | 0.00%             | 2031-06-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FDG LLC                                                                                        | JERSEY MIKES FDG LLC 5.61% 08/16/2055 144A                                                                                       | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2090000 | PA      | $2125973.50    | 0.00%             | 2055-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                                                                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29715000 | PA      | $28825871.34   | 0.06%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRALEE CLO VII LTD / TRALEE CLO VII LLC                                                                     | TRALEE CLO VII LTD / TRALEE CLO VII LLC A1 TSFR3M+158.161 04/25/2034 144A                                                        | CUSIP: 89288CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12000000 | PA      | $12007740.00   | 0.03%             | 2034-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 12/01/2051#RA6434                                                                                                 | CUSIP: 3133KNEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3111378 | PA      | $2613006.32    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                                                       | HUB INTERNATIONAL LTD 7.25% 06/15/2030 144A                                                                                      | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      295000 | PA      | $308562.33     | 0.00%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2007-6                                                                        | CITIGROUP MORTGAGE LOAN TRUST 2007-6 TSFR1M+61.448 05/25/2037                                                                    | CUSIP: 17312VAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       67581 | PA      | $64833.96      | 0.00%             | 2037-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 8% 09/18/2029                                                                                     | CUSIP: 31359WXR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         753 | PA      | $771.30        | 0.00%             | 2029-09-18      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 12/01/2035#BQ9287                                                                                                   | CUSIP: 3140KVJ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      159446 | PA      | $147300.07     | 0.00%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                           | UNION ELECTRIC CO 3.9% 04/01/2052                                                                                                | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       38000 | PA      | $28720.10      | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 3/41 #A97661                                                                                                          | CUSIP: 312946QN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      111733 | PA      | $111746.05     | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+105 04/25/2055                                                                            | CUSIP: 3137HKUC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2499123 | PA      | $2493579.18    | 0.01%             | 2055-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 02/25/2055                                                                            | CUSIP: 3137HJAP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     9876822 | PA      | $9888073.41    | 0.02%             | 2055-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                                             | INTRAFI TERM B 1LN 07/31/2031                                                                                                    | CUSIP: 65343UAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      174126 | PA      | $173727.34     | 0.00%             | 2031-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP REC 4.146 07/30/30                                                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |     3030000 | NC      | $109922.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.5% 04/15/2038                                                                                                          | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1003172.00    | 0.00%             | 2038-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 1/41 #004922                                                                                                       | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2174052 | PA      | $2107205.67    | 0.00%             | 2041-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                                                  | VMWARE INC 4.65% 05/15/2027                                                                                                      | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      141000 | PA      | $141899.10     | 0.00%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2048#Q58491                                                                                                 | CUSIP: 3132Y2NH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      112258 | PA      | $103116.69     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 04/01/2048#ZM6138                                                                                                 | CUSIP: 3131Y0ZB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       55458 | PA      | $54242.03      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 2.797%/VAR 01/19/2028 144A                                                                               | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     3156000 | PA      | $3081596.23    | 0.01%             | 2028-01-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2043#G07425                                                                                                   | CUSIP: 3128M9SN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      212501 | PA      | $205731.74     | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2052#SD1862                                                                                                   | CUSIP: 3132DPB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      580995 | PA      | $581655.41     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2047#FS0976                                                                                                 | CUSIP: 3140XGCN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      126817 | PA      | $107652.88     | 0.00%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.55% 12/01/2033                                                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      965000 | PA      | $1045316.17    | 0.00%             | 2033-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2053#QG5549                                                                                                   | CUSIP: 3133C6EW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6261203 | PA      | $6199842.02    | 0.01%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                                                                    | GRAND CITY PROPERTIES SA 1.5%/VAR PERP REGS                                                                                      | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | EP               | CORP              | LU        |      800000 | PA      | $908067.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFMT 2024-R1 LLC                                                                                            | CFMT 2024-R1 LLC 4% 10/25/2054 144A                                                                                              | CUSIP: 12530YAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150000 | PA      | $142940.75     | 0.00%             | 2054-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                                                      | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2 B2 SOFR30A+135 10/20/2032 144A                                            | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      374765 | PA      | $375584.39     | 0.00%             | 2032-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                                        | FRONTIER COMMUNICATIONS HOLDINGS LLC 8.625% 03/15/2031 144A                                                                      | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1401256.56    | 0.00%             | 2031-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4.5% 10/01/2055 #TBA                                                                                                   | CUSIP: 01F0426A6<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -9400000 | PA      | $-9034648.32   | -0.02%            | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 4.28% 08/14/2041                                                                                    | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      400000 | PA      | $311800.00     | 0.00%             | 2041-08-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 1.197%/VAR 10/24/2026                                                                                | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      703000 | PA      | $699710.63     | 0.00%             | 2026-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2023-C21                                                                               | BBCMS MORTGAGE TRUST 2023-C21 A3 CSTR 09/15/2056                                                                                 | CUSIP: 05553WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1725257.44    | 0.00%             | 2056-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.5% 05/31/2027                                                                                                        | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15788000 | PA      | $14952346.05   | 0.03%             | 2027-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 09/01/2042#AP5143                                                                                                 | CUSIP: 3138M8WD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      138481 | PA      | $127025.54     | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2042#Q10047                                                                                                 | CUSIP: 3132HLBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      289316 | PA      | $273165.07     | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN CLO 2021-1 DAC                                                                       | PALMER SQUARE EUROPEAN CLO DAC 21-1A BR 3MEUR+ 04/15/2039 144A                                                                   | CUSIP: N/A<br>LEI: 549300EWDSB2XVX0CY09       | Long             | ABS-CBDO         | CORP              | IE        |     3450000 | PA      | $4037075.25    | 0.01%             | 2039-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 02/01/2052#QD7596                                                                                                 | CUSIP: 3133B5NM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2427246 | PA      | $2043766.44    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 07/01/2051#MA4377                                                                                                 | CUSIP: 31418D2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      301998 | PA      | $229205.55     | 0.00%             | 2051-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REGATTA XVIII FUNDING LTD                                                                                   | REGATTA XVIII FUNDING LTD A1R TSFR3M+116 04/15/2038 144A                                                                         | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2357336 | PA      | $2356388.35    | 0.01%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER MTG ASSET RECEIVABLE TR 2025-NQM1                                                                 | SANTANDER MTG ASSET RECEIVABLE TR 2025-NQM1 A1 VAR 01/25/2065 144A                                                               | CUSIP: 80262BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1845479 | PA      | $1855663.52    | 0.00%             | 2065-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                                           | UNITED KINGDOM G.B. and N.IRELAND 0.5% 10/22/2061 REGS                                                                           | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1900000 | PA      | $625702.94     | 0.00%             | 2061-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                                                                                 | GOODYEAR TIRE and RUBBER CO 5% 07/15/2029                                                                                        | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      340000 | PA      | $329657.57     | 0.00%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NW RE-REMIC TR 2021-FRR1                                                                                    | NW RE-REMIC TR 2021-FRR1 BK88 VAR 12/18/2051 144A                                                                                | CUSIP: 62955LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      267686 | PA      | $228258.93     | 0.00%             | 2051-12-18      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 04/01/2053#QG1462                                                                                                 | CUSIP: 3133C1TT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40424 | PA      | $40873.69      | 0.00%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 12/01/42 #AB7276                                                                                                  | CUSIP: 31417ECN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      289890 | PA      | $264444.29     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MTN INC 5.25% 03/15/2028 144A                                                                                               | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      223000 | PA      | $222471.62     | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2052#SD3290                                                                                                   | CUSIP: 3132DQUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1630867 | PA      | $1548685.07    | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                                                         | ORO USD 10Y P 3.99500 L 08/29/25 UAG                                                                                             | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DIR              | CORP              | GB        |    -2100000 | NC      | $-0.21         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2051#CB2189                                                                                                   | CUSIP: 3140QMNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111288 | PA      | $105758.45     | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 3.9% 03/15/2039                                                                                                       | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       86000 | PA      | $75039.10      | 0.00%             | 2039-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC                                                                                 | PENSKE AUTOMOTIVE GROUP INC 3.75% 06/15/2029                                                                                     | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |      312000 | PA      | $297488.85     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 04/01/2046#BC5795                                                                                                 | CUSIP: 3140F1NM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      115844 | PA      | $113956.58     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2046#BD2680                                                                                                 | CUSIP: 3140F96S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      382234 | PA      | $375408.28     | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 03/01/2053#SD8305                                                                                                   | CUSIP: 3132DWGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      718671 | PA      | $671901.02     | 0.00%             | 2053-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                         | CONSUMERS ENERGY CO 4.35% 08/31/2064                                                                                             | CUSIP: 210518CX2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       14000 | PA      | $10573.94      | 0.00%             | 2064-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                                                               | UNITED WHOLESALE MORTGAGE LLC 5.5% 04/15/2029 144A                                                                               | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98484.61      | 0.00%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GNR 2015-H13 HA 2.5% 08/64                                                                                                       | CUSIP: 38376RCQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        1369 | PA      | $1287.86       | 0.00%             | 2064-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 2.85% 04/27/2031 144A                                                                                           | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      754000 | PA      | $687416.68     | 0.00%             | 2031-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5.5% 08/01/2053#RA9626                                                                                                 | CUSIP: 3133KRVT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1768604 | PA      | $1793233.57    | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSC 2021-L6                                                                                                 | MSC 2021-L6 A3 2.196% 06/15/2054                                                                                                 | CUSIP: 61692CAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $6294861.30    | 0.01%             | 2054-06-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW YORK and PRESBYTERIAN HOSP                                                                              | NEW YORK and PRESBYTERIAN HOSP 4.024% 08/01/2045                                                                                 | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |      600000 | PA      | $490110.84     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 01/01/2041#FM8941                                                                                                   | CUSIP: 3140XC5B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      218283 | PA      | $205272.51     | 0.00%             | 2041-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2053#CB6868                                                                                                 | CUSIP: 3140QST27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      765128 | PA      | $773392.66     | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                            | DT MIDSTREAM INC 4.125% 06/15/2029 144A                                                                                          | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      292000 | PA      | $283788.38     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 4.25% 11/21/2049                                                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      515000 | PA      | $419607.01     | 0.00%             | 2049-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                                                       | AMRIZE FINANCE US LLC CP 0% 09/16/2025                                                                                           | CUSIP: 43475FWG3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3192776.00    | 0.01%             | 2025-09-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 18 LTD                                                                                             | AMMC CLO 18 LTD AR TSFR3M+136.161 05/26/2031 144A                                                                                | CUSIP: 001746AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       15491 | PA      | $15491.18      | 0.00%             | 2031-05-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HORIZON 2018                                                                                                | HORIZON 2018-1 A 4.458% 12/15/2038 144A                                                                                          | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1915634 | PA      | $1860521.26    | 0.00%             | 2038-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                                                 | EQUINIX INC 3.9% 04/15/2032                                                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1542376.21    | 0.00%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                                    | BUILDERS FIRSTSOURCE INC 5% 03/01/2030 144A                                                                                      | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      195000 | PA      | $192853.58     | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028                                                                                | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8079000 | PA      | $7939141.44    | 0.02%             | 2028-12-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2052#QF5369                                                                                                   | CUSIP: 3133BS6E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      478355 | PA      | $476955.85     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.75% 08/15/2032                                                                                                       | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    52358000 | PA      | $48613175.73   | 0.11%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 LTD                                                                          | OCTAGON INVESTMENT PARTNERS 39 LTD BR TSFR3M+180 10/20/2030 144A                                                                 | CUSIP: 67592CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      360000 | PA      | $360930.60     | 0.00%             | 2030-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                                                    | KLA CORP 4.65% 07/15/2032                                                                                                        | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      130000 | PA      | $131180.10     | 0.00%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE CO                                                                              | SOUTHWESTERN PUBLIC SERVICE CO 5.15% 06/01/2052                                                                                  | CUSIP: 845743BW2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2522628.27    | 0.01%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-GRP                                                                            | WELLS FARGO COML MTG TR 2024-GRP TSFR1M+229.06 10/15/2041 144A                                                                   | CUSIP: 95003YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4700000 | PA      | $4716734.82    | 0.01%             | 2041-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | ROYAL BANK OF CANADA 4.65%/VAR 10/18/2030                                                                                        | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     3805000 | PA      | $3837471.38    | 0.01%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2017-B                                                                                 | SMB PRIVATE ED LN TR 2017-B 3.5% 12/16/2041 144A                                                                                 | CUSIP: 83189DAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $488806.45     | 0.00%             | 2041-12-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                                                        | KAISER ALUMINUM CORP 4.625% 03/01/2028 144A                                                                                      | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      417000 | PA      | $409879.18     | 0.00%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                                               | NORTHERN STATES POWER CO (MN) 2.6% 06/01/2051                                                                                    | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |       43000 | PA      | $25819.36      | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING TRUST 2024-3                                                                                | OPORTUN FUNDING TRUST 2024-3 5.26% 08/15/2029 144A                                                                               | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      938776 | PA      | $939355.49     | 0.00%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                                                   | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                                                  | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $218173.93     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 9/41 #772063                                                                                                          | CUSIP: 36176PQQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      118049 | PA      | $114350.42     | 0.00%             | 2041-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                                               | LIVE NATION ENTERTAINMENT INC 5.625% 03/15/2026 144A                                                                             | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       49000 | PA      | $49000.00      | 0.00%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                                                        | NEXTERA ENERGY OPERATING PARTNERS LP 8.375% 01/15/2031 144A                                                                      | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      220000 | PA      | $230061.26     | 0.00%             | 2031-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                                                       | JACKSON FINANCIAL INC 5.67% 06/08/2032                                                                                           | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     3183000 | PA      | $3294334.72    | 0.01%             | 2032-06-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 5.6% 03/15/2055                                                                                                       | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      570000 | PA      | $564519.23     | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 5% 01/15/2033                                                                                                            | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4020000 | PA      | $3984820.54    | 0.01%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 2.9% 02/16/2028                                                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      275000 | PA      | $260822.87     | 0.00%             | 2028-02-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                                                         | ACRISURE LLC / ACRISURE FINANCE INC 6.75% 07/01/2032 144A                                                                        | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $61560.30      | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                                   | IQVIA INC 6.5% 05/15/2030 144A                                                                                                   | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       85000 | PA      | $88140.75      | 0.00%             | 2030-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HINNT 2024-A LLC                                                                                            | HINNT 2024-A LLC 8% 03/15/2043 144A                                                                                              | CUSIP: 40472QAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      919563 | PA      | $884376.42     | 0.00%             | 2043-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/01/2052#                                                                                                         | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    14456929 | PA      | $12569692.70   | 0.03%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                                                  | FIDELITY NATL INFORMN SVCS INC 4.5% 08/15/2046                                                                                   | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       58000 | PA      | $47363.52      | 0.00%             | 2046-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 6.033% 01/17/2035                                                                                             | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1061446.69    | 0.00%             | 2035-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                                                               | C and S WHOLESALE GROCERS TERM B 1LN 08/06/2030                                                                                  | CUSIP: N/A<br>LEI: 54930093F8X1FEZBGJ91       | Long             | LON              | CORP              | US        |      605381 | PA      | $590627.46     | 0.00%             | 2030-08-06      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 02/01/2051#MA4254                                                                                                 | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    25639583 | PA      | $19459533.33   | 0.04%             | 2051-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.243% 04/25/2027                                                                                 | CUSIP: 3137F1G44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      194050 | PA      | $191523.31     | 0.00%             | 2027-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC 5.65% 09/12/2028 144A                                                                              | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     4113000 | PA      | $4240550.55    | 0.01%             | 2028-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.875% 12/01/2053                                                                                  | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1079000 | PA      | $1024695.68    | 0.00%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KGS-ALPHA SBA COOF TRUST SERIES 2012-4                                                                      | KGS-ALPHA SBA COOF TRUST SERIES 2012-4 CSTR 09/25/2037 144A                                                                      | CUSIP: 48247QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       41851 | PA      | $615.21        | 0.00%             | 2037-09-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3% 01/01/2037#C91908                                                                                                   | CUSIP: 3128P8DM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      997767 | PA      | $949071.91     | 0.00%             | 2037-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 6.293%/VAR 01/14/2036 144A                                                                                               | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      450000 | PA      | $473478.29     | 0.00%             | 2036-01-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                                           | GXO LOGISTICS INC 6.25% 05/06/2029                                                                                               | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |      800000 | PA      | $838896.77     | 0.00%             | 2029-05-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                                                       | QUEST DIAGNOSTICS INC 4.625% 12/15/2029                                                                                          | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     4830000 | PA      | $4904392.82    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2039#AL7550                                                                                                 | CUSIP: 3138EQL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      686472 | PA      | $695385.48     | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                                                            | ITT HOLDINGS LLC 6.5% 08/01/2029 144A                                                                                            | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98029.86      | 0.00%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC DEL                                                                       | ADVANTAGE SALES and MARKETING TERM B 1LN 10/28/2027                                                                              | CUSIP: 00769EBA7<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |      214219 | PA      | $181551.00     | 0.00%             | 2027-10-28      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FINANCE AMER STRUCTURED SECS TR SER 2024-S2                                                                 | FINANCE AMER STRUCTURED SECS TR SER 2025-S2 A1 0% 07/25/2075 144A                                                                | CUSIP: 31739XAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16332018 | PA      | $15830624.92   | 0.04%             | 2075-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF                                                                                     | EL SALVADOR REPUBLIC OF 9.65% 11/21/2054 144A                                                                                    | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      823000 | PA      | $860035.00     | 0.00%             | 2054-11-21      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                                            | VODAFONE GROUP PLC 5.75% 06/28/2054                                                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $334328.41     | 0.00%             | 2054-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2020-2 LTD                                                                                  | EATON VANCE CLO 2020-2 LTD AR2 TSFR3M+138 10/15/2037 144A                                                                        | CUSIP: 27829PAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6200000 | PA      | $6215456.60    | 0.01%             | 2037-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                                                      | GROUP 1 AUTOMOTIVE INC 4% 08/15/2028 144A                                                                                        | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      135000 | PA      | $130991.80     | 0.00%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2042#AJ2880                                                                                                 | CUSIP: 3138AUFW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11609 | PA      | $11566.00      | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 09/01/2049#RA1293                                                                                                   | CUSIP: 3133KGNJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23281 | PA      | $20641.75      | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2041#AJ2399                                                                                                 | CUSIP: 3138ATUZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18541 | PA      | $18515.76      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028                                                                                | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1002189.48    | 0.00%             | 2028-04-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | LCH OIS SOFRV3.75% MAC 09/17/29                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -69457000 | NC      | $-816621.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2018-1 LTD                                                                               | ROCKFORD TOWER CLO 2018-1 LTD B TSFR3M+198.161 05/20/2031 144A                                                                   | CUSIP: 77342JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1754063.50    | 0.00%             | 2031-05-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.93% 01/01/2032#BS4505                                                                                                | CUSIP: 3140LFAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $5243205.60    | 0.01%             | 2032-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXIV                                                                                            | APIDOS CLO XXXIV A1R TSFR3M+141.161 01/20/2035 144A                                                                              | CUSIP: 03768WAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250332.50     | 0.00%             | 2035-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 2.6% 02/15/2033 144A                                                                                                | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     6229000 | PA      | $5383671.63    | 0.01%             | 2033-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 07/01/2035#G60214                                                                                                   | CUSIP: 31335AGX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      119210 | PA      | $120962.49     | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2052#BQ7481                                                                                                   | CUSIP: 3140KTJ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1093758 | PA      | $1029755.54    | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 7.50% 1/32 #B90491                                                                                                          | CUSIP: 313929RL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1241 | PA      | $1288.45       | 0.00%             | 2032-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/01/2048#G61821                                                                                                 | CUSIP: 31335CAW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4068473 | PA      | $3984383.18    | 0.01%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                         | CONSUMERS ENERGY CO 4.625% 05/15/2033                                                                                            | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      279000 | PA      | $276968.13     | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 6.692%/VAR 09/13/2034                                                                                               | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2900000 | PA      | $3176985.99    | 0.01%             | 2034-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                                     | CF HIPPOLYTA ISSUER LLC 1.99% 07/15/2060 144A                                                                                    | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6442735 | PA      | $5465825.31    | 0.01%             | 2060-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                                                | NNN REIT INC 3.6% 12/15/2026                                                                                                     | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |       47000 | PA      | $46695.95      | 0.00%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 06/01/2054#SD5521                                                                                                 | CUSIP: 3132DTD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1033210 | PA      | $1089901.20    | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                                                    | AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031                                                                                       | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      704000 | PA      | $621750.54     | 0.00%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 2.252% 09/29/2032                                                                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      480000 | PA      | $379857.60     | 0.00%             | 2032-09-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 04/20/2048#BG3507                                                                                                     | CUSIP: 3617GM3Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      299863 | PA      | $283019.43     | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 4.625% 03/01/2029 144A                                                                                      | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      194000 | PA      | $183783.13     | 0.00%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                 | ROYAL CARIBBEAN CRUISES LTD 3.7% 03/15/2028                                                                                      | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      189000 | PA      | $185188.32     | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                                      | VENTURE GLOBAL LNG INC 9.5% 02/01/2029 144A                                                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       30000 | PA      | $32982.42      | 0.00%             | 2029-02-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HIH TRUST 2024-61P                                                                                          | HIH TRUST 2024-61P A TSFR1M+ 10/15/2041 144A                                                                                     | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      177346 | PA      | $177567.36     | 0.00%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NYC 2024-3ELV                                                                                               | NYC 2024-3ELV TSFR1M+283.972 08/15/2029 144A                                                                                     | CUSIP: 62956HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      562937 | PA      | $560731.36     | 0.00%             | 2029-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-5                                                                    | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-5 7.3% 04/17/2034 144A                                                                    | CUSIP: 22535PAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2550000 | PA      | $2645183.60    | 0.01%             | 2034-04-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS L P /FERRELLGAS FIN                                                                              | FERRELLGAS L P /FERRELLGAS FIN 5.375% 04/01/2026 144A                                                                            | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1435634.53    | 0.00%             | 2026-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#QD1841                                                                                                   | CUSIP: 3133AYBJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31651 | PA      | $25295.90      | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                                                 | HOLOGIC INC 4.625% 02/01/2028 144A                                                                                               | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32678.40      | 0.00%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2053#FS4874                                                                                                 | CUSIP: 3140XLMY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1693197 | PA      | $1713453.57    | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 5.805% 05/01/2050                                                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1341483.41    | 0.00%             | 2050-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                                              | ITC HLDGS CORP 2.95% 05/14/2030 144A                                                                                             | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      262000 | PA      | $246198.29     | 0.00%             | 2030-05-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MTG TR 2024-RPL2                                                                         | CHASE HOME LENDING MTG TR 2024-RPL2 A1A VAR 08/25/2064 144A                                                                      | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3559567 | PA      | $3210972.87    | 0.01%             | 2064-08-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 7.079%/VAR 02/10/2034                                                                             | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     2765000 | PA      | $3002374.56    | 0.01%             | 2034-02-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE CSTR 01/25/2032                                                                                                       | CUSIP: 3136BMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9000000 | PA      | $7851724.20    | 0.02%             | 2032-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2023-NQM6                                                                          | BRAVO RESIDENTIAL FDG TR 2023-NQM6 VAR 09/25/2063 144A                                                                           | CUSIP: 10569DAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      231000 | PA      | $232136.70     | 0.00%             | 2063-09-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2050#FS4617                                                                                                 | CUSIP: 3140XLDX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1169364 | PA      | $1149578.60    | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.84% 10/01/2027#BL0497                                                                                                | CUSIP: 3140HRRT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      132022 | PA      | $131629.48     | 0.00%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG TERM B 1LN 04/16/2031                                                                                                        | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |       20000 | PA      | $20016.20      | 0.00%             | 2031-04-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.875% 07/31/2027                                                                                                      | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   159668000 | PA      | $160329124.51  | 0.36%             | 2027-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FED HOME LOAN MTG CORP - GOLD 3.5% 07/15/2042                                                                                    | CUSIP: 3128HXKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       41326 | PA      | $39409.89      | 0.00%             | 2042-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 6.875%/VAR 10/20/2034                                                                             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      865000 | PA      | $971200.44     | 0.00%             | 2034-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 10/01/2031#AS8226                                                                                                 | CUSIP: 3138WJD88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      538168 | PA      | $519761.77     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                                                                    | NORTHRIVER MIDSTREAM FIN 6.75% 07/15/2032 144A                                                                                   | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |      270000 | PA      | $277281.63     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2052#RA6808                                                                                                   | CUSIP: 3133KNR54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6851631 | PA      | $6000027.83    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 3% 09/01/2040 #TBA                                                                                                     | CUSIP: 01F030496<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1324000 | PA      | $1266023.23    | 0.00%             | 2040-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR12M+109.513 06/20/2066                                                                          | CUSIP: 38376RWL6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       65287 | PA      | $65875.56      | 0.00%             | 2066-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 02/15/2048                                                                                        | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33151500 | PA      | $24318438.31   | 0.05%             | 2048-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2052#SD8243                                                                                                 | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2893229 | PA      | $2619148.71    | 0.01%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1                                                                     | ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1A D 5.79% 07/14/2038 144A                                                                 | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      156000 | PA      | $158630.14     | 0.00%             | 2038-07-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COOPR RESIDENTIAL MORTGAGE TRUST 2025-CES2                                                                  | COOPR RESIDENTIAL MORTGAGE TRUST 2025-CES2 A1A VAR 06/25/2060 144A                                                               | CUSIP: 12674UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5886236 | PA      | $5923885.13    | 0.01%             | 2060-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2051#FM6540                                                                                                 | CUSIP: 3140XAHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4221719 | PA      | $3591671.20    | 0.01%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                                                         | DUKE ENERGY IND INC 3.25% 10/01/2049                                                                                             | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      125000 | PA      | $84782.19      | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4.5% 09/01/2055 #TBA                                                                                                   | CUSIP: 01F042699<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   872162000 | PA      | $838910823.75  | 1.88%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORTUNA CONSUMER LOAN ABS 2024-2 DAC                                                                        | FORTUNA CONSUMER LOAN ABS 2024-2 DAC STEP 10/18/2034                                                                             | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $118948.53     | 0.00%             | 2034-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2049#QA4692                                                                                                   | CUSIP: 31346YF99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6841125 | PA      | $6054963.01    | 0.01%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 4.7% 07/01/2030                                                                                   | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1613136.10    | 0.00%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMCM 2022-RPL1 TR                                                                                          | CSMCM 2022-RPL1 TR 4.23104% 04/25/2061 144A                                                                                      | CUSIP: 12662JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      312828 | PA      | $260096.59     | 0.00%             | 2061-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                                                                  | BFLD TRUST 2024-VICT A TSFR1M+189 07/15/2041 144A                                                                                | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2906000 | PA      | $2916897.50    | 0.01%             | 2041-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2052#SD8256                                                                                                   | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10162320 | PA      | $9520022.93    | 0.02%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                                      | BX COMMERCIAL MORTGAGE TRUST 2025-BCAT TSFR1M+190 08/15/2042 144A                                                                | CUSIP: 12433HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100250.00     | 0.00%             | 2042-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                                             | TROPICANA TERM EXCH FLTO FL30 PIK 01/24/2030                                                                                     | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |       79335 | PA      | $32368.57      | 0.00%             | 2030-01-24      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 09/01/2053#QH0277                                                                                                 | CUSIP: 3133CCJW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      562150 | PA      | $591764.60     | 0.00%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2035#310165                                                                                                 | CUSIP: 31374CQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      845916 | PA      | $857586.30     | 0.00%             | 2038-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                                                  | EATON CORP 4.15% 03/15/2033                                                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       95000 | PA      | $92784.38      | 0.00%             | 2033-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                                                  | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 4.75% 04/15/2028 144A                                                 | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $195118.74     | 0.00%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 4.9% 06/01/2026                                                                                    | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2295000 | PA      | $2302241.57    | 0.01%             | 2026-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 6/40 #745138                                                                                                          | CUSIP: 3620C0ZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       42928 | PA      | $42782.23      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2019-GSA1                                                                                    | GS MTG SECS TR 2019-GSA1 A4 3.0479% 11/10/2052                                                                                   | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1232522.59    | 0.00%             | 2052-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2                                                                                              | COMM 2017-COR2 A3 3.51% 09/01/2050                                                                                               | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11380000 | PA      | $11128479.24   | 0.02%             | 2050-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                                      | MOTOROLA SOLUTIONS INC 5.4% 04/15/2034                                                                                           | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1925624.18    | 0.00%             | 2034-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2046#U93167                                                                                                 | CUSIP: 3132QDFG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15217 | PA      | $14029.89      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                                              | NCR VOYIX CORP 5% 10/01/2028 144A                                                                                                | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      382000 | PA      | $376588.40     | 0.00%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 4.3% 07/22/2027                                                                                           | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    21885000 | PA      | $21966292.71   | 0.05%             | 2027-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 TR                                                                                             | AASET 2019-2 B TR 4.458% 10/16/2039 144A                                                                                         | CUSIP: 00038RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      317601 | PA      | $309696.15     | 0.00%             | 2039-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                                                    | PAKISTAN ISLAMIC REP OF 7.375% 04/08/2031 144A                                                                                   | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      500000 | PA      | $471875.00     | 0.00%             | 2031-04-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 11/01/2053#SD8372                                                                                                 | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3562548 | PA      | $3593234.66    | 0.01%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 3.37 07/15/2030 UKR                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2679188 | NC      | $20774.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                                            | ABN AMRO BANK NV 2.47%/VAR 12/13/2029 144A                                                                                       | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $943763.32     | 0.00%             | 2029-12-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                                                | SYNOPSYS INC 5.15% 04/01/2035                                                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      179000 | PA      | $180553.28     | 0.00%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L                                  | BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A                                | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6281835 | PA      | $5920824.68    | 0.01%             | 2046-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.691250 04/15/2028 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2164000 | NC      | $2926.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                                             | ATLAS AIR TERM B 1LN 03/18/2030                                                                                                  | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       65000 | PA      | $64698.40      | 0.00%             | 2030-03-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 2.52%/VAR 11/03/2032                                                                                               | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      195000 | PA      | $172629.22     | 0.00%             | 2032-11-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AQUA FIN TR 2020-A                                                                                          | AQUA FIN TR 2020-A 7.15% 07/17/2046 144A                                                                                         | CUSIP: 038413AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1135530 | PA      | $1154299.14    | 0.00%             | 2046-07-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 12/01/2050#RA4142                                                                                                 | CUSIP: 3133KKS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1237565 | PA      | $1049390.70    | 0.00%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |       20000 | NC      | $3198.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE LLC                                                                                | GOODMAN US FINANCE THREE LLC 3.7% 03/15/2028 144A                                                                                | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       57000 | PA      | $56198.69      | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-6                                                                              | VELOCITY COML CAP LN TR 2024-6 VAR 12/25/2054 144A                                                                               | CUSIP: 92261BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      171584 | PA      | $172724.42     | 0.00%             | 2054-12-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                                               | BGC GROUP INC 6.6% 06/10/2029                                                                                                    | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3127855.44    | 0.01%             | 2029-06-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2051#BQ4491                                                                                                   | CUSIP: 3140KP7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      102314 | PA      | $81929.73      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                                                             | WESTERN-SOUTHERN GLOBAL FUNDING 4.9% 05/01/2030 144A                                                                             | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |     1411000 | PA      | $1438422.73    | 0.00%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUGREEN LP                                                                                                 | TRUGREEN TERM B 1LN 11/2/2027                                                                                                    | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |      276408 | PA      | $268635.13     | 0.00%             | 2027-11-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2046#AT2645                                                                                                   | CUSIP: 36194A5E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       20220 | PA      | $18634.77      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.75% 09/01/2034#BS6427                                                                                                | CUSIP: 3140LHD98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      389300 | PA      | $368101.99     | 0.00%             | 2034-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 02/01/2035#FM2518                                                                                                 | CUSIP: 3140X5YQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      473995 | PA      | $449519.18     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.24%/VAR 05/13/2031                                                                                           | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4000000 | PA      | $4111867.08    | 0.01%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 12/41 #552552                                                                                                         | CUSIP: 36213EZR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       41793 | PA      | $40469.49      | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                                                                   | PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A                                                                                 | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $300930.10     | 0.00%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 12/01/2045#G08682                                                                                                   | CUSIP: 3128MJXL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      250120 | PA      | $239539.93     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 10/01/2052#QF0895                                                                                                   | CUSIP: 3133BM7G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22636 | PA      | $22584.13      | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                                                     | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 2.9% 07/01/2050                                                                          | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       58000 | PA      | $36708.25      | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 3.241940 07/15/2035 UKR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     1838754 | NC      | $-5225.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                                                      | OREILLY AUTOMOTIVE INC 3.6% 09/01/2027                                                                                           | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4953.08       | 0.00%             | 2027-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 9 LTD                                                                                          | GENERATE CLO 9 LTD AR TSFR3M+135 01/20/2038 144A                                                                                 | CUSIP: 37147LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250852.25     | 0.00%             | 2038-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2048#BM4680                                                                                                   | CUSIP: 3140J9FW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      829256 | PA      | $788764.10     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLII LTD                                                                                     | MADISON PK FDG XLII LTD AR TSFR3M+115 11/21/2030 144A                                                                            | CUSIP: 55822RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      129564 | PA      | $129643.75     | 0.00%             | 2030-11-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 03/01/2055#CC0116                                                                                                   | CUSIP: 3140Y6DW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1561740 | PA      | $1620547.96    | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS THRU TR 2007-9                                                                                 | CWHL 2007-9 A11 5.75% 7/37                                                                                                       | CUSIP: 12544XAV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       29117 | PA      | $13519.87      | 0.00%             | 2037-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.8% 03/15/2036                                                                                           | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      820000 | PA      | $863085.22     | 0.00%             | 2036-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MTG SECS CORP                                                                    | CREDIT SUISS FB MTG SECS CORP 6.5% 01/25/2036                                                                                    | CUSIP: 225470RT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1863142 | PA      | $987167.17     | 0.00%             | 2036-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PEDIATRIC ASSOCIATES HOLDING CO LLC                                                                         | UFINET TERM B 1LN 12/29/2028                                                                                                     | CUSIP: 70533DAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      103291 | PA      | $94318.52      | 0.00%             | 2028-12-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 3.6% 04/01/2050                                                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      710000 | PA      | $485553.85     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 08/01/2051#SD3092                                                                                                 | CUSIP: 3132DQNH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4868285 | PA      | $4106752.54    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 02/01/2035#QN1578                                                                                                 | CUSIP: 3133G7XF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      472566 | PA      | $448164.21     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                                                   | CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A                                                                                  | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |     1956487 | PA      | $1980651.57    | 0.00%             | 2036-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                                                          | VORNADO REALTY LP 3.4% 06/01/2031                                                                                                | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     6373000 | PA      | $5682632.79    | 0.01%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 1.593%/VAR 05/04/2027                                                                                             | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1317000 | PA      | $1292462.83    | 0.00%             | 2027-05-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 06/01/2041#Q01604                                                                                                 | CUSIP: 3132GEX96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62486 | PA      | $63537.85      | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 5.85%/VAR 10/21/2033                                                                                              | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1850383.17    | 0.00%             | 2033-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LHOME MTG TR 2023-RTL1                                                                                      | LHOME MORTGAGE TRUST 2023-RTL1 A1 VAR 01/25/2028 144A                                                                            | CUSIP: 50205NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      636341 | PA      | $636430.90     | 0.00%             | 2028-01-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UK LOGISTICS 2024-1 DAC                                                                                     | UK LOGISTICS 2024-1X A DAC SONIO+ 05/15/2034 REGS                                                                                | CUSIP: N/A<br>LEI: 635400H22JMICKOJRJ36       | Long             | ABS-MBS          | CORP              | IE        |      100000 | PA      | $135551.69     | 0.00%             | 2034-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                                                            | TOWD POINT MORTGAGE TRUST 2024-3 5.1% 07/25/2065 144A                                                                            | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3121988 | PA      | $3149874.75    | 0.01%             | 2065-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 3                                                                                | BAYVIEW COML ASSET TR 2007 3 TSFR1M+101.448 07/25/2037 144A                                                                      | CUSIP: 07325YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13513 | PA      | $14353.80      | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHN LEWIS PLC                                                                                              | JOHN LEWIS PLC 4.25% 12/18/2034 REGS                                                                                             | CUSIP: N/A<br>LEI: 213800JSUFNZLZLCVJ25       | Long             | DBT              | CORP              | GB        |      350000 | PA      | $381861.03     | 0.00%             | 2034-12-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 06/01/2051#MA4354                                                                                                 | CUSIP: 31418DZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1310418 | PA      | $994561.06     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2052#SD2382                                                                                                 | CUSIP: 3132DPUF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      316779 | PA      | $289739.47     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GINNIE MAE II POOL II 3.5% 12/20/2049#BR8984                                                                                     | CUSIP: 3617M76V5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30512 | PA      | $27919.40      | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMD2 RE-REMIC TR 2019-FRR1                                                                                  | BMD2 RE-REMIC TR 2019-FRR1 6C 0% 05/25/2052 144A                                                                                 | CUSIP: 055631CJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4200000 | PA      | $3169168.80    | 0.01%             | 2052-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SVCS FINANC PLC                                                                               | ANGLIAN WATER SVCS FINANC PLC 6.293% 07/30/2030 REGS                                                                             | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      550000 | PA      | $770351.17     | 0.00%             | 2030-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2018-BOP                                                                            | MORGAN STANLEY CAP I TR 2018-BOP A TSFR1M+89.7 06/15/2035 144A                                                                   | CUSIP: 61768FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4512912 | PA      | $3687049.23    | 0.01%             | 2033-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) CP 0% 09/09/2025                                                                                               | CUSIP: 12553NW92<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2796141.32    | 0.01%             | 2025-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                                                       | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 3.959% 07/01/2038                                                                          | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $1937951.76    | 0.00%             | 2038-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MFA 2022-NQM1 TRUST                                                                                         | MFA 2022-NQM1 TRUST 4.26/VAR 12/25/2066 144A                                                                                     | CUSIP: 55284PAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      171000 | PA      | $150328.36     | 0.00%             | 2066-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                                                                              | DIAMOND II LTD 7.95% 07/28/2026 REGS                                                                                             | CUSIP: N/A<br>LEI: 254900KL4GQ2XC50XL44       | Long             | DBT              | CORP              | MU        |      900000 | PA      | $906750.00     | 0.00%             | 2026-07-28      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 3.5% 12/01/2029                                                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     4502000 | PA      | $4339270.89    | 0.01%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                                                                        | DOTDASH MEREDITH INC 7.625% 06/15/2032 144A                                                                                      | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |      130000 | PA      | $127361.24     | 0.00%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                         | NOMURA HOLDINGS INC 4.904% 07/01/2030                                                                                            | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     5700000 | PA      | $5781858.33    | 0.01%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026                                                                             | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      700000 | PA      | $696023.55     | 0.00%             | 2026-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+59.448 10/20/2067                                                                            | CUSIP: 38375UR93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      241649 | PA      | $241627.06     | 0.00%             | 2067-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                                                | WP CAREY INC 4.25% 07/23/2032                                                                                                    | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |      100000 | PA      | $121262.72     | 0.00%             | 2032-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                                                                | INTERNET BRANDS TERM B 1LN 05/03/2028                                                                                            | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      491135 | PA      | $454575.36     | 0.00%             | 2028-05-03      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC 4.7%/VAR PERP                                                                                                      | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |       45000 | PA      | $41037.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                                            | CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A                                                                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $198992.06     | 0.00%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANC AMER FDG 2015-R3 TR                                                                                    | BANC AMER FDG 2015-R3 TR CSTR 03/27/2036 144A                                                                                    | CUSIP: 05990QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      296994 | PA      | $254564.82     | 0.00%             | 2036-03-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 7/40 #733234                                                                                                          | CUSIP: 3620ALSX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3671 | PA      | $3655.89       | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                                         | GILEAD SCIENCES INC 2.6% 10/01/2040                                                                                              | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      280000 | PA      | $201896.20     | 0.00%             | 2040-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 10/20/2042#MA0463                                                                                                     | CUSIP: 36179MQQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      227825 | PA      | $220059.58     | 0.00%             | 2042-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                                         | CONSTELLATION ENERGY GENERATION LLC 5.75% 10/01/2041                                                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      830000 | PA      | $836308.81     | 0.00%             | 2041-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MTN INC 6.25% 01/15/2033 144A                                                                                               | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61397.47      | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                                       | WELLS FARGO COMMERCIAL MORTGAGE TRUST 21-C59 A4 2.343% 04/15/2054                                                                | CUSIP: 95003CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4527728.00    | 0.01%             | 2054-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNGT 04-T1 1A1 6 1/44                                                                                                            | CUSIP: 31393XFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2974 | PA      | $3040.37       | 0.00%             | 2044-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2051#BR0462                                                                                                 | CUSIP: 3140KXQQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      591247 | PA      | $501161.75     | 0.00%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.0% 04/01/2029#J27984                                                                                                 | CUSIP: 31307G2R9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      229504 | PA      | $225873.07     | 0.00%             | 2029-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 12/01/2034#FM0046                                                                                                   | CUSIP: 3140X3BQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1537833 | PA      | $1484660.60    | 0.00%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/45#AZ3341                                                                                                        | CUSIP: 3138YUWB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98510 | PA      | $94741.01      | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 05/01/2051#RA5288                                                                                                   | CUSIP: 3133KL2V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      573752 | PA      | $460338.29     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DRYDEN 54 SR LN FD / DRYDEN 54 SR LN FD LLC                                                                 | DRYDEN 54 SR LN FD / DRYDEN 54 SR LN FD LLC AR TSFR3M+115 10/19/2029 144A                                                        | CUSIP: 26244RAF8<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |       89523 | PA      | $89544.80      | 0.00%             | 2029-10-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST                                              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST TSFR1M+77.15 04/15/2037 144A                                      | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4832584 | PA      | $4787278.41    | 0.01%             | 2037-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER 4.875% 11/01/2027 144A                                                                                          | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     4610000 | PA      | $4657471.71    | 0.01%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/15/2027                                                                                   | CUSIP: 3137ARA30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       42213 | PA      | $41572.50      | 0.00%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS 06 HE4                                                                                   | MORGAN STANLEY ABS 06 HE4 STEP 06/25/2036                                                                                        | CUSIP: 61748BAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3205664 | PA      | $1628250.97    | 0.00%             | 2036-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2046#BC7248                                                                                                 | CUSIP: 3140F3BS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      408599 | PA      | $378159.59     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2052#RA7311                                                                                                 | CUSIP: 3133KPDQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2511568 | PA      | $2289340.25    | 0.01%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 6.25%/VAR PERP                                                                                       | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     1305000 | PA      | $1306165.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                                                  | VOLKSWAGEN INTL FINANCE NV 7.875%/VAR PERP REGS                                                                                  | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | EP               | CORP              | NL        |      700000 | PA      | $936591.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 03/01/30#V60745                                                                                                   | CUSIP: 3132KEZJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       86164 | PA      | $83973.29      | 0.00%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.0% 12/15/2042#AA8612                                                                                                 | CUSIP: 36178GR97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       43404 | PA      | $39549.80      | 0.00%             | 2042-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                           | EVERSOURCE ENERGY 4.6% 07/01/2027                                                                                                | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15096.47      | 0.00%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 3/41 #004977                                                                                                       | CUSIP: 36202FQ66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      383730 | PA      | $371867.34     | 0.00%             | 2041-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2043#AV2959                                                                                                 | CUSIP: 3138XEJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4670 | PA      | $4654.20       | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 5YR NOTE (CBT) FUT DEC25 FVZ5                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        2499 | NC      | $1066259.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPCO HOLDINGS LLC                                                                                          | PEPCO HOLDINGS LLC 7.45% 08/15/2032                                                                                              | CUSIP: 713291AH5<br>LEI: 0IYTXJPU5BH89F2Z1F31 | Long             | DBT              | CORP              | US        |       29000 | PA      | $33422.94      | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2023-B                                                                       | WORLD OMNI AUTO RECEIVABLES TR 2023-B 4.66% 05/15/2028                                                                           | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2237696 | PA      | $2241986.75    | 0.01%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                                         | US LBM TERM B 1LN 06/06/2031                                                                                                     | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      139647 | PA      | $135432.80     | 0.00%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS                                                                                                | NEW FORTRESS 12% 11/15/2029 144A                                                                                                 | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       88505 | PA      | $32525.59      | 0.00%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DRYDEN 45 SENIOR LOAN FUND                                                                                  | DRYDEN 45 SENIOR LOAN FUND BRR TSFR3M+165 10/15/2030 144A                                                                        | CUSIP: 26244MBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $4001596.00    | 0.01%             | 2030-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2052#MA4686                                                                                                   | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8994066 | PA      | $8936839.65    | 0.02%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST 2023-3                                                                           | GLS AUTO RECEIVABLES TRUST 2023-3A E 9.27% 08/15/2030 144A                                                                       | CUSIP: 36267PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1085405.20    | 0.00%             | 2030-08-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO 2018-1 DAC                                                                        | ROCKFORD TOWER EUROPE CLO 2018-1A DAC A1RR 3MEUR+126 08/29/2036 144A                                                             | CUSIP: N/A<br>LEI: 635400J1BXSISHD5XN53       | Long             | ABS-CBDO         | CORP              | IE        |     1000000 | PA      | $1169900.00    | 0.00%             | 2036-08-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF                                                                                       | ARGENTINA REPUBLIC OF STEP 07/09/2035                                                                                            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      790000 | PA      | $500860.00     | 0.00%             | 2035-07-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                                                         | BANCO BILBAO VIZ ARGENTARIA SA 6.033%/VAR 03/13/2035                                                                             | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $840487.78     | 0.00%             | 2035-03-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LHOME 2024-RTL4 A1                                                                                          | LHOME 2024-RTL4 A1 STEP 07/25/2039 144A                                                                                          | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1650000 | PA      | $1656960.20    | 0.00%             | 2039-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BUND FUTURE DEC25 RXZ5 PUT 127 09/26/2025                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -54 | NC      | $-13266.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 1.305%/VAR 02/02/2027 144A                                                                                          | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $493547.33     | 0.00%             | 2027-02-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER 4.55% 09/26/2029 144A                                                                                           | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2701490.05    | 0.01%             | 2029-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 4.5% 10/01/2054#FA0658                                                                                            | CUSIP: 3140W0WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15472106 | PA      | $14915387.59   | 0.03%             | 2054-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RAD CLO 18 LTD                                                                                              | RAD CLO 18 LTD A1R TSFR3M+140 07/15/2037 144A                                                                                    | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250600.00     | 0.00%             | 2037-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FREMF 17-K68 MORTGAGE TRUST                                                                                 | FREMF 17-K68 MORTGAGE TRUST VAR 08/25/2027 144A                                                                                  | CUSIP: 30305EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      275672 | PA      | $271405.67     | 0.00%             | 2049-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| QUANTA SVCS INC                                                                                             | QUANTA SVCS INC 5.25% 08/09/2034                                                                                                 | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      479000 | PA      | $484973.24     | 0.00%             | 2034-08-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-11                                                                            | ANGEL OAK MORTGAGE TRUST 2024-11 5.7% 08/25/2069 144A                                                                            | CUSIP: 03463QAA4<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-CBDO         | CORP              | US        |     1095084 | PA      | $1102415.61    | 0.00%             | 2069-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                                                | HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029                                                                               | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1085458.52    | 0.00%             | 2029-08-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMCC COML MTG SECS TR 2019-COR4                                                                            | JPMCC COML MTG SECS TR 2019-COR4 A3 3.7629% 03/10/2052                                                                           | CUSIP: 48128YAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5400000 | PA      | $5246757.18    | 0.01%             | 2052-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 11/46#MA4126                                                                                                          | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1516207 | PA      | $1361863.61    | 0.00%             | 2046-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                                                                              | CARMAX AUTO OWNER TRUST 2024-4 4.6% 10/15/2029                                                                                   | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $605107.26     | 0.00%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 01/01/2054#SD4622                                                                                                 | CUSIP: 3132DSD33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      954915 | PA      | $1003669.26    | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                                                        | NOBLE FINANCE II LLC 8% 04/15/2030 144A                                                                                          | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $274352.91     | 0.00%             | 2030-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS-THROUGH TR 2007-3                                                                              | CHL MTG PASS-THROUGH TR 2007-3 A17 6% 04/25/2037                                                                                 | CUSIP: 12543RAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      963754 | PA      | $439371.43     | 0.00%             | 2037-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 3.243967 07/15/2035 UKR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     1802700 | NC      | $-4696.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD                                                           | AMERICAN AIRLINES INC / AADVANTAGE LOYALTY IP LTD 5.5% 04/20/2026 144A                                                           | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135505 | PA      | $135608.10     | 0.00%             | 2026-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RENEW 2017-2                                                                                                | RENEW 2017-2 3.22% 09/22/2053 144A                                                                                               | CUSIP: 75973KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      249902 | PA      | $229332.19     | 0.00%             | 2053-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                                                | SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028                                                                                     | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1466716.25    | 0.00%             | 2028-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM5                                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM5 5.439% 07/25/2070 144A                                                  | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4341161 | PA      | $4366148.11    | 0.01%             | 2070-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 TR CSTR 02/25/2070                                                                                                 | CUSIP: 62916TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      364000 | PA      | $360488.89     | 0.00%             | 2070-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 8.7002% 03/01/2049 REGS                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      500000 | PA      | $421720.00     | 0.00%             | 2049-03-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                                                         | CARDINAL HEALTH INC 4.5% 09/15/2030                                                                                              | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2905279.62    | 0.01%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                                                     | ENI SPA 5.75% 05/19/2035 144A                                                                                                    | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $206507.23     | 0.00%             | 2035-05-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                                                        | TANGER PROPERTIES LP 3.125% 09/01/2026                                                                                           | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     3497000 | PA      | $3443204.53    | 0.01%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2046#BD5456                                                                                                 | CUSIP: 3140FDB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41969 | PA      | $38842.04      | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 04/20/2045#MA2753                                                                                                   | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       64925 | PA      | $58774.56      | 0.00%             | 2045-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+140 02/25/2055                                                                                | CUSIP: 3136BUWL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2565847 | PA      | $2576195.22    | 0.01%             | 2055-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                                                           | UPBOUND GROUP INC 6.375% 02/15/2029 144A                                                                                         | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |      300000 | PA      | $294030.63     | 0.00%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC                                                                     | DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC A1R TSFR3M+136 07/18/2037 144A                                                           | CUSIP: 26253MAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     8569000 | PA      | $8601536.49    | 0.02%             | 2037-07-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III INC                                                                   | FRESENIUS MEDICAL CARE US FINANCE III INC 1.875% 12/01/2026 144A                                                                 | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |      660000 | PA      | $637423.34     | 0.00%             | 2026-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LNS                                                                                     | COLLEGE AVE STUDENT LNS 6.5% 06/25/2054 144A                                                                                     | CUSIP: 19425MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      263914 | PA      | $277673.52     | 0.00%             | 2054-06-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARGENT SECS INC                                                                                             | ARSI TSFR1M+75.448 01/25/2036                                                                                                    | CUSIP: 040104QP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2110416 | PA      | $1966469.85    | 0.00%             | 2036-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNW 2004-W8 3A 7.5% 6/44                                                                                                         | CUSIP: 31394ALN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         923 | PA      | $957.66        | 0.00%             | 2044-06-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC NEW                                                                       | INTERCONTINENT HTL GRP PLC NEW 3.375% 10/08/2028 REGS                                                                            | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | DBT              | CORP              | GB        |      485000 | PA      | $628235.33     | 0.00%             | 2028-10-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 3/42 #773363                                                                                                          | CUSIP: 36176Q5Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15435 | PA      | $14493.39      | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.75% 11/15/2053                                                                                     | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34730000 | PA      | $33761358.77   | 0.08%             | 2053-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST 2017-1MKT                                                                            | ONE MARKET PLAZA TRUST 2017-1MKT 3.6139% 02/10/2032 144A                                                                         | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3652239 | PA      | $3497119.08    | 0.01%             | 2032-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2052#SD5845                                                                                                 | CUSIP: 3132DTP61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2900544 | PA      | $2625770.11    | 0.01%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 5 LTD                                                                                    | OHA CREDIT FUNDING 5 LTD B1R TSFR3M+170 10/18/2037 144A                                                                          | CUSIP: 67113GAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250960.75     | 0.00%             | 2037-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 04/01/2048#G61565                                                                                                 | CUSIP: 31335BW28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      324698 | PA      | $319711.98     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 5% 09/01/2040 #TBA                                                                                                     | CUSIP: 01F050494<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -5125000 | PA      | $-5178051.95   | -0.01%            | 2040-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2039#AW1156                                                                                                   | CUSIP: 3138XQJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      106418 | PA      | $103771.28     | 0.00%             | 2039-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BUND FUTURE DEC25 RXZ5 CALL 130.50 09/26/2025                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -28 | NC      | $-5568.72      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DB MASTER FIN LLC                                                                                           | DB MASTER FIN LLC 2.045% 11/20/2051 144A                                                                                         | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |     1386000 | PA      | $1342919.79    | 0.00%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                                                    | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5.125% 09/25/2027 144A                                                                  | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     7852000 | PA      | $7979914.26    | 0.02%             | 2027-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 06/01/2052#SD1082                                                                                                   | CUSIP: 3132DNFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1993848 | PA      | $1746028.48    | 0.00%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/CAD settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $528.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 05/51#RA5117                                                                                                        | CUSIP: 3133KLVJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9136632 | PA      | $7373413.42    | 0.02%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC 05-42CB A2 TSFR1M+76.448 10/25/2035                                                                                    | CUSIP: 12667G4T7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      840031 | PA      | $459634.53     | 0.00%             | 2035-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 5.227% 11/17/2034                                                                                     | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      445000 | PA      | $454557.53     | 0.00%             | 2034-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                                                | AMPRION GMBH 3.125% 08/27/2030 REGS                                                                                              | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      800000 | PA      | $941589.17     | 0.00%             | 2030-08-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                                                 | HEXION TERM 1LN 03/15/2029                                                                                                       | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |      313934 | PA      | $313215.32     | 0.00%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTG LN TR 2006 AR41                                                                            | INDX 06-AR41 A3 TSFR1M+47.448 1/37                                                                                               | CUSIP: 45668NAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       28118 | PA      | $26615.36      | 0.00%             | 2037-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                                         | CALPINE CORPORATION 4.5% 02/15/2028 144A                                                                                         | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99041.11      | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                                       | UBER TECHNOLOGIES INC 5.35% 09/15/2054                                                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       90000 | PA      | $84504.79      | 0.00%             | 2054-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                                                       | JANE STREET TERM B 1LN 12/15/2031                                                                                                | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |      262694 | PA      | $261732.10     | 0.00%             | 2031-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2041#AL0762                                                                                                 | CUSIP: 3138EGZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55888 | PA      | $55801.07      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                                                          | WYNN MACAU LIMITED 5.5% 01/15/2026 144A                                                                                          | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1125000 | PA      | $1123875.00    | 0.00%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                                                       | CAMDEN PROPERTY TRUST 3.15% 07/01/2029                                                                                           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |      146000 | PA      | $140279.74     | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6.5% 09/01/2055 #TBA                                                                                                     | CUSIP: 21H062693<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3015000 | PA      | $3102385.25    | 0.01%             | 2055-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 3.55% 05/01/2027                                                                                    | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14845.61      | 0.00%             | 2027-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 03-64 SX INSF 7/33                                                                                                           | CUSIP: 31393DJU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         244 | PA      | $242.51        | 0.00%             | 2033-07-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COS GLOBAL FUNDING                                                                          | MUTUAL OF OMAHA COS GLOBAL FUNDING 5.35% 04/09/2027 144A                                                                         | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3305112.04    | 0.01%             | 2027-04-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK19                                                                                             | BANK 2019-BNK19 A3 3.183% 08/15/2061                                                                                             | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      292553 | PA      | $274968.58     | 0.00%             | 2061-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                                                  | FIDELITY NATL INFORMN SVCS INC CP 0% 09/12/2025                                                                                  | CUSIP: 31621YWC9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2595439.86    | 0.01%             | 2025-09-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 06/20/2048#MA5266                                                                                                     | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1931943 | PA      | $1948222.91    | 0.00%             | 2048-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/47#BE2975                                                                                                        | CUSIP: 3140FNJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      128493 | PA      | $122982.01     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2025-167G MORTGAGE TRUST                                                                               | COMM 2025-167G A MORTGAGE TRUST 5.50268% 08/10/2040 144A                                                                         | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $160864.86     | 0.00%             | 2040-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2053#FS4919                                                                                                 | CUSIP: 3140XLPD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      793295 | PA      | $662012.78     | 0.00%             | 2053-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 6.4% 03/15/2054                                                                                                         | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108185.87     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021                                                                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A                                                 | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4470000 | PA      | $4458478.13    | 0.01%             | 2031-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                                            | PUGET ENERGY INC 2.379% 06/15/2028                                                                                               | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      815000 | PA      | $773350.00     | 0.00%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.17% 10/01/2034#WN1167                                                                                                | CUSIP: 3132XFJM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      585106 | PA      | $567977.26     | 0.00%             | 2034-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                                       | NORTHROP GRUMMAN CORP 4.03% 10/15/2047                                                                                           | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      728000 | PA      | $577354.83     | 0.00%             | 2047-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 07/01/2054#CB8867                                                                                                 | CUSIP: 3140QUZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7157025 | PA      | $7536303.67    | 0.02%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 04/20/2048#BG7744                                                                                                     | CUSIP: 3617GSS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      315575 | PA      | $297849.24     | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                                             | ESKOM HLDGS LTD 6.35% 08/10/2028 144A                                                                                            | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     1298000 | PA      | $1325582.50    | 0.00%             | 2028-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC                                                                    | SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC 3.375% 09/04/2032 REGS                                                                  | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |     1340000 | PA      | $1570415.69    | 0.00%             | 2032-09-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP PAY 4.146 07/30/30                                                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |     3030000 | NC      | $104794.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2045#AS5133                                                                                                 | CUSIP: 3138WEV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1013736 | PA      | $944958.07     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+63.448 08/20/2062                                                                            | CUSIP: 38375BUL4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       91711 | PA      | $91692.71      | 0.00%             | 2062-08-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 11/01/2052#CB5128                                                                                                   | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      982582 | PA      | $983699.30     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 7.6% 08/12/2039 REGS                                                                                            | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     2858000 | PA      | $867848.04     | 0.00%             | 2039-08-12      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                                          | ELM TRUST 2024-ELM VAR 06/10/2027 144A                                                                                           | CUSIP: 26860XAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2414000 | PA      | $4175.98       | 0.00%             | 2039-06-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.194%/VAR 07/23/2030                                                                                | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      301000 | PA      | $289082.55     | 0.00%             | 2030-07-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 4.954%/VAR 07/08/2033                                                                               | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     9060000 | PA      | $9180434.31    | 0.02%             | 2033-07-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.25% 07/25/2046                                                                                  | CUSIP: 3136BMGV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1682537 | PA      | $1609762.92    | 0.00%             | 2046-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                                  | AVIATION CAPITAL GROUP LLC 5.125% 04/10/2030 144A                                                                                | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $10774638.92   | 0.02%             | 2030-04-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2024-OMNI                                                                 | J P MORGAN CHASE COML MTG SECS TR 2024-OMNI A VAR 10/05/2039 144A                                                                | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1110000 | PA      | $1133253.28    | 0.00%             | 2039-10-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6                                                         | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6 A5 3.4898% 07/15/2050                                                        | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4864897.50    | 0.01%             | 2050-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FINANCE PLC                                                                                | SOUTH WEST WATER FINANCE PLC 5.75% 12/11/2032 REGS                                                                               | CUSIP: N/A<br>LEI: 213800OV68U446W4NV89       | Long             | DBT              | CORP              | GB        |      125000 | PA      | $171481.79     | 0.00%             | 2032-12-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                                                 | SCOTTS MIRACLE GRO CO (THE) 4.375% 02/01/2032                                                                                    | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      625000 | PA      | $576873.88     | 0.00%             | 2032-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.679% 02/01/2039#AL8741                                                                                               | CUSIP: 3138ETWB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42508 | PA      | $44161.66      | 0.00%             | 2039-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                                                  | TEREX CORP NEW 6.25% 10/15/2032 144A                                                                                             | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      240000 | PA      | $242950.08     | 0.00%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-6                                                                           | VERUS SECURITIZATION TRUST 2025-6 A1 STEP 07/25/2070 144A                                                                        | CUSIP: 92540YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4058327 | PA      | $4089737.72    | 0.01%             | 2070-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                                 | METLIFE INC 5% 07/15/2052                                                                                                        | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      270000 | PA      | $243364.20     | 0.00%             | 2052-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                                                  | HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A                                                                                | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $279377.56     | 0.00%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2050#CA5702                                                                                                 | CUSIP: 3140QDKQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      620531 | PA      | $524432.95     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 11/30/2031                                                                                                      | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33481000 | PA      | $33977983.59   | 0.08%             | 2031-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                                               | ECHOSTAR CORP 10.75% 11/30/2029                                                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     2154600 | PA      | $2318888.25    | 0.01%             | 2029-11-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ARBOUR CLO VI DAC                                                                                           | ARBOUR CLO VI DAC AR 3MEUR+115 11/15/2037 144A                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     9400000 | PA      | $10998951.52   | 0.02%             | 2037-11-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                                                   | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 05/15/2028 144A                                                                  | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $209575.60     | 0.00%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 03/15/2050                                                                               | CUSIP: 3137HCXU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2057168 | PA      | $2064838.98    | 0.00%             | 2050-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                         | CONSUMERS ENERGY CO 5.05% 05/15/2035                                                                                             | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      260000 | PA      | $262048.71     | 0.00%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 02/01/2053#QF7084                                                                                                 | CUSIP: 3133BU2R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2328078 | PA      | $2356824.73    | 0.01%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 09/01/2043#U92021                                                                                                   | CUSIP: 3132HCD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23294 | PA      | $23680.25      | 0.00%             | 2043-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/42#AB5500                                                                                                      | CUSIP: 31417CDE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3625 | PA      | $3420.58       | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.1% 05/01/2026                                                                                                        | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      553000 | PA      | $548069.81     | 0.00%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2047#ZM2486                                                                                                 | CUSIP: 3131XVXP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1967113 | PA      | $1800897.59    | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 08/01/2051#                                                                                                         | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1776588 | PA      | $1421521.80    | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TURKIYE VARLIK FONU YONETIMI AS                                                                             | TURKIYE VARLIK FONU YONETIMI AS 8.25% 02/14/2029 REGS                                                                            | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | CORP              | TR        |      200000 | PA      | $211250.00     | 0.00%             | 2029-02-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                                                      | PLANET FITNESS MASTER ISSUER LLC 18-1A 3.858% 12/05/2049 144A                                                                    | CUSIP: 72703PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5873175 | PA      | $5644728.46    | 0.01%             | 2049-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 10/01/2049#SI2041                                                                                                   | CUSIP: 3133USHS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5688328 | PA      | $4999090.21    | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 03/01/2052#SD7553                                                                                                   | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13097645 | PA      | $11547479.44   | 0.03%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 3% 09/01/2055 #TBA                                                                                                     | CUSIP: 01F030694<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    54000000 | PA      | $46785934.80   | 0.10%             | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CWMBS INC PASS THRU CTFS                                                                                    | CWMBS INC PASS THRU CTFS 5.75% 04/25/2034                                                                                        | CUSIP: 12669FPZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1542 | PA      | $1490.90       | 0.00%             | 2034-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 08/01/2050#RA3206                                                                                                   | CUSIP: 3133KJR38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15801 | PA      | $12791.05      | 0.00%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                                                    | EUROPEAN INVESTMENT BANK 2.375% 05/15/2030 REGS                                                                                  | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      345000 | PA      | $403045.47     | 0.00%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN KETTERING CANCER CTR                                                                         | MEMORIAL SLOAN KTTRNG CNCR CTR 5% 07/01/2042                                                                                     | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      350000 | PA      | $331201.67     | 0.00%             | 2042-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.705%/VAR 04/24/2028                                                                                | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28761.34      | 0.00%             | 2028-04-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES6                                                                         | TOWD POINT MORTGAGE TRUST 2024-CES6 5.725% 11/25/2064 144A                                                                       | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-CBDO         | CORP              | US        |     9324242 | PA      | $9412240.53    | 0.02%             | 2064-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 06/01/2051#FM7507                                                                                                 | CUSIP: 3140XBKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6835698 | PA      | $5794179.30    | 0.01%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 3.5% 07/47#BM3041                                                                                                 | CUSIP: 3140J7LX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2801884 | PA      | $2595778.21    | 0.01%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 13.32 05/08/25 01/02/29 CME                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    11500000 | NC      | $3763.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 07/01/2053#RA9383                                                                                                   | CUSIP: 3133KRM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1576100 | PA      | $1629907.36    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                                            | ESSENT GROUP LTD 6.25% 07/01/2029                                                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |     3000000 | PA      | $3146641.56    | 0.01%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 F1                                                                                            | FKH 2021-SFR1 F1 1.888% 08/17/2038 144A                                                                                          | CUSIP: 33767WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1067361.13    | 0.00%             | 2038-08-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                                               | LIVE NATION ENTERTAINMENT INC 4.75% 10/15/2027 144A                                                                              | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      532000 | PA      | $527570.51     | 0.00%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP                                                                                            | GS MTG SECS CORP TSFR1M+61.448 06/25/2035                                                                                        | CUSIP: 36242D7K3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         208 | PA      | $200.69        | 0.00%             | 2035-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 03/01/2044#Q25265                                                                                                 | CUSIP: 3132M5QS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       38912 | PA      | $38757.18      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 5.75% 06/01/2028                                                                                    | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3695000 | PA      | $3792869.47    | 0.01%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2046#BD1371                                                                                                 | CUSIP: 3140F8QZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5045 | PA      | $4674.34       | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6.5% 03/15/2033                                                                                   | CUSIP: 31393MS28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2945 | PA      | $452.90        | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 5.875% 11/15/2033                                                                                        | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1566431.14    | 0.00%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                                                                               | TAKE-TWO INTERACTV SOFTWR INC 5.6% 06/12/2034                                                                                    | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      836000 | PA      | $867843.57     | 0.00%             | 2034-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DAC                                                                           | SMBC AVIATION CAPITAL FINANCE DAC 5.7% 07/25/2033 144A                                                                           | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     2365000 | PA      | $2447903.51    | 0.01%             | 2033-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.11% 04/01/2033#BS7740                                                                                                | CUSIP: 3140LJS64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3436169 | PA      | $3380978.97    | 0.01%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                                                        | PRPM 2025-NQM1 A1 TRUST VAR 11/25/2069 144A                                                                                      | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1560534 | PA      | $1576332.56    | 0.00%             | 2069-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                                                | GUARDIAN LIFE GLOBAL FUNDING 5.737% 10/02/2028 144A                                                                              | CUSIP: 40139LBH5<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209370.54     | 0.00%             | 2028-10-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX 2021-XL2                                                                                                 | BX TRUST 21-XL2 A TSFR1M+80.298 10/15/2036 144A                                                                                  | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      535479 | PA      | $535311.56     | 0.00%             | 2038-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MTG LN TR 2025-RP1 B3 VAR 01/25/2064 144A                                                                              | CUSIP: 17332HAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      129413 | PA      | $53798.90      | 0.00%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  3 | On Loan: No      |
| ENBRIDGE INC                                                                                                | ENBRIDGE INC 5.3% 04/05/2029                                                                                                     | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $825740.49     | 0.00%             | 2029-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 9/41 #783501                                                                                                          | CUSIP: 36241L3J3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30082 | PA      | $30554.49      | 0.00%             | 2041-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 4.4% 05/15/2044                                                                                                       | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      280000 | PA      | $243972.91     | 0.00%             | 2044-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/EUR settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-57681.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.25% 05/15/2041                                                                                     | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7769300 | PA      | $5630011.12    | 0.01%             | 2041-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                           | NEWELL BRANDS INC 6.625% 09/15/2029                                                                                              | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      296000 | PA      | $297438.56     | 0.00%             | 2029-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP 4.091% 07/16/2037 144A                                                                                          | CUSIP: 62954WAZ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     5500000 | PA      | $6556068.20    | 0.01%             | 2037-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 5.373%/VAR 01/10/2029                                                                             | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      945000 | PA      | $966349.35     | 0.00%             | 2029-01-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SERIES 2007-6                                                | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SERIES 2007-6 VAR 07/25/2037                                                      | CUSIP: 86364CAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1276076 | PA      | $807874.22     | 0.00%             | 2037-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2046#BD2956                                                                                                 | CUSIP: 3140FAJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      122362 | PA      | $113246.32     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                                              | NISSAN MOTOR ACCEPTANCE CO LLC 2.45% 09/15/2028 144A                                                                             | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18170.56      | 0.00%             | 2028-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.835000 15-APR-2028 USC 2.83500 Apr 15, 2028                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2170000 | NC      | $-4898.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 4.5% 07/25/2048                                                                                                       | CUSIP: 3136BM7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2647548 | PA      | $2634251.45    | 0.01%             | 2048-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                                                     | XPO INC 7.125% 06/01/2031 144A                                                                                                   | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      880000 | PA      | $916014.88     | 0.00%             | 2031-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 12/01/2032#J38057                                                                                                   | CUSIP: 31307U5S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      173228 | PA      | $168934.88     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                              | AIR LEASE CORP CP 0% 09/11/2025                                                                                                  | CUSIP: 00913WWB7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     7879000 | PA      | $7865496.18    | 0.02%             | 2025-09-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERN PIPELINE LP                                                                                | PLAINS ALL AMERN PIPELINE LP FRN TSFR3M+437.161 PERP                                                                             | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |      315000 | PA      | $315114.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                                                          | CNA FINANCIAL CORP 5.125% 02/15/2034                                                                                             | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |      115000 | PA      | $115041.13     | 0.00%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                                              | PUBLIC SERVICE ELEC and GAS CO 3.6% 12/01/2047                                                                                   | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      410000 | PA      | $303512.19     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                                                       | DUPONT DE NEMOURS INC 4.725% 11/15/2028                                                                                          | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     5610000 | PA      | $5721772.97    | 0.01%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/47#BM1277                                                                                                        | CUSIP: 3140J5M30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      483689 | PA      | $461431.44     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2048#Q54192                                                                                                   | CUSIP: 3132XWUS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32244 | PA      | $30708.62      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 07/01/2054#RJ1984                                                                                                 | CUSIP: 3142GSF29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      380709 | PA      | $395619.70     | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                                                         | AVANTOR FUNDING INC 3.875% 11/01/2029 144A                                                                                       | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52258.26      | 0.00%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.994%/VAR 04/12/2029                                                                                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1552000 | PA      | $1580828.52    | 0.00%             | 2029-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/51#BR6470                                                                                                      | CUSIP: 3140L5FL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      628512 | PA      | $532748.95     | 0.00%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/20/2046#AR3124                                                                                                   | CUSIP: 36192XPH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       50351 | PA      | $46466.25      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                                          | PRPM 2025-RPL1 M1A 4% 03/25/2055 144A                                                                                            | CUSIP: 74390WAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      357000 | PA      | $331573.14     | 0.00%             | 2055-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                                                 | PROLOGIS LP 3% 04/15/2050                                                                                                        | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      150000 | PA      | $96795.22      | 0.00%             | 2050-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 6.625%/VAR 05/15/2055                                                                                        | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      995000 | PA      | $1019289.94    | 0.00%             | 2055-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.625% 08/31/2030                                                                                                      | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11296000 | PA      | $11261582.44   | 0.03%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 12/01/2045#BA4584                                                                                                 | CUSIP: 3140E9CW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      422821 | PA      | $404949.83     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QC0041                                                                                                   | CUSIP: 3133AJBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      294310 | PA      | $238156.73     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AUSTRALIA FIN PTY LTD                                                                            | BARRICK PD AUSTRALIA FIN P LTD 5.95% 10/15/2039                                                                                  | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |     1340000 | PA      | $1395129.56    | 0.00%             | 2039-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.656%/VAR 04/18/2030                                                                                             | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      444000 | PA      | $463667.87     | 0.00%             | 2030-04-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 2.987% 11/01/2063                                                                                                   | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1661000 | PA      | $923851.16     | 0.00%             | 2063-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2046#MA2806                                                                                                   | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      935865 | PA      | $835922.07     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2046#BM4548                                                                                                 | CUSIP: 3140J9BS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      847110 | PA      | $846278.77     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA FDS TR II                                                                                          | Columbia Mortgage Opportunities A                                                                                                | CUSIP: 19764F813<br>LEI: N/A                  | Long             | EC               | RF                | US        |    57312636 | NS      | $484291772.84  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 2.95% 03/01/2026                                                                                     | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79213.74      | 0.00%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-1 5.55% 06/25/2059 144A                                                                     | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $513303.70     | 0.00%             | 2059-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 04/25/2031                                                                                    | CUSIP: 3137FYUM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      375930 | PA      | $47660.07      | 0.00%             | 2031-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                                                                            | SW FINANCE I PLC 6.875% 08/07/2032 REGS                                                                                          | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $408800.34     | 0.00%             | 2032-08-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                                                    | MOLSON COORS BEVERAGE CO 4.2% 07/15/2046                                                                                         | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |       92000 | PA      | $72829.58      | 0.00%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 11/20/2047#MA4838                                                                                                     | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      101175 | PA      | $96377.01      | 0.00%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 3.7% 03/15/2052                                                                                          | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1949000 | PA      | $1407658.39    | 0.00%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/41#AL1431                                                                                                      | CUSIP: 3138EHSV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      261119 | PA      | $260597.63     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2048#BK1653                                                                                                 | CUSIP: 3140HEZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67324 | PA      | $65953.67      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: CAD/USD settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $26.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 3.3% 08/01/2040                                                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $1504925.70    | 0.00%             | 2040-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2047#ZA4942                                                                                                 | CUSIP: 31329NP36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      155870 | PA      | $144794.00     | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FNR 2010-35 SB SOFR30A+630.552 4/40                                                                                              | CUSIP: 31398PKD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4770 | PA      | $478.33        | 0.00%             | 2040-04-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                                              | BRASKEM NETHERLANDS FIN BV 4.5% 01/10/2028 144A                                                                                  | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      245000 | PA      | $190592.83     | 0.00%             | 2028-01-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDGS SA                                                                                   | INTELSAT JACKSON HLDGS SA 9.75% 12/31/2049 144A                                                                                  | CUSIP: 45824TAY1<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |     5500000 | PA      | $0.55          | 0.00%             | 2049-12-31      | Fixed         | 0.10%                 | No            |                  3 | On Loan: No      |
| BMP 2024-MF23                                                                                               | BMP 2024-MF23 D TSFR1M+ 06/15/2041 144A                                                                                          | CUSIP: 05593JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1463000 | PA      | $1467114.69    | 0.00%             | 2041-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-VLT6                                                                                             | BX TR 2025-VLT6 B TSFR1M+189.257 03/15/2042 144A                                                                                 | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2997187.50    | 0.01%             | 2042-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                                                         | JAZZ SECURITIES DAC 4.375% 01/15/2029 144A                                                                                       | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |       95000 | PA      | $92999.94      | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2051#FM6564                                                                                                 | CUSIP: 3140XAJJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      534812 | PA      | $449816.24     | 0.00%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 06/20/2055#MB0423                                                                                                     | CUSIP: 3618N5PH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       44999 | PA      | $44531.09      | 0.00%             | 2055-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                                           | JAPAN TOBACCO INC 5.856% 06/15/2035 144A                                                                                         | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |      955000 | PA      | $1008576.18    | 0.00%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     2100000 | NC      | $-28186.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 10/01/2051#QC7968                                                                                                 | CUSIP: 3133ASZ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3888954 | PA      | $3276970.31    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HTL MORTGAGE TRUST                                                                                 | MCR 2024-HTL E MORTGAGE TRUST TSFR1M+465.43 02/15/2037 144A                                                                      | CUSIP: 55286PAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       98294 | PA      | $97389.08      | 0.00%             | 2037-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/EUR settle 2025-10-10                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-429.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-I LTD                                                                                     | CIFC FUNDING 2019-I LTD A1R2 TSFR3M+136 10/20/2037 144A                                                                          | CUSIP: 12553DAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      294000 | PA      | $295265.08     | 0.00%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2007-OA10                                                                            | ALTERNATIVE LOAN TRUST 2007-OA10 STEP TSFR1M+61.448 09/25/2047                                                                   | CUSIP: 02149QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4641874 | PA      | $667276.39     | 0.00%             | 2047-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 4.9% 08/15/2044                                                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       43000 | PA      | $34434.32      | 0.00%             | 2044-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 1345 TR 2025-AOA                                                                                            | 1345 TR 2025-AOA E TSFR1M+450 06/15/2030 144A                                                                                    | CUSIP: 68271CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346000 | PA      | $347713.95     | 0.00%             | 2042-06-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2044#G08597                                                                                                 | CUSIP: 3128MJUX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40159 | PA      | $37606.07      | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2015-3 LTD                                                                                         | VOYA CLO 2015-3 LTD A3R4 TSFR3M+145 10/20/2031 144A                                                                              | CUSIP: 92913UBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250434.75     | 0.00%             | 2031-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                                                         | NOVA CHEMICALS CORP 4.25% 05/15/2029 144A                                                                                        | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       27000 | PA      | $25920.48      | 0.00%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 7.081% 08/02/2053                                                                                               | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      254000 | PA      | $282253.30     | 0.00%             | 2053-08-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                        | ENEL FINANCE INTL NV 5.125% 06/26/2029 144A                                                                                      | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     7130000 | PA      | $7308056.99    | 0.02%             | 2029-06-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MF                                                                                      | BX COML MTG TR 2024-MF TSFR1M+144.161 02/15/2039 144A                                                                            | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115109 | PA      | $115252.98     | 0.00%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                                | ROCKIES EXPRESS PIPELINE LLC 6.75% 03/15/2033 144A                                                                               | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      650000 | PA      | $678975.05     | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2062#BF0654                                                                                                   | CUSIP: 3140FXWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      598346 | PA      | $509765.93     | 0.00%             | 2062-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 05/01/2034#C91764                                                                                                 | CUSIP: 3128P75Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       75913 | PA      | $74349.13      | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 01/15/2047#AX5831                                                                                                   | CUSIP: 36196HPQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19662 | PA      | $18569.96      | 0.00%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                                                      | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.5% 10/01/2031 144A                                                      | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $127778.25     | 0.00%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                              | HOME DEPOT INC 3.625% 04/15/2052                                                                                                 | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      400000 | PA      | $289824.76     | 0.00%             | 2052-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.786%/VAR 03/04/2029                                                                                              | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1415000 | PA      | $1433508.79    | 0.00%             | 2029-03-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | OTC EPUT EUR VS USD @ 1.11 BPS                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |    17431000 | NC      | $23440.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC FRN SOFR+103 03/03/2029                                                                                        | CUSIP: 404280ET2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $5019452.15    | 0.01%             | 2029-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/46#AS7248                                                                                                        | CUSIP: 3138WHBS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      190907 | PA      | $182360.43     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.875% 05/15/2049                                                                                    | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10053000 | PA      | $7108963.27    | 0.02%             | 2049-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                                                    | TOTALENERGIES CAPITAL SA 5.488% 04/05/2054                                                                                       | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      450000 | PA      | $428345.81     | 0.00%             | 2054-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-2                                                                             | FOUNDATION FINANCE TRUST 2025-2 5.68% 04/15/2052 144A                                                                            | CUSIP: 35042NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100637.63     | 0.00%             | 2052-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                                                                      | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+278.148 7 11/15/2038 144A                                                          | CUSIP: 26863LAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      991737 | PA      | $990806.82     | 0.00%             | 2038-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 6.75% 04/15/2030 144A                                                                                       | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      195000 | PA      | $197173.28     | 0.00%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                                                | PIONEER NATURAL RESOURCES CO 5.1% 03/29/2026                                                                                     | CUSIP: 723787AV9<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $2987996.73    | 0.01%             | 2026-03-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                                                      | LOGICOR FINANCING SARL 3.75% 07/14/2032 REGS                                                                                     | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |      500000 | PA      | $579409.48     | 0.00%             | 2032-07-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 10/01/2053#QH3307                                                                                                 | CUSIP: 3133CFU80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      760604 | PA      | $766489.74     | 0.00%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2045#MA2462                                                                                                   | CUSIP: 31418BWY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55277 | PA      | $52647.17      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JONAH ENERGY ABS I LLC                                                                                      | JONAH ENERGY ABS I LLC 7.2% 12/10/2037 144A                                                                                      | CUSIP: 47987EAC1<br>LEI: 2549003KXV9PPFRCPA79 | Long             | ABS-CBDO         | CORP              | US        |      302690 | PA      | $304636.03     | 0.00%             | 2037-12-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 5/35 #003710                                                                                                          | CUSIP: 36202EDP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       32095 | PA      | $32551.82      | 0.00%             | 2035-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.75% 11/15/2043                                                                                     | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3648600 | PA      | $3159031.98    | 0.01%             | 2043-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                                                         | PECO ENERGY COMPANY 3.9% 03/01/2048                                                                                              | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       56000 | PA      | $43772.43      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN HOME IMPROVEMENT TRUST 2022-GRN1 ISSUER TRUST                                                       | GOLDMAN HOME IMPROVEMENT TRUST 2022-GRN1 ISSUER TRUST 4.5% 06/25/2052 144A                                                       | CUSIP: 38150YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      166176 | PA      | $165874.16     | 0.00%             | 2052-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-II LTD                                                                                    | CIFC FUNDING 2019-II LTD DR TSFR3M+326.161 04/17/2034 144A                                                                       | CUSIP: 12554AAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $550000.00     | 0.00%             | 2034-04-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC                                      | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A                                    | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      579000 | PA      | $570223.29     | 0.00%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                                                                    | TSMC ARIZONA CORPORATION 2.5% 10/25/2031                                                                                         | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |      702000 | PA      | $637654.68     | 0.00%             | 2031-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER 2.375% 10/15/2027 144A                                                                                          | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       32000 | PA      | $30712.01      | 0.00%             | 2027-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 3.350000 07/15/2030 UKR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2706250 | NC      | $24339.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                                                | ECOPETROL SA 6.875% 04/29/2030                                                                                                   | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1534000 | PA      | $1558927.50    | 0.00%             | 2030-04-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTG SECS INC                                                                                     | AMERIQUEST MTG SECS INC TSFR1M+131.448 11/25/2034                                                                                | CUSIP: 03072SVT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3108480 | PA      | $2909165.71    | 0.01%             | 2034-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                                 | AKER BP ASA 5.8% 10/01/2054 144A                                                                                                 | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      180000 | PA      | $160709.64     | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.745% 01/25/2026                                                                                 | CUSIP: 3137BNGT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4352293 | PA      | $4319828.50    | 0.01%             | 2026-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/EUR settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $76.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP CDS 12/20/30 AVLN B                                                                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DCR              | CORP              | US        |     1150000 | NC      | $-1267.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                               | DISH DBS CORP 5.25% 12/01/2026 144A                                                                                              | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      526000 | PA      | $510239.85     | 0.00%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                                                    | ACURIS FIN US/ACURIS FIN 9% 08/01/2029 144A                                                                                      | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $128750.00     | 0.00%             | 2029-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                                     | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 9.625% 12/01/2032 144A                                                                   | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      105000 | PA      | $119209.31     | 0.00%             | 2032-12-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 5.5% 01/15/2026 144A                                                                                 | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       93000 | PA      | $93150.57      | 0.00%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWMBS INC                                                                                                   | CWALT 06-OA2 A5 TSFR1M+57.448 5/46                                                                                               | CUSIP: 126694S41<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      552569 | PA      | $480032.34     | 0.00%             | 2046-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 4.35% 11/15/2045                                                                                          | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      415000 | PA      | $348199.77     | 0.00%             | 2045-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                                   | BALL CORP 2.875% 08/15/2030                                                                                                      | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       55000 | PA      | $49754.49      | 0.00%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                                                                 | YORKSHIRE WATER FINANCE PLC 6% 07/22/2033 REGS                                                                                   | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      475000 | PA      | $638189.62     | 0.00%             | 2033-07-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BUXL 30Y BND FUT SEP25 UBU5                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -11 | NC      | $80569.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.939% 05/20/2071#CE5464                                                                                                 | CUSIP: 3617VUB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1368117 | PA      | $1233900.20    | 0.00%             | 2071-05-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2047#ZM3810                                                                                                 | CUSIP: 3131XXGT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12602 | PA      | $11706.29      | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2052#FS3536                                                                                                 | CUSIP: 3140XJ4W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      553734 | PA      | $535539.43     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES XXVII CLO LTD                                                                                          | ARES XXVII CLO LTD BR3 TSFR3M+165 10/28/2034 144A                                                                                | CUSIP: 00190YBR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3900000 | PA      | $3901458.60    | 0.01%             | 2034-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                                                            | AMC NETWORKS INC 10.25% 01/15/2029 144A                                                                                          | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104090.00     | 0.00%             | 2029-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.24000 08/15/2055 CPT                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -431983 | NC      | $-933.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#FS1402                                                                                                   | CUSIP: 3140XGRY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      851752 | PA      | $679392.95     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 03/31/2031                                                                                                      | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       46000 | PA      | $46812.19      | 0.00%             | 2031-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                                | TAKEDA PHARMACEUTICAL CO LTD 3.025% 07/09/2040                                                                                   | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     2260000 | PA      | $1701506.81    | 0.00%             | 2040-07-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                                             | MOTABILITY OPERATIONS GRP PLC 3.625% 01/22/2033 REGS                                                                             | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      725000 | PA      | $852558.01     | 0.00%             | 2033-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 12/01/2040#MA4204                                                                                                   | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3801957 | PA      | $3304636.74    | 0.01%             | 2040-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 07/31/2030                                                                                                          | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      130000 | PA      | $131711.33     | 0.00%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 07/01/2053#SD8341                                                                                                   | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39684 | PA      | $39295.27      | 0.00%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                                                  | COPT DEFENSE PROPERTIES LP 2.25% 03/15/2026                                                                                      | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1794284.56    | 0.00%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 2.95% 02/01/2051                                                                                   | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      257000 | PA      | $155566.61     | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2046#G08742                                                                                                 | CUSIP: 3128MJZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       93528 | PA      | $86554.81      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/2051#RA6010                                                                                                 | CUSIP: 3133KMVB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2882113 | PA      | $2634303.85    | 0.01%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2051#CB2460                                                                                                   | CUSIP: 3140QMWW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61396 | PA      | $58321.48      | 0.00%             | 2051-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SVC CO OF NEW HAMPSHIRE                                                                              | PUBLIC SVC CO OF NEW HAMPSHIRE 5.35% 10/01/2033                                                                                  | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2994119.85    | 0.01%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                                                                           | BRAZIL LETRAS DO TESOURO NACIONAL 0% 04/01/2026                                                                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |   186900000 | PA      | $31796075.31   | 0.07%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                                                                            | KNIFE RIVER CORP 7.75% 05/01/2031 144A                                                                                           | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      292000 | PA      | $306251.94     | 0.00%             | 2031-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 7/29 #MA0130                                                                                                          | CUSIP: 31417YEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25536 | PA      | $25744.78      | 0.00%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 09/01/2055 #TBA                                                                                                       | CUSIP: 21H020691<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -89600000 | PA      | $-73348423.68  | -0.16%            | 2055-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#FM6560                                                                                                   | CUSIP: 3140XAJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43278 | PA      | $34736.81      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                                                    | NEW YORK LIFE GLOBAL FDG 5% 06/06/2029 144A                                                                                      | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3602800.57    | 0.01%             | 2029-06-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 01/01/2033#J38387                                                                                                   | CUSIP: 31307VJ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      297418 | PA      | $289382.01     | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUPERNOVA INVEST GMBH                                                                                       | SUPERNOVA INVEST GMBH 5% 06/24/2030 REGS                                                                                         | CUSIP: N/A<br>LEI: 5299008Z5M2L56PLUX74       | Long             | DBT              | CORP              | AT        |      150000 | PA      | $178067.58     | 0.00%             | 2030-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: GBP/USD settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-570.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREMF 2015-K51 MTG TR                                                                                       | FREMF 2015-K51 B CSTR 10/48 144A                                                                                                 | CUSIP: 30293XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80452 | PA      | $80182.71      | 0.00%             | 2048-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO 17-1 LTD                                                                                       | TRESTLES CLO 17-1 LTD A1RR TSFR3M+146 07/25/2037 144A                                                                            | CUSIP: 89531FAY3<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |      530000 | PA      | $530954.00     | 0.00%             | 2037-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 6/40 #745068                                                                                                          | CUSIP: 3620C0W53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       57026 | PA      | $56834.91      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 05/01/2045#G61807                                                                                                   | CUSIP: 31335CAG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      134061 | PA      | $130481.18     | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 02/35#BO9279                                                                                                      | CUSIP: 3140K5JZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      184315 | PA      | $174854.59     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: USD/GBP settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $1691.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                                                                | SOMNIGROUP INTERNATIONAL INC 3.875% 10/15/2031 144A                                                                              | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      135000 | PA      | $123504.13     | 0.00%             | 2031-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 13.4 07/10/25 01/02/29 CME                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   148200000 | NC      | $131384.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2052#RA6987                                                                                                 | CUSIP: 3133KNXQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2826464 | PA      | $2578206.69    | 0.01%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#QD3432                                                                                                   | CUSIP: 3133B0Y56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      243463 | PA      | $195413.51     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 03/01/2054#CB8113                                                                                                 | CUSIP: 3140QUAP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1317928 | PA      | $1369133.87    | 0.00%             | 2054-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                              | HOME DEPOT INC 3.5% 09/15/2056                                                                                                   | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      152000 | PA      | $104595.28     | 0.00%             | 2056-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 05/20/2052#MA8042                                                                                                   | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11570634 | PA      | $9860886.14    | 0.02%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K58 MORTGAGE TRUST                                                                               | FREMF 2016-K58 MORTGAGE TRUST 3.7387% 9/25/49 144A                                                                               | CUSIP: 35690AAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3090000 | PA      | $3044468.85    | 0.01%             | 2049-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR2 TRUST                                                                        | PROGRESS RESIDENTIAL 2024-SFR2 E1 TRUST CSTR VAR 04/17/2041 144A                                                                 | CUSIP: 74290XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $92614.35      | 0.00%             | 2041-04-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN FUJI EUR CLO V DAC                                                                             | BLUEMOUNTAIN FUJI EUR CLO V DAC A 3MEUR+91 01/15/2033 144A                                                                       | CUSIP: N/A<br>LEI: 635400IYPG2G6NM3OV52       | Long             | ABS-CBDO         | CORP              | IE        |      972239 | PA      | $1134944.39    | 0.00%             | 2033-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                                                     | AEP TRANSMISSION CO LLC 5.15% 04/01/2034                                                                                         | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2025299.72    | 0.00%             | 2034-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 3.75% 05/15/2030                                                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2964000 | PA      | $2873445.32    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCLO 2022-FL1 A                                                                                            | ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A                                                                                     | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      140980 | PA      | $141063.56     | 0.00%             | 2037-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                                               | BAT INTL FINANCE PLC 4.448% 03/16/2028                                                                                           | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     8700000 | PA      | $8731286.33    | 0.02%             | 2028-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 10/01/2052#CB4893                                                                                                   | CUSIP: 3140QQNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5847936 | PA      | $5841794.37    | 0.01%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL19 LLC                                                                                           | MF1 2025-FL19 LLC A TSFR1M+148.81 05/18/2042 144A                                                                                | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      289000 | PA      | $289722.67     | 0.00%             | 2042-05-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 04/20/2053#MA8799                                                                                                   | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7852545 | PA      | $7614605.43    | 0.02%             | 2053-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC                                           | PALMER SQUARE LN FDG LTD 2025-2A A1 TSFR3M+94 07/15/2033 144A                                                                    | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3384000 | PA      | $3384764.78    | 0.01%             | 2033-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+525 03/25/2042 144A                                                                           | CUSIP: 20753YAF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      240000 | PA      | $254196.43     | 0.00%             | 2042-03-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                              | FAIRFAX FINANCIAL HLDGS LTD 5.75% 05/20/2035 144A                                                                                | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     5560000 | PA      | $5678347.55    | 0.01%             | 2035-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAY 2025-LIVN MORTGAGE TRUST                                                                                | BAY 2025-LIVN MORTGAGE TRUST TSFR1M+180 05/15/2035 144A                                                                          | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1123000 | PA      | $1126213.80    | 0.00%             | 2035-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 05/01/2041#SC0167                                                                                                 | CUSIP: 3132D9FG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      558420 | PA      | $501806.36     | 0.00%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 5.05% 07/12/2027                                                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      600000 | PA      | $609349.65     | 0.00%             | 2027-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG TR                                                                                            | JPMMT 06-A2 5A3 CSTR 11/33                                                                                                       | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         518 | PA      | $506.84        | 0.00%             | 2033-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CIM TR 2025-I1                                                                                              | CIM TRUST 2025-I1 5.798% 10/25/2069 144A                                                                                         | CUSIP: 12571DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4791731 | PA      | $4831189.15    | 0.01%             | 2069-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2052#SD2301                                                                                                 | CUSIP: 3132DPRW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      597490 | PA      | $543689.17     | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 12/01/2032#SB0030                                                                                                   | CUSIP: 3132CWA79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      245394 | PA      | $239765.36     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FS0957                                                                                                   | CUSIP: 3140XGB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      704823 | PA      | $614355.46     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 4.95% 05/15/2028                                                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1239000 | PA      | $1259321.12    | 0.00%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MTG LN TR 2007 FXD1                                                                              | OOMLT 2007-FXD1 3A4 CSTR 1/37                                                                                                    | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       86499 | PA      | $84708.22      | 0.00%             | 2037-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3 4/43 #AB9025                                                                                                              | CUSIP: 31417GA30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      412390 | PA      | $375892.83     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                                         | CALPINE TERM B5 1LN 2/15/2032                                                                                                    | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |      330486 | PA      | $330095.93     | 0.00%             | 2032-02-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                                                     | TGS ASA 8.5% 01/15/2030 144A                                                                                                     | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |      290000 | PA      | $295927.37     | 0.00%             | 2030-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                                             | MAREX GROUP PLC 6.404% 11/04/2029                                                                                                | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     5900000 | PA      | $6080608.26    | 0.01%             | 2029-11-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENKO POWER II LTD                                                                                        | GREENKO POWER II LTD 4.3% 12/13/2028 REGS                                                                                        | CUSIP: N/A<br>LEI: 254900YYA4B6O2O4JM12       | Long             | DBT              | CORP              | MU        |     1116500 | PA      | $1060608.01    | 0.00%             | 2028-12-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 09/01/2042#AP4786                                                                                                 | CUSIP: 3138M8J87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143920 | PA      | $131862.76     | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HLDGS INC                                                                                         | SCIH SALT HLDGS INC 6.625% 05/01/2029 144A                                                                                       | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $190763.80     | 0.00%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.875%/VAR PERP                                                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     4320000 | PA      | $4269594.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2036#CA9140                                                                                                   | CUSIP: 3140QHEN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      691433 | PA      | $638546.33     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM3                                                                      | BARCLAYS MORTGAGE LOAN TRUST 2025-NQM3 B1 VAR 05/25/2065 144A                                                                    | CUSIP: 06745VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      111000 | PA      | $112947.46     | 0.00%             | 2065-05-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 10/01/2043#AU4405                                                                                                 | CUSIP: 3138X33P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      247262 | PA      | $225151.92     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.00% 2/36 #003817                                                                                                       | CUSIP: 36202EG29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       20858 | PA      | $21168.94      | 0.00%             | 2036-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA                                                                                                | WORLDLINE SA 5.5% 06/10/2030 REGS                                                                                                | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $202609.49     | 0.00%             | 2030-06-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 9/38 #G05188                                                                                                          | CUSIP: 3128M7CZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31040 | PA      | $31545.06      | 0.00%             | 2038-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 6.625%/VAR PERP                                                                                      | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      653000 | PA      | $672268.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                                          | BX TRUST 2025-ROIC C TSFR1M+169 03/15/2030 144A                                                                                  | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2051001 | PA      | $2041386.71    | 0.00%             | 2030-03-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                                                     | WESTERN GAS PARTNERS LP 4.75% 08/15/2028                                                                                         | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1473489.18    | 0.00%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 7.3% 09/30/2033 REGS                                                                                    | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $182312.00     | 0.00%             | 2033-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA ARM 5.65% 7/37 #942609                                                                                                      | CUSIP: 31413DVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5581 | PA      | $5800.57       | 0.00%             | 2037-07-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                                                                                    | ROCKETMTGE C0-ISSUER INC 3.875% 03/01/2031 144A                                                                                  | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       71000 | PA      | $66347.27      | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VEGAS 2024-GCS                                                                                              | VEGAS 2024-GCS C VAR 07/10/2036 144A                                                                                             | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      490000 | PA      | $483605.60     | 0.00%             | 2036-07-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP 4.876% 07/16/2030 144A                                                                                          | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     2480000 | PA      | $2518285.47    | 0.01%             | 2030-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LENDMARK FDG TR 2024-1                                                                                      | LENDMARK FDG TR 2024-1 5.88% 06/21/2032 144A                                                                                     | CUSIP: 52603DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      520000 | PA      | $527993.23     | 0.00%             | 2032-06-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 3.4% 01/15/2030                                                                                               | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1408893.75    | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COLT 2022-8 MTG LN TR                                                                                       | COLT 2022-8 B1 MORTGAGE LOAN TRUST CSTR 08/25/2067 144A                                                                          | CUSIP: 19688MAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $99655.05      | 0.00%             | 2067-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 4.625% 03/15/2052                                                                                                        | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1222958.77    | 0.00%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                                    | BUILDERS FIRSTSOURCE INC 6.75% 05/15/2035 144A                                                                                   | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      310000 | PA      | $323284.55     | 0.00%             | 2035-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ILPT TRUST 2019-SURF                                                                                        | ILPT TRUST 2019-SURF 4.145% 02/11/2041 144A                                                                                      | CUSIP: 44965LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2700000 | PA      | $2650539.24    | 0.01%             | 2041-02-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 06/20/2054#MA9726                                                                                                     | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      483979 | PA      | $495161.54     | 0.00%             | 2054-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU 2005-AR2 2A21 TSFR1M+77.448 1/45                                                                                            | CUSIP: 92922FD47<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         340 | PA      | $334.54        | 0.00%             | 2045-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                                             | CORNERSTONE BUILDING BRANDS INC 9.5% 08/15/2029 144A                                                                             | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96246.81      | 0.00%             | 2029-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2046#BC8998                                                                                                   | CUSIP: 3140F47L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      806379 | PA      | $721524.37     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM OF                                                                                          | BELGIUM KINGDOM OF 3.3% 06/22/2054 144A REGS                                                                                     | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     3267940 | PA      | $3233849.19    | 0.01%             | 2054-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/42#AP8469                                                                                                        | CUSIP: 3138MCMT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      457178 | PA      | $419157.33     | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO 2018-1 DAC                                                                        | ROCKFORD TOWER EUROPE CLO 2018-1 DAC AR 3MEUR+137 04/24/2037 144A                                                                | CUSIP: N/A<br>LEI: 635400J1BXSISHD5XN53       | Long             | ABS-CBDO         | CORP              | IE        |     1000000 | PA      | $1169900.00    | 0.00%             | 2037-04-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                                              | MCDONALDS CORP 4.7% 12/09/2035                                                                                                   | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     2880000 | PA      | $2835698.80    | 0.01%             | 2035-12-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 5.8% 09/15/2062                                                                                                 | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      464000 | PA      | $450601.20     | 0.00%             | 2062-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 3.509%/VAR 01/23/2029                                                                                      | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9550000 | PA      | $9409773.34    | 0.02%             | 2029-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BOBL FUTURE SEP25 OEU5                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          34 | NC      | $7803.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 5.086%/VAR 02/25/2029                                                                                               | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1600000 | PA      | $1626003.18    | 0.00%             | 2029-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP/SEALED AIR CORP US                                                                          | SEALED AIR CORP/SEALED AIR CORP US 6.125% 02/01/2028 144A                                                                        | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      440000 | PA      | $446337.32     | 0.00%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                  | PACIFICORP 4.125% 01/15/2049                                                                                                     | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      836000 | PA      | $634548.56     | 0.00%             | 2049-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP PAY 4.03 04/25/30                                                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |    10100000 | NC      | $354934.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: JPY 1.298750 08/13/2035 FTO                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -228738900 | NC      | $15570.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUEBERRY PARK CLO LTD                                                                                      | BLUEBERRY PARK CLO LTD A TSFR3M+135 10/20/2037 144A                                                                              | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4323000 | PA      | $4333807.50    | 0.01%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 4% 09/15/2030                                                                                               | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      425000 | PA      | $392857.72     | 0.00%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 7% 03/18/2027                                                                                         | CUSIP: 31359NTJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |          24 | PA      | $24.20         | 0.00%             | 2027-03-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-8R LTD                                                                                         | OCP CLO 2020-8R LTD AR TSFR3M+125 10/17/2036 144A                                                                                | CUSIP: 670898AQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      973664 | PA      | $974704.85     | 0.00%             | 2036-10-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GE CAP MTG SVCS INC                                                                                         | GE CAP MTG SVCS INC 6.7% 04/25/2029                                                                                              | CUSIP: 36157RD77<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1933 | PA      | $1936.36       | 0.00%             | 2029-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 7.5% 02/20/2030                                                                                   | CUSIP: 31359XYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         772 | PA      | $808.92        | 0.00%             | 2030-02-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP                                                                 | PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 2.532% 10/01/2029                                                                    | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2405000 | PA      | $2242000.07    | 0.01%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                                             | NORDEA BANK ABP FRN SOFR+74 03/19/2027 144A                                                                                      | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      200000 | PA      | $201022.19     | 0.00%             | 2027-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 10/40#004832                                                                                                        | CUSIP: 36202FLM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      106024 | PA      | $99727.48      | 0.00%             | 2040-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 09/20/2046#MA3940                                                                                                     | CUSIP: 36179SLV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      164885 | PA      | $167640.47     | 0.00%             | 2046-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 04/01/2052#RA7183                                                                                                   | CUSIP: 3133KN6U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      233404 | PA      | $218141.28     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BFLD COML MTG TR 2024-UNIV                                                                                  | BFLD COML MTG TR 2024-UNIV A TSFR1M+149.25 11/15/2029 144A                                                                       | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      210000 | PA      | $210459.38     | 0.00%             | 2041-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TERWIN MORTGAGE TRUST                                                                                       | TERWIN MORTGAGE TRUST STEP 06/25/2036                                                                                            | CUSIP: 881561VF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      172829 | PA      | $160313.35     | 0.00%             | 2036-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                                              | SABRE TERM B1 1LN 11/15/2029                                                                                                     | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       92688 | PA      | $88285.54      | 0.00%             | 2029-11-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                                                | HUDSON PACIFIC PROPERTIES LP 4.65% 04/01/2029                                                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    10503000 | PA      | $9653132.95    | 0.02%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2050#BP4416                                                                                                 | CUSIP: 3140KB4A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4453946 | PA      | $3739133.56    | 0.01%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 8/41 #430354                                                                                                          | CUSIP: 36207FBX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      226914 | PA      | $219882.67     | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 7.385%/VAR 11/02/2028                                                                                               | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      620000 | PA      | $659028.50     | 0.00%             | 2028-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4.55% 02/15/2032                                                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      194000 | PA      | $193092.42     | 0.00%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                               | DISH DBS CORP 7.375% 07/01/2028                                                                                                  | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $429875.00     | 0.00%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                                    | COOPERATIEVE RABOBANK UA 5.71%/VAR 01/21/2033 144A                                                                               | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      628000 | PA      | $660634.82     | 0.00%             | 2033-01-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR3 TR                                                                           | PROGRESS RESIDENTIAL 2021-SFR3 TR 2.688% 05/17/2026 144A                                                                         | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      281728 | PA      | $278368.00     | 0.00%             | 2026-05-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2012-149 DA 1.75% 01/25/2043                                                                      | CUSIP: 3136AA4A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      319363 | PA      | $298429.71     | 0.00%             | 2043-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                                       | CPI PROPERTY GROUP SA 1.5% 01/27/2031 REGS                                                                                       | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |      275000 | PA      | $265774.96     | 0.00%             | 2031-01-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40 LTD                                                                          | OCTAGON INVESTMENT PARTNERS 40 LTD BRR TSFR3M+155 01/20/2035 144A                                                                | CUSIP: 67592BBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4800000 | PA      | $4777502.40    | 0.01%             | 2035-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2050#MA4159                                                                                                 | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12267158 | PA      | $10267737.19   | 0.02%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#SD8134                                                                                                   | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4219172 | PA      | $3378572.40    | 0.01%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5% 10/15/2039                                                                                     | CUSIP: 31398KFF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       27605 | PA      | $27926.89      | 0.00%             | 2039-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 6.375% 04/01/2029 144A                                                                                                  | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1358000 | PA      | $1407834.96    | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 03/01/2055#CC0136                                                                                                 | CUSIP: 3140Y6EJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2399120 | PA      | $2527945.41    | 0.01%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                                                   | LINCOLN NATIONAL CORP IND 6.3% 10/09/2037                                                                                        | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      110000 | PA      | $116660.46     | 0.00%             | 2037-10-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 5% 02/01/2040#SB8363                                                                                                   | CUSIP: 3132D6JG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      199980 | PA      | $202032.11     | 0.00%             | 2040-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 11/01/2050#SD8104                                                                                                 | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3108921 | PA      | $2363446.78    | 0.01%             | 2050-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 06/01/2051#SD8151                                                                                                 | CUSIP: 3132DWBU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1536562 | PA      | $1280836.03    | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LFT CRE 2021-FL1 LTD / LFT CRE 2021-FL1 LLC                                                                 | LFT CRE 2021-FL1 LTD / LFT CRE 2021-FL1 LLC TSFR1M+256.448 06/15/2039 144A                                                       | CUSIP: 50203JAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      416500 | PA      | $405604.11     | 0.00%             | 2039-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | OTC EPUT EUR VS USD @ 1.129 GLM                                                                                                  | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |    31443000 | NC      | $40744.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC CP 0% 09/19/2025                                                                                                      | CUSIP: 00287BWK1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13963086.20   | 0.03%             | 2025-09-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                              | HOME DEPOT INC 4.95% 06/25/2034                                                                                                  | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      750000 | PA      | $762856.47     | 0.00%             | 2034-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 8/40 #737311                                                                                                          | CUSIP: 3620ARDQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       48717 | PA      | $49491.94      | 0.00%             | 2040-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2052#MA4737                                                                                                   | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1117364 | PA      | $1108857.82    | 0.00%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                                                       | REYNOLDS AMERICAN INC 8.125% 05/01/2040                                                                                          | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |       24000 | PA      | $28219.34      | 0.00%             | 2040-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                                                                        | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 4.3% 01/15/2029 144A                                                                        | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2755000 | PA      | $2755406.72    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP/DE                                                                                             | SANDISK TERM B 1LN 2/20/2032                                                                                                     | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      166500 | PA      | $165875.63     | 0.00%             | 2032-02-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      180000 | NC      | $28783.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                                           | LITHIA MOTORS INC 3.875% 06/01/2029 144A                                                                                         | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1697231.58    | 0.00%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 07/01/2054#SD8446                                                                                                 | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10478048 | PA      | $10548655.83   | 0.02%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                                              | BRAZIL FEDERATIVE REPUBLIC OF 7.125% 05/13/2054                                                                                  | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      488000 | PA      | $474336.00     | 0.00%             | 2054-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LA LLC 3.12% 09/01/2027                                                                                                  | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20635.95      | 0.00%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP REC 4.01 12/20/29                                                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |     2500000 | NC      | $85124.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AJAX MTG LN TR 2021-E                                                                                       | AJAX MTG LN TR 2021-E 1.74% 12/25/2060 144A                                                                                      | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1274355 | PA      | $1126828.05    | 0.00%             | 2060-12-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES INC                                                                                         | THOR INDUSTRIES INC 4% 10/15/2029 144A                                                                                           | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |      270000 | PA      | $254957.63     | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DONNELLEY (R.R.) and SONS CO                                                                                | DONNELLEY (R.R.) and SONS CO 10.875% 08/01/2029 144A                                                                             | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192893.06     | 0.00%             | 2029-08-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#FS3863                                                                                                   | CUSIP: 3140XKJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      713345 | PA      | $577464.45     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONALFIN AUTH REV                                                                  | NEW YORK AUTH 2.69% 5/1/2033                                                                                                     | CUSIP: 64972JRV2<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |     1485000 | PA      | $1312470.18    | 0.00%             | 2033-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: BRL/USD settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $34085.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                                           | ILIAD HOLDING SAS 7% 04/15/2032 144A                                                                                             | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      120000 | PA      | $123431.40     | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#MA4465                                                                                                   | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12278298 | PA      | $9812866.47    | 0.02%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS 7.05%/VAR PERP                                                                                                     | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |      250000 | PA      | $257904.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 06/01/2054#                                                                                                       | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7911134 | PA      | $7964444.13    | 0.02%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      270000 | NC      | $43175.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     2400000 | NC      | $-32212.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 12/25/2041                                                                                    | CUSIP: 31392B6Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      377219 | PA      | $2348.23       | 0.00%             | 2041-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 5.8% 11/15/2054                                                                                                 | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      700000 | PA      | $678213.77     | 0.00%             | 2054-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                                 | AKER BP ASA 3.1% 07/15/2031 144A                                                                                                 | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     7295000 | PA      | $6628961.83    | 0.01%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| E3 2019-1                                                                                                   | E3 2019-1 3.1% 09/20/2055 144A                                                                                                   | CUSIP: 269330AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      117942 | PA      | $103653.68     | 0.00%             | 2055-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                                            | ABN AMRO BANK NV 6.339%/VAR 09/18/2027 144A                                                                                      | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     3400000 | PA      | $3467484.90    | 0.01%             | 2027-09-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-INV1                                                                                   | NYMT LOAN TRUST 2024-INV1 5.379% 06/25/2069 144A                                                                                 | CUSIP: 62956XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3307632 | PA      | $3313293.32    | 0.01%             | 2069-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 12/20/2054#MB0092                                                                                                   | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2542867 | PA      | $2562916.80    | 0.01%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                                               | BMP 2024-MF23 C TSFR1M+194.113 06/15/2041 144A                                                                                   | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1060000 | PA      | $1062981.25    | 0.00%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MI UNIV REVS                                                                                     | UNIV MICH REVS 3.504% 4/1/2052                                                                                                   | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1080000 | PA      | $791075.27     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAMLL TRUST 2025-ASHF                                                                                       | BAMLL TRUST 2025-ASHF TSFR1M+185 02/15/2040 144A                                                                                 | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      746000 | PA      | $747500.43     | 0.00%             | 2042-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                                                                                         | SUNNOVA ENERGY CORP 5.875% 09/01/2026 144A                                                                                       | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |      210000 | PA      | $630.00        | 0.00%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 2/39 #930610                                                                                                          | CUSIP: 31412N3T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      205952 | PA      | $205861.25     | 0.00%             | 2039-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2018-H4                                                                      | MORGAN STANLEY CAPITAL I TRUST 2018-H4 4.31% 12/15/2051                                                                          | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3837000 | PA      | $3827104.38    | 0.01%             | 2051-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN MTN                                                                                   | FEDERAL NATL MTG ASSN MTN 0% 03/17/2031                                                                                          | CUSIP: 3136F1EQ9<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |      515000 | PA      | $412205.21     | 0.00%             | 2031-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP PAY 3.95 04/29/30                                                                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     4640000 | NC      | $170124.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AIRLS INC SAVE PASS THRU CTFS SER 2015-1A                                                            | SPIRIT AIRLS INC SAVE PASS THRU CTFS SER 2015-1A 4.1% 10/01/2029                                                                 | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490805 | PA      | $455596.51     | 0.00%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 22-56 FJ SOFR30A+80 09/25/2052                                                                    | CUSIP: 3136BNY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5884910 | PA      | $5791684.59    | 0.01%             | 2052-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2022-P1                                                                      | CARVANA AUTO RECEIVABLES TRUST 2022-P1 3.52% 02/10/2028                                                                          | CUSIP: 14688DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2490911 | PA      | $2479563.71    | 0.01%             | 2028-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                                                          | WYNN MACAU LIMITED 5.625% 08/26/2028 REGS                                                                                        | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |      900000 | PA      | $893659.50     | 0.00%             | 2028-08-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.723500 4/15/2029 USC                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -3472000 | NC      | $-6694.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTF 2025-A                                                                                                | WESTF 2025-A 5.582% 06/15/2050 144A                                                                                              | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3629965 | PA      | $3684966.28    | 0.01%             | 2050-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 04/20/2072#BL8377                                                                                                    | CUSIP: 3617JMJW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      600440 | PA      | $629700.57     | 0.00%             | 2072-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                                                       | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 5.6% 07/01/2111                                                                            | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      400000 | PA      | $390648.63     | 0.00%             | 2111-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 4.95% 11/01/2031                                                                                             | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     7265000 | PA      | $7391753.11    | 0.02%             | 2031-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                                              | MCDONALDS CORP 4.95% 03/03/2035                                                                                                  | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1585481.88    | 0.00%             | 2035-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                                   | L3HARRIS TECHNOLOGIES INC 5.35% 06/01/2034                                                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      137000 | PA      | $140370.76     | 0.00%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST                                                                                      | LENDMARK FUNDING TRUST 21-1A A 1.9% 11/20/2031 144A                                                                              | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4200000 | PA      | $4049379.18    | 0.01%             | 2031-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                                                             | CONSOLIDATED COMMUNICATIONS INC 6.5% 10/01/2028 144A                                                                             | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |      540000 | PA      | $548978.58     | 0.00%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.332% 10/01/2032#BM6466                                                                                               | CUSIP: 3140JBFG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3513342 | PA      | $2899106.13    | 0.01%             | 2032-10-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2051#CB1901                                                                                                 | CUSIP: 3140QMDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      533105 | PA      | $452878.41     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#RA6302                                                                                                   | CUSIP: 3133KNAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2460193 | PA      | $1976191.23    | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3704                                                                                           | CUSIP: 3142GUDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1042069 | PA      | $1098024.63    | 0.00%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 04/20/2048#BA7568                                                                                                   | CUSIP: 3617ALMR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      118951 | PA      | $116313.52     | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                                     | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 3.125% 07/15/2029 144A                                                                   | CUSIP: 81180LAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       64000 | PA      | $57280.00      | 0.00%             | 2029-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2048#FM3248                                                                                                   | CUSIP: 3140X6TE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2419342 | PA      | $2299696.05    | 0.01%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.875% 02/15/2041                                                                                    | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      638700 | PA      | $438931.60     | 0.00%             | 2041-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.25% 03/01/2030                                                                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      145000 | PA      | $149836.71     | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2039#AA9716                                                                                                 | CUSIP: 31416TYN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9151 | PA      | $9291.28       | 0.00%             | 2039-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2038#AU4761                                                                                                   | CUSIP: 3138X4JF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      323861 | PA      | $316883.64     | 0.00%             | 2038-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 5% 01/15/2029                                                                                                           | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1746000 | PA      | $1766030.46    | 0.00%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE                                              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-NINE B CSTR 10/06/2038 144A                                            | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $291784.56     | 0.00%             | 2038-09-06      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                                                                | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 SOFR30A+190 12/25/2041 144A                                                         | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1110636.34    | 0.00%             | 2041-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                                   | INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032                                                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     4260000 | PA      | $4074917.23    | 0.01%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                                                      | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3632000 | PA      | $3747104.33    | 0.01%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 7.75% 10/15/2031 144A                                                                                   | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1094355.43    | 0.00%             | 2031-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                                              | BRANDYWINE OPER PARTNERSHIP LP 4.55% 10/01/2029                                                                                  | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     1707000 | PA      | $1636904.09    | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 07/01/2043#Q20358                                                                                                 | CUSIP: 3132JMMF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27768 | PA      | $26791.96      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.207%/VAR 01/28/2031                                                                              | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1321000 | PA      | $1361178.92    | 0.00%             | 2031-01-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/51#BQ1010                                                                                                        | CUSIP: 3140KLDQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      389702 | PA      | $314374.02     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2019-IMC C TSFR1M+171.448 04/15/2034 144A                                                           | CUSIP: 05608BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2952000 | PA      | $2907720.00    | 0.01%             | 2034-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                                                | NNN REIT INC 5.6% 10/15/2033                                                                                                     | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52000.15      | 0.00%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD                                                                                       | SYCAMORE TREE CLO LTD B TSFR3M+225 04/20/2036 144A                                                                               | CUSIP: 87122YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250377.00     | 0.00%             | 2036-04-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5% 07/01/2053#SL1477                                                                                                   | CUSIP: 31427NUB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5714140 | PA      | $5697424.62    | 0.01%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.75% 05/31/2029                                                                                                       | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    64460000 | PA      | $62506056.25   | 0.14%             | 2029-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                                                                               | WESTERN ALLIANCE BANCORPORATN 3%/VAR 06/15/2031                                                                                  | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |       65000 | PA      | $61726.60      | 0.00%             | 2031-06-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 7 LTD                                                                                       | CROWN POINT CLO 7 LTD AR TSFR3M+123 10/20/2031 144A                                                                              | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      456381 | PA      | $456422.89     | 0.00%             | 2031-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2053#MA5106                                                                                                   | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7455461 | PA      | $7380065.67    | 0.02%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM13 TR                                                                                           | OBX 2025-NQM13 A1 TRUST 5.441% 05/25/2065 144A                                                                                   | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-CBDO         | CORP              | US        |     6157440 | PA      | $6202595.86    | 0.01%             | 2065-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 3.7% 08/15/2028                                                                                           | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248159.10     | 0.00%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                                                | SABINE PASS LIQUEFACTION LLC 4.2% 03/15/2028                                                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      300000 | PA      | $299928.69     | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2047#BM4754                                                                                                 | CUSIP: 3140J9H87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2296692 | PA      | $2125594.81    | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                                         | COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A                                                                       | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      971000 | PA      | $1009300.08    | 0.00%             | 2043-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/EUR settle 2025-10-10                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3918.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                                                 | EQUIFAX INC 4.8% 09/15/2029                                                                                                      | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4065832.04    | 0.01%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORP                                                                              | GULFPORT ENERGY OPERATING CORP 6.75% 09/01/2029 144A                                                                             | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |      345000 | PA      | $352958.46     | 0.00%             | 2029-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-B                                                                            | NELNET STUDENT LOAN TRUST 2025-B D 6.04% 05/17/2055 144A                                                                         | CUSIP: 64032BAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      222000 | PA      | $222153.45     | 0.00%             | 2055-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                                                           | WASTE PRO USA INC 7% 02/01/2033 144A                                                                                             | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |      180000 | PA      | $188213.58     | 0.00%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.5% 08/31/2027                                                                                                        | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23311000 | PA      | $21921445.74   | 0.05%             | 2027-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 5.25% 03/15/2032                                                                                            | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7278524.26    | 0.02%             | 2032-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 12/16/2025                                                                                                          | CUSIP: 912797RX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      434000 | PA      | $428905.97     | 0.00%             | 2025-12-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2042#AB4590                                                                                                 | CUSIP: 31417BC47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      651336 | PA      | $613636.77     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.83% 10/01/2027#AN6905                                                                                                | CUSIP: 3138LKU70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      595000 | PA      | $575841.42     | 0.00%             | 2027-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 5.4% 04/01/2053                                                                                                      | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33838.18      | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                                             | SEALED AIR CORP 1.573% 10/15/2026 144A                                                                                           | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2656684.72    | 0.01%             | 2026-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONE TR 2024-DFW1                                                                                           | CONE TR 2024-DFW1 E TSFR1M+388.79 08/15/2026 144A                                                                                | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      315000 | PA      | $312138.48     | 0.00%             | 2041-08-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                                 | VENTAS RLTY LTD PARTNERSHIP 5.625% 07/01/2034                                                                                    | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      233000 | PA      | $241001.16     | 0.00%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                                                    | LIBERTY MUTUAL GROUP INC 4.569% 02/01/2029 144A                                                                                  | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     9380000 | PA      | $9435623.12    | 0.02%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                                                  | HESS MIDSTREAM PARTNERS LP 5.5% 10/15/2030 144A                                                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      455000 | PA      | $457473.38     | 0.00%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2051#FS2559                                                                                                   | CUSIP: 3140XHZZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2967841 | PA      | $2603599.54    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP 3.678% 07/16/2033 REGS                                                                                          | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |      325000 | PA      | $384922.25     | 0.00%             | 2033-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                                                   | DH EUROPE FINANCE II SARL 3.25% 11/15/2039                                                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      305000 | PA      | $246432.70     | 0.00%             | 2039-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CRM1                                                                         | TOWD POINT MORTGAGE TRUST 2025-CRM1 5.799% 01/25/2065 144A                                                                       | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3574265 | PA      | $3614581.22    | 0.01%             | 2065-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                                                          | AVIS BUDG CAR RENT LLC/FIN INC 8% 02/15/2031 144A                                                                                | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      220000 | PA      | $226993.80     | 0.00%             | 2031-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                                          | ELM TRUST 2024-ELM E10 VAR 06/10/2027 144A                                                                                       | CUSIP: 26860XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      514000 | PA      | $517108.47     | 0.00%             | 2039-06-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 03/01/2053#SD3107                                                                                                   | CUSIP: 3132DQNY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      235827 | PA      | $222100.60     | 0.00%             | 2053-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2045#BC3688                                                                                                 | CUSIP: 3140EYC25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      105315 | PA      | $97831.10      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 05/20/2049#MA5931                                                                                                     | CUSIP: 36179USU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1507549 | PA      | $1428993.37    | 0.00%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2044#AX2179                                                                                                 | CUSIP: 3138Y3M57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4366 | PA      | $4317.93       | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.75% 08/15/2047                                                                                     | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8730000 | PA      | $6148852.76    | 0.01%             | 2047-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                                  | ONCOR ELEC DELIVERY CO LLC 4.65% 11/01/2029                                                                                      | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     2305000 | PA      | $2343671.84    | 0.01%             | 2029-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                                                       | TOTAL CAP INTL 3.127% 05/29/2050                                                                                                 | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      347000 | PA      | $228003.02     | 0.00%             | 2050-05-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                     | PIEDMONT NATURAL GAS CO 3.35% 06/01/2050                                                                                         | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |       83000 | PA      | $55554.24      | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD                                                                 | AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A                                                               | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3516145 | PA      | $3643943.19    | 0.01%             | 2049-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC CO                                                                                   | MASS ELECTRIC CO 5.9% 11/15/2039 144A                                                                                            | CUSIP: 575634AS9<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28858.38      | 0.00%             | 2039-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                                          | CNO GLOBAL FUNDING 4.875% 12/10/2027 144A                                                                                        | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3547433.40    | 0.01%             | 2027-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                                                                | SBNA AUTO LEASE TRUST 2024-C 4.56% 02/22/2028 144A                                                                               | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2627000 | PA      | $2632523.53    | 0.01%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+121.308 21 10/15/2036 144A                                                          | CUSIP: 05609PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1607000 | PA      | $1600987.89    | 0.00%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 02/01/2041#                                                                                                         | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7269881 | PA      | $6310044.58    | 0.01%             | 2041-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                                            | ELI LILLY and CO 4% 10/15/2028                                                                                                   | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4410614.12    | 0.01%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRM5 TR 2025-PRM5                                                                                           | PRM5 TR 2025-PRM5 D VAR 02/10/2028 144A                                                                                          | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       35000 | PA      | $34895.77      | 0.00%             | 2033-03-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 2% 08/12/2031                                                                                                         | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $909868.17     | 0.00%             | 2031-08-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.375% 09/15/2027                                                                                                      | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9780000 | PA      | $9734156.25    | 0.02%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2039#935275                                                                                                 | CUSIP: 31412UQ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8701 | PA      | $8692.74       | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+1346.38 07/15/2033                                                                        | CUSIP: 31394TW76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         324 | PA      | $313.64        | 0.00%             | 2033-07-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.061% 05/25/2027                                                                                 | CUSIP: 3136AW7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      205563 | PA      | $202074.17     | 0.00%             | 2027-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 4.625% 05/15/2042                                                                                            | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1548594.66    | 0.00%             | 2042-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 05/01/2051#MA4343                                                                                                 | CUSIP: 31418DZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      784074 | PA      | $595084.61     | 0.00%             | 2051-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                                             | BAE SYSTEMS PLC 3.4% 04/15/2030 144A                                                                                             | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     2985000 | PA      | $2882321.19    | 0.01%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HONO 2021-LULU MORTGAGE TRUST                                                                               | HONO 2021-LULU MORTGAGE TRUST TSFR1M+126.448 10/15/2036 144A                                                                     | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1352409 | PA      | $1347337.47    | 0.00%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050                                                                           | CUSIP: 3137H4N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1028804 | PA      | $902497.83     | 0.00%             | 2050-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                       | FOUNDRY JV HOLDCO LLC 6.2% 01/25/2037 144A                                                                                       | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      434000 | PA      | $456359.12     | 0.00%             | 2037-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 06/01/2045#Q34156                                                                                                 | CUSIP: 3132QQTN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      581537 | PA      | $527596.94     | 0.00%             | 2045-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2041#AJ1616                                                                                                 | CUSIP: 3138ASYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      291917 | PA      | $276136.07     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                                              | OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028                                                                                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     7569000 | PA      | $7630188.86    | 0.02%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                                                           | HUNTINGTON INGALLS INDUSTRIES INC 5.353% 01/15/2030                                                                              | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5771326.46    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS                                                                                      | COUNTRYWIDE HOME LOANS TSFR1M+47.448 03/25/2035 144A                                                                             | CUSIP: 12669GXD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      914930 | PA      | $889380.92     | 0.00%             | 2035-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#MA4467                                                                                                   | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2354954 | PA      | $2058572.42    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                                       | NORTHROP GRUMMAN CORP 4.75% 06/01/2043                                                                                           | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      545000 | PA      | $491235.30     | 0.00%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                                                     | WESTERN GAS PARTNERS LP 4.65% 07/01/2026                                                                                         | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1931000 | PA      | $1929069.42    | 0.00%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.92% 07/25/2032                                                                                  | CUSIP: 3137H7ZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      380318 | PA      | $348365.43     | 0.00%             | 2032-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 01/01/2053#MA4895                                                                                                 | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3477460 | PA      | $3619634.27    | 0.01%             | 2053-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                                                      | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 2.061% 12/15/2026                                                                      | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $34064.23      | 0.00%             | 2026-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                                             | CANO HEALTH LLC                                                                                                                  | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |        9092 | NS      | $110013.20     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MASTR ADJ RATE MTGS TR                                                                                      | MARM 2004-13 2A1 CSTR 4/34                                                                                                       | CUSIP: 576433UE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         359 | PA      | $352.51        | 0.00%             | 2034-04-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 01/01/2042#RB5142                                                                                                 | CUSIP: 3133KYWB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1909787 | PA      | $1699358.71    | 0.00%             | 2042-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 10/45#G08672                                                                                                      | CUSIP: 3128MJXA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       52374 | PA      | $50223.91      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES LXVII CLO LTD                                                                                          | ARES LXVII CLO LTD A1R TSFR3M+119 01/25/2038 144A                                                                                | CUSIP: 039939AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $249999.75     | 0.00%             | 2038-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 5.5% 04/20/2037                                                                                   | CUSIP: 38375JYC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       11276 | PA      | $11682.20      | 0.00%             | 2037-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 6.037%/VAR 10/28/2033                                                                             | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      815000 | PA      | $872951.89     | 0.00%             | 2033-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2022-ONL                                                                            | WELLS FARGO COML MTG TR 2022-ONL 3.862% 12/15/2039 144A                                                                          | CUSIP: 95003WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $863764.65     | 0.00%             | 2039-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | JPSW SWAP PAY 3.837 07/22/26                                                                                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |     7140000 | NC      | $165341.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                           | ENTERPRISE PRODS OPER LLC 5.55% 02/16/2055                                                                                       | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1321810.70    | 0.00%             | 2055-02-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KAZMUAIGAZ NATIONAL CO JSC                                                                                  | KAZMUNAYGAS NATIONAL CO JSC 3.5% 04/14/2033 144A                                                                                 | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      870000 | PA      | $770767.80     | 0.00%             | 2033-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                                                         | AVANTOR FUNDING INC 4.625% 07/15/2028 144A                                                                                       | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      873000 | PA      | $859195.25     | 0.00%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS CO                                                                                              | AMER SPORTS CO 6.75% 02/16/2031 144A                                                                                             | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |      405000 | PA      | $422161.47     | 0.00%             | 2031-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2051#FM9733                                                                                                 | CUSIP: 3140XDY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1776464 | PA      | $1500242.03    | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 07/01/2050#RA3078                                                                                                   | CUSIP: 3133KJM33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1690106 | PA      | $1489546.09    | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                            | CROWN CASTLE INC 2.1% 04/01/2031                                                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $872211.67     | 0.00%             | 2031-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 02/34#G30703                                                                                                      | CUSIP: 3132J4AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1677859 | PA      | $1648949.11    | 0.00%             | 2034-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                                             | TAYLOR MORRISON COMMUNITIES INC 5.75% 01/15/2028 144A                                                                            | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202521.00     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                                              | WHIRLPOOL CORP 6.125% 06/15/2030                                                                                                 | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      315000 | PA      | $318501.54     | 0.00%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 12/01/2032#BM5109                                                                                                   | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      374594 | PA      | $366002.98     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 10/16/2056                                                                           | CUSIP: 38381MZA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      354662 | PA      | $355528.86     | 0.00%             | 2056-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 02/01/2036#FS1999                                                                                                 | CUSIP: 3140XHGH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3935202 | PA      | $3725849.87    | 0.01%             | 2036-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR E                                                                                            | ROCC 2024-CNTR C 6.47127% 11/13/2041 144A                                                                                        | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2010000 | PA      | $2083281.99    | 0.00%             | 2041-11-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                                           | DISH NETWORK CORP 11.75% 11/15/2027 144A                                                                                         | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     5358000 | PA      | $5664844.89    | 0.01%             | 2027-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                                                     | BECTON DICKINSON and CO CP 0% 09/30/2025                                                                                         | CUSIP: 07588LWW4<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5478045.65    | 0.01%             | 2025-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 06/15/2027                                                                                                      | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3477000 | PA      | $3533908.72    | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 11 LTD                                                                            | GOLDENTREE LN MGMT US CLO 11 LTD AR TSFR3M+108 10/20/2034 144A                                                                   | CUSIP: 38138KAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249881.75     | 0.00%             | 2034-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 3.6% 03/15/2051                                                                                              | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      417000 | PA      | $288835.95     | 0.00%             | 2051-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 09/01/2043#G60065                                                                                                   | CUSIP: 31335ACA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      100226 | PA      | $97800.36      | 0.00%             | 2043-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 3/41#AH8925                                                                                                       | CUSIP: 3138AA4K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      790868 | PA      | $789511.70     | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 12/01/2050#MA4209                                                                                                 | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10549144 | PA      | $8008310.12    | 0.02%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 03/01/2041#A97717                                                                                                 | CUSIP: 312946SE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7892 | PA      | $7930.76       | 0.00%             | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                                                 | CHENIERE ENERGY PARTNERS LP 3.25% 01/31/2032                                                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     4129000 | PA      | $3737818.83    | 0.01%             | 2032-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                 | ROYAL CARIBBEAN CRUISES LTD 5.5% 08/31/2026 144A                                                                                 | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1050000 | PA      | $1054187.40    | 0.00%             | 2026-08-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2017-C7                                                                                     | UBSCM 2017-C7 XA CSTR 12/50                                                                                                      | CUSIP: 90276WAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13212406 | PA      | $247262.26     | 0.00%             | 2050-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1 B1 3.172% 02/25/2049 144A                                                              | CUSIP: 10569TAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      491388 | PA      | $425927.31     | 0.00%             | 2049-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT                                                                  | J P MORGAN CHASE COML MTG SECS TR 2018-WPT CFX 4.95% 07/05/2023 144A                                                             | CUSIP: 46645WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      919000 | PA      | $670870.00     | 0.00%             | 2033-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.572%/VAR 04/22/2036                                                                                      | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6972000 | PA      | $7248327.55    | 0.02%             | 2036-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 09/47#MA4720                                                                                                          | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2341211 | PA      | $2231653.27    | 0.00%             | 2047-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 08/01/2052#SD4717                                                                                                   | CUSIP: 3132DSG22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      108915 | PA      | $87045.18      | 0.00%             | 2052-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 08/01/2041#FM8393                                                                                                   | CUSIP: 3140XCKF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      902399 | PA      | $778891.31     | 0.00%             | 2041-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COLT 2022-5 MORTGAGE LOAN TRUST                                                                             | COLT 2022-5 MORTGAGE LOAN TRUST VAR 03/25/2067 144A                                                                              | CUSIP: 19688LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      116000 | PA      | $109149.06     | 0.00%             | 2067-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEANOVA US HOLDINGS LLC                                                                                    | CLEANOVA GROUP TERM 1LN 6/14/2032                                                                                                | CUSIP: N/A<br>LEI: 254900Q8HEK85N92G859       | Long             | LON              | CORP              | US        |      122555 | PA      | $121942.52     | 0.00%             | 2032-06-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 05/01/2051#SD8146                                                                                                   | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    23563244 | PA      | $18868658.44   | 0.04%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 02/01/2054#SD8402                                                                                                   | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      382622 | PA      | $391200.27     | 0.00%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                                           | CISCO SYSTEMS INC 4.95% 02/24/2032                                                                                               | CUSIP: 17275RBY7<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |      850000 | PA      | $877898.41     | 0.00%             | 2032-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 10/37#004037                                                                                                          | CUSIP: 36202EPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6573 | PA      | $6677.94       | 0.00%             | 2037-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                                                       | FREEDOM MTG CORP 12% 10/01/2028 144A                                                                                             | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      400000 | PA      | $427212.00     | 0.00%             | 2028-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MSCR 2021-MN3 M1                                                                                            | MSCR 2021-MN3 M1 SOFR30A+400 11/25/2051 144A                                                                                     | CUSIP: 35563GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2605728 | PA      | $2695759.29    | 0.01%             | 2051-11-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/GBP settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12419.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FIN CORP 5.247%/VAR 07/26/2030                                                                                       | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     6880000 | PA      | $7075315.98    | 0.02%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2018-1745                                                                           | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-1745 CSTR 06/15/2036 144A                                                             | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5400000 | PA      | $4943867.94    | 0.01%             | 2036-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 3.85% 07/15/2036                                                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       51000 | PA      | $44811.40      | 0.00%             | 2036-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2016-COR1 MTG TR                                                                                       | COMM 2016-COR1 MTG TR 2.826% 10/10/2049                                                                                          | CUSIP: 12594MBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7366360 | PA      | $7266724.96    | 0.02%             | 2049-10-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 06/20/2049#BM9677                                                                                                   | CUSIP: 3617K1XE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      118880 | PA      | $116095.26     | 0.00%             | 2049-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 13.2914 05/08/25 01/02/29 CME                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   108900000 | NC      | $23563.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                                                          | VOYAGER PARENT LLC 9.25% 07/01/2032 144A                                                                                         | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     1633000 | PA      | $1723422.48    | 0.00%             | 2032-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2050#CA6361                                                                                                 | CUSIP: 3140QEB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      601164 | PA      | $510319.61     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34669                                                                                                   | CUSIP: 31307RFJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12546 | PA      | $12269.55      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 04/01/2036#MA4302                                                                                                 | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51519 | PA      | $46213.42      | 0.00%             | 2036-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2045#AS5263                                                                                                 | CUSIP: 3138WEZ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      602932 | PA      | $561142.43     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 04/01/2036#BR0968                                                                                                   | CUSIP: 3140KYCE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1369868 | PA      | $1259096.34    | 0.00%             | 2036-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 02/01/2041#AH5574                                                                                                 | CUSIP: 3138A7FQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      152600 | PA      | $148494.71     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                                                 | HOLOGIC INC 3.25% 02/15/2029 144A                                                                                                | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      601000 | PA      | $574175.09     | 0.00%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.95% 07/13/2047                                                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      705000 | PA      | $596096.41     | 0.00%             | 2047-07-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                                                           | VERTIV GROUP CORP 4.125% 11/15/2028 144A                                                                                         | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      195000 | PA      | $190346.15     | 0.00%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC                                                            | MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC A1 TSFR3M+117 04/15/2038 144A                                                   | CUSIP: 617921AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4173000 | PA      | $4180728.40    | 0.01%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2052#CB2765                                                                                                   | CUSIP: 3140QNCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3443464 | PA      | $2758487.41    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 02-56 PE 6% 9/32                                                                                                             | CUSIP: 31392ERB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        6457 | PA      | $6687.47       | 0.00%             | 2032-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      180000 | NC      | $28783.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-28CB                                                                            | ALTERNATIVE LOAN TRUST 2006-28CB 6.25% 10/25/2036                                                                                | CUSIP: 02147TAP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       45831 | PA      | $21671.83      | 0.00%             | 2036-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2052#FS0898                                                                                                   | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10743095 | PA      | $9407814.04    | 0.02%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 02/20/2052#786362                                                                                                     | CUSIP: 3622AB5X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      298712 | PA      | $260089.90     | 0.00%             | 2052-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 08/20/2046#MA3872                                                                                                   | CUSIP: 36179SJR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      104324 | PA      | $91173.76      | 0.00%             | 2046-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.375% 05/15/2033                                                                                                      | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41033000 | PA      | $39329168.69   | 0.09%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BCAP LLC 2010-RR4-II TR                                                                                     | BCAP LLC 2010-RR4-II TR CSTR 01/26/2037 144A                                                                                     | CUSIP: 05532XCY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2511598 | PA      | $1896860.44    | 0.00%             | 2037-01-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2048#BM3665                                                                                                   | CUSIP: 3140J8CB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      344412 | PA      | $328563.91     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/EUR settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-13.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.218%/VAR 04/23/2031                                                                              | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1094382.33    | 0.00%             | 2031-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | LCH OIS SOFRV3.75% MAC 09/17/27                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -106382000 | NC      | $-499497.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                                                                     | SSE PLC 3.74%/VAR PERP REGS                                                                                                      | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EP               | CORP              | GB        |      635000 | PA      | $850521.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 6% 04/25/2033                                                                                         | CUSIP: 31393APN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        3575 | PA      | $3669.85       | 0.00%             | 2033-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWALT ALTERNATIVE LN TR 2006-0C7                                                                            | CWALT ALTERNATIVE LN TR 2006-0C7 2A3 STEP 07/25/2046                                                                             | CUSIP: 23243VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      594417 | PA      | $551283.24     | 0.00%             | 2046-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 12/02/2025                                                                                                          | CUSIP: 912797RR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      515000 | PA      | $509764.79     | 0.00%             | 2025-12-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                                               | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                                                               | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      465000 | PA      | $440539.05     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                                                                  | ALLIANT ENERGY FINANCE LLC 1.4% 03/15/2026 144A                                                                                  | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2258146.85    | 0.01%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 LP                                                                                                 | CARS-DB4 LP 3.81% 02/15/2050 144A                                                                                                | CUSIP: 12510HAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      136038 | PA      | $128308.76     | 0.00%             | 2050-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                                                          | ARCHROCK PARTNERS LP / FIN CORP 6.625% 09/01/2032 144A                                                                           | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      950000 | PA      | $973832.65     | 0.00%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                                             | SANDS CHINA LTD STEP 08/08/2028                                                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1379000 | PA      | $1402305.10    | 0.00%             | 2028-08-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLDCD 2024-2A A2                                                                                            | CLDCD 2024-2A A2 5.781% 11/22/2049 144A                                                                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5270000 | PA      | $5382858.10    | 0.01%             | 2049-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2048#BM3877                                                                                                   | CUSIP: 3140J8JX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      196074 | PA      | $186499.88     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2 LTD                                                                       | PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A                                                             | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2304830 | PA      | $2307595.51    | 0.01%             | 2033-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2053#MA5107                                                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4006079 | PA      | $4041837.43    | 0.01%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC 7.1% 11/15/2027                                                                                                    | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     6180000 | PA      | $6517654.68    | 0.01%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.375% 09/30/2027                                                                                                      | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4571000 | PA      | $4277098.96    | 0.01%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 6.625% 11/15/2030                                                                                                     | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     1290000 | PA      | $1463127.47    | 0.00%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ISTANBUL METROPOLITAN MUNICIPALITY                                                                          | ISTANBUL METROPOLITAN MUNICIPALITY 10.5% 12/06/2028 144A                                                                         | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |      600000 | PA      | $654570.00     | 0.00%             | 2028-12-06      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP:JPY 2.036000 08/12/2045 FTO                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   128884247 | NC      | $-14326.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                 | ROYAL CARIBBEAN CRUISES LTD 5.625% 09/30/2031 144A                                                                               | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1230000 | PA      | $1249652.94    | 0.00%             | 2031-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                                               | CLUE OPCO LLC 9.5% 10/15/2031 144A                                                                                               | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6522000 | PA      | $6943353.81    | 0.02%             | 2031-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.83% 04/01/2030#AM8426                                                                                                | CUSIP: 3138L9LG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      634197 | PA      | $603748.87     | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV                                                                                          | BACARDI MARTINI BV YCP 0% 09/25/2025                                                                                             | CUSIP: 05634EWR9<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |     3600000 | PA      | $3586895.64    | 0.01%             | 2025-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2048#Q59935                                                                                                   | CUSIP: 3132Y4BD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1031463 | PA      | $987831.91     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                                              | ALTICE FING SA 5.75% 08/15/2029 144A                                                                                             | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     2439000 | PA      | $1932907.50    | 0.00%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                                          | METROPOLITAN LIFE GLBL FDG I 4.3% 08/25/2029 144A                                                                                | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2006593.34    | 0.00%             | 2029-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 11/01/2050#RA3913                                                                                                 | CUSIP: 3133KKK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      230701 | PA      | $195622.46     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                                   | ROGERS COMMUNICATIONS INC 5.3% 02/15/2034                                                                                        | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     2725000 | PA      | $2744494.13    | 0.01%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2052#RA7192                                                                                                 | CUSIP: 3133KN7D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      627641 | PA      | $567399.34     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/51#MA4378                                                                                                        | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3192140 | PA      | $2554164.18    | 0.01%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 12/01/2030#ZS8591                                                                                                   | CUSIP: 3132A9RL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72420 | PA      | $70896.06      | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                             | XCEL ENERGY INC 3.4% 06/01/2030                                                                                                  | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       65000 | PA      | $62244.74      | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                       | FOUNDRY JV HOLDCO LLC 5.9% 01/25/2033 144A                                                                                       | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      726000 | PA      | $760884.37     | 0.00%             | 2033-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                                         | iShares 1-5 Year invmt Grd Corp Bd ETF                                                                                           | CUSIP: 464288646<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |     6653912 | NS      | $352590796.88  | 0.79%             |  |  |  | No            |                  1 | On Loan: —       |
| DNB BANK ASA                                                                                                | DNB BANK ASA 4.853%/VAR 11/05/2030 144A                                                                                          | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      900000 | PA      | $918950.42     | 0.00%             | 2030-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2051#MA4357                                                                                                   | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      774614 | PA      | $677367.74     | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#FS6474                                                                                                   | CUSIP: 3140XNFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      320931 | PA      | $255586.81     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                                                 | ASURION TERM B8 1LN 12/23/2026                                                                                                   | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      554025 | PA      | $547376.40     | 0.00%             | 2026-12-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2040#AD9114                                                                                                 | CUSIP: 31418XDU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22373 | PA      | $22719.73      | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 07/20/2046#MA3802                                                                                                     | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      657118 | PA      | $590226.58     | 0.00%             | 2046-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC                                                                   | FLATIRON CLO 20 LTD / LLC AR TSFR3M+138 05/20/2036 144A                                                                          | CUSIP: 33883MAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8080000 | PA      | $8093736.00    | 0.02%             | 2036-05-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1 M4 VAR 02/25/2055 144A                                                             | CUSIP: 922955AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160794 | PA      | $163075.25     | 0.00%             | 2055-02-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                                                  | NUCOR CORP 2.7% 06/01/2030                                                                                                       | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1017267.20    | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2043#BM5466                                                                                                 | CUSIP: 3140JACC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      504091 | PA      | $445562.80     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4.0% 12/15/2040#734089                                                                                                 | CUSIP: 3620AMRJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1566541 | PA      | $1519363.76    | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 10/40 #A94662                                                                                                         | CUSIP: 312943FB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9191 | PA      | $9185.91       | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 01/01/2036#SB0475                                                                                                   | CUSIP: 3132CWQ49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      375466 | PA      | $362718.26     | 0.00%             | 2036-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TR 2023-2                                                                       | GLS AUTO RECEIVABLES ISSUER TR 2023-2 5.69% 03/15/2029 144A                                                                      | CUSIP: 379928AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      341000 | PA      | $343179.74     | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 5.85% 05/17/2027                                                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1716981.52    | 0.00%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039                                                                                      | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      150000 | PA      | $156896.17     | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                                             | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      800000 | PA      | $819066.40     | 0.00%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                                                                      | CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A                                                                     | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2603000 | PA      | $2623858.62    | 0.01%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.33% 01/01/2033#BS7496                                                                                                | CUSIP: 3140LJKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      731382 | PA      | $731298.26     | 0.00%             | 2033-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING 2024-1 LLC                                                               | GRACIE POINT INTERNATIONAL FUNDING 2024-1A A LLC SOFR90A+170 03/01/2028 144A                                                     | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      318000 | PA      | $318456.20     | 0.00%             | 2028-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2049#                                                                                                         | CUSIP: 3132DNK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6220304 | PA      | $5912686.32    | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A                                                                              | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      886000 | PA      | $834645.67     | 0.00%             | 2031-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 7.625% 05/29/2032 REGS                                                                                  | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      350000 | PA      | $333462.50     | 0.00%             | 2032-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 11/20/2052#MA8428                                                                                                     | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      105996 | PA      | $105431.43     | 0.00%             | 2052-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST                                                          | BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST 3.35% 12/15/2030 144A                                                         | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |       20152 | PA      | $19425.68      | 0.00%             | 2030-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY MORTGAGE LOAN TRUST                                                                              | ONSLOW BAY MORTGAGE LOAN TRUST VAR 10/25/2061 144A                                                                               | CUSIP: 67115DAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6860328 | PA      | $5904690.43    | 0.01%             | 2061-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | FSWP: JPY 1.026500 03/12/2027 FTO                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -4330130334 | NC      | $-36306.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DS SMITH PLC                                                                                                | DS SMITH PLC 2.875% 07/26/2029 REGS                                                                                              | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | DBT              | CORP              | GB        |     1700000 | PA      | $2133757.94    | 0.00%             | 2029-07-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO CP 0% 09/18/2025                                                                                   | CUSIP: 8424C0WJ5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5186244.96    | 0.01%             | 2025-09-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                                     | KEYCORP 6.401%/VAR 03/06/2035                                                                                                    | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $3464374.85    | 0.01%             | 2035-03-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY562349 11/18/64 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      100000 | NC      | $14121.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DTP COML MTG TR 2023-STE2                                                                                   | DTP COML MTG TR 2023-STE2 A CSTR 01/15/2041 144A                                                                                 | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1752000 | PA      | $1800995.56    | 0.00%             | 2041-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                          | EXPAND ENERGY CORP 6.75% 04/15/2029 144A                                                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1708395.65    | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                                                          | AVIS BUDG CAR RENT LLC/FIN INC 5.75% 07/15/2027 144A                                                                             | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      328000 | PA      | $326635.55     | 0.00%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                                                  | LEIDOS INC 5.4% 03/15/2032                                                                                                       | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      987000 | PA      | $1019688.02    | 0.00%             | 2032-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BEECHWOOD PARK CLO LTD                                                                                      | BEECHWOOD PARK CLO LTD A1R TSFR3M+130 01/17/2035 144A                                                                            | CUSIP: 07355TAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8054000 | PA      | $8073176.57    | 0.02%             | 2035-01-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                                                | ECOPETROL SA 8.375% 01/19/2036                                                                                                   | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      140000 | PA      | $141568.00     | 0.00%             | 2036-01-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DK TRUST 2025-LXP                                                                                           | DK TRUST 2025-LXP A TSFR1M+ 08/15/2037 144A                                                                                      | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125000 | PA      | $124960.94     | 0.00%             | 2037-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2053#CB6642                                                                                                 | CUSIP: 3140QSLY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      359325 | PA      | $366574.45     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 12/01/2041#BU7091                                                                                                   | CUSIP: 3140M82Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      728107 | PA      | $626567.88     | 0.00%             | 2041-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC NV                                                                               | GOLDEN NUGGET TERM B 1LN 01/29/2029                                                                                              | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      374034 | PA      | $373614.58     | 0.00%             | 2029-01-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 10/01/2048#G67716                                                                                                 | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9323 | PA      | $9176.54       | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMEREN MISSOURI SECURITIZATION FUNDING I LLC                                                                | AMEREN MISSOURI SECURITIZATION FUNDING I LLC 4.85% 10/01/2041                                                                    | CUSIP: 023940AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5286257.95    | 0.01%             | 2041-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: ZAR/USD settle 2025-10-20                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-517.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 6.15% 03/01/2055                                                                                     | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      761000 | PA      | $736378.95     | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4% 10/01/2055 #TBA                                                                                                     | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   523219000 | PA      | $488146950.25  | 1.09%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 4.25% 08/09/2042                                                                                                | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      490000 | PA      | $401471.47     | 0.00%             | 2042-08-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB LLC                                                                                      | STUBHUB TERM B 1LN 3/15/2030                                                                                                     | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |       78576 | PA      | $75826.13      | 0.00%             | 2030-03-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORP                                                                                                | GRIFFON CORP 5.75% 03/01/2028                                                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      431000 | PA      | $430378.02     | 0.00%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                                              | SHELL INTL FIN B V 2.875% 11/26/2041                                                                                             | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      165000 | PA      | $118573.91     | 0.00%             | 2041-11-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                      | FX Forward: MXN/USD settle 2025-12-17                                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |           1 | NC      | $27329.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                                                                    | CROWDSTRIKE HOLDINGS INC 3% 02/15/2029                                                                                           | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |      200000 | PA      | $188487.18     | 0.00%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                                                    | LAMB WESTON HOLDINGS INC 4.125% 01/31/2030 144A                                                                                  | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      560000 | PA      | $536901.12     | 0.00%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 11/01/2034#FS1799                                                                                                   | CUSIP: 3140XG7M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      176927 | PA      | $173203.88     | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                                                        | WYNN RESORTS FIN LLC / CAP CORP 7.125% 02/15/2031 144A                                                                           | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1194822.87    | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-NQM1                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2022-NQM1 VAR 05/25/2062 144A                                                                | CUSIP: 36264EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       66043 | PA      | $59918.86      | 0.00%             | 2062-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3                                                          | CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3 A1A 3.25% 09/25/2064 144A                                                     | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1917464 | PA      | $1724628.54    | 0.00%             | 2064-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                                                | AMPRION GMBH 3.625% 05/21/2031 REGS                                                                                              | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $239753.46     | 0.00%             | 2031-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                                               | PG and E CORP 7.375%/VAR 03/15/2055                                                                                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     4769000 | PA      | $4732681.20    | 0.01%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                                               | CDX IG44 5Y ICE SWAP 06/20/2030                                                                                                  | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   694700000 | NC      | $3202770.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 4.125% 11/16/2028                                                                                                       | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      490000 | PA      | $490528.09     | 0.00%             | 2028-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 5.65% 03/16/2052                                                                                                | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1995000 | PA      | $1849488.73    | 0.00%             | 2052-03-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.17% 08/01/2028#BS9255                                                                                                | CUSIP: 3140LLH95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2343967 | PA      | $2411395.34    | 0.01%             | 2028-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6.5% 06/15/2031                                                                                   | CUSIP: 3133TTTB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1259 | PA      | $1306.87       | 0.00%             | 2031-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.490000 19-FEB-2054 EUR                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1666170 | NC      | $160699.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.808500 07/22/2054 EUR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -200000 | NC      | $5793.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2048#FS1044                                                                                                   | CUSIP: 3140XGES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91032 | PA      | $86643.97      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/GBP settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-363.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2046#Q39092                                                                                                   | CUSIP: 3132QWC64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       58872 | PA      | $56308.33      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES                                                                             | OTC ECAL USD VS SEK @ 10.125 MYI                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |     2602000 | NC      | $1610.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM6 TRUST                                                                                        | CSMC 2022-NQM6 TRUST VAR 12/25/2067 144A                                                                                         | CUSIP: 12663YAM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      426806 | PA      | $428443.46     | 0.00%             | 2067-12-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                                                    | DANA INC 5.625% 06/15/2028                                                                                                       | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      637000 | PA      | $636642.07     | 0.00%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AB7567                                                                                                 | CUSIP: 31417EMR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      204730 | PA      | $188033.05     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 5.15% 02/27/2033                                                                                                        | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      186000 | PA      | $191048.03     | 0.00%             | 2033-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                                            | ISRAEL STATE OF 5.375% 02/19/2030                                                                                                | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     5621000 | PA      | $5767481.29    | 0.01%             | 2030-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/GBP settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $12920.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2024-CES3                                                                  | VISTA POINT SECURITIZATION TRUST 2024-CES3 A1 5.679% 01/25/2055 144A                                                             | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5265048 | PA      | $5284988.08    | 0.01%             | 2055-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 5.875% 11/07/2029                                                                                       | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    12575000 | PA      | $12710180.87   | 0.03%             | 2029-11-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                                                                     | RAIZEN FUELS FINANCE SA 5.7% 01/17/2035 144A                                                                                     | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      394000 | PA      | $361258.60     | 0.00%             | 2035-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2010-150 ZC 4.75% 01/41                                                                                                      | CUSIP: 31397QAV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      488866 | PA      | $484163.26     | 0.00%             | 2041-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 05/01/2036#MA4329                                                                                                   | CUSIP: 31418DY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8781563 | PA      | $8071456.70    | 0.02%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                                                  | HILCORP ENERGY I LP/FIN CO 6% 02/01/2031 144A                                                                                    | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $144336.26     | 0.00%             | 2031-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2050#MA3964                                                                                                 | CUSIP: 31418DMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2974626 | PA      | $2503736.01    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SG COML MTG SECS TR 2019-PRES                                                                               | SG COML MTG SECS TR 2019-PREZ E CSTR 09/15/2039 144A                                                                             | CUSIP: 78430EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72000 | PA      | $60826.35      | 0.00%             | 2039-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-3                                                                    | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-3 5.39% 01/16/2035 144A                                                                   | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3041479.80    | 0.01%             | 2035-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 1/41 #AH1274                                                                                                          | CUSIP: 3138A2MY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83697 | PA      | $83589.44      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US ULTRA BOND CBT FUT DEC25 WNZ5                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        2078 | NC      | $-1145917.53   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: BRL/USD settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $183.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTURAL ASSET-BACKED CERTIFICATES WMABS SERIES 2007-HE1 TRUST                                    | WASHINGTON MUTURAL ASSET-BACKED CERTIFICATES WMABS SERIES 2007-HE1 TRUST HE1 2A2 TSFR1M+45.448 11/25/2036                        | CUSIP: 93935KAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      147680 | PA      | $46222.71      | 0.00%             | 2036-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN 2014 SER 4314 A1 5% 03/15/2034                                                                                   | CUSIP: 3137B9ED3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |          33 | PA      | $0.32          | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 12/01/2049#MA3870                                                                                                 | CUSIP: 31418DJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      792403 | PA      | $666963.82     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2046#AT1323                                                                                                   | CUSIP: 36193YPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       50062 | PA      | $46199.32      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                                    | AES CORP 5.45% 06/01/2028                                                                                                        | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2660918.05    | 0.01%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                                                            | OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A                                                                                  | CUSIP: 68373BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1940000 | PA      | $1941211.15    | 0.00%             | 2040-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM 19-H20 FC TSFR1M+61.448 11/20/2069                                                                  | CUSIP: 38380LQ55<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      673629 | PA      | $673767.60     | 0.00%             | 2069-11-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 5/40 #004696                                                                                                       | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18148 | PA      | $18059.71      | 0.00%             | 2040-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2046#Q40797                                                                                                 | CUSIP: 3132WD3F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       84814 | PA      | $78675.99      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-KL1P MORTGAGE TRUST                                                                              | FREMF 2017-KL1P BP MORTGAGE TRUST VAR 10/25/2025 144A                                                                            | CUSIP: 35708RAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      388576 | PA      | $385424.88     | 0.00%             | 2025-10-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.875% 04/30/2029                                                                                                      | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4072000 | PA      | $3968927.50    | 0.01%             | 2029-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                                         | CALPINE TERM B10 1LN 01/31/2031                                                                                                  | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |      362353 | PA      | $361936.54     | 0.00%             | 2031-01-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 10/20/2046#MA4005                                                                                                     | CUSIP: 36179SNW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      135848 | PA      | $129830.25     | 0.00%             | 2046-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2023-PL1                                                                               | NELNET STUDENT LN TR 2023-PL1 A1A SOFR30A+ 11/25/2053 144A                                                                       | CUSIP: 64034UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       98158 | PA      | $99544.20      | 0.00%             | 2053-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2046#Q40647                                                                                                 | CUSIP: 3132WDWH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      313071 | PA      | $290413.70     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONE MARKET PLAZA TRUST 2017-1MKT                                                                            | ONE MARKET PLAZA TRUST 2017-1MKT 4.1455% 02/10/2032 144A                                                                         | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $91737.08      | 0.00%             | 2032-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 4.812%/VAR 10/21/2032                                                                             | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      385000 | PA      | $389298.72     | 0.00%             | 2032-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 5.705% 05/01/2040                                                                                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3235000 | PA      | $3245937.44    | 0.01%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UPMC HEALTH SYSTEM                                                                                          | UPMC HEALTH SYSTEM 5.035% 05/15/2033                                                                                             | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |      800000 | PA      | $809416.90     | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                                              | CANADIAN NATL RESOURCES LTD YCP 0% 09/25/2025                                                                                    | CUSIP: 13638WWR9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     2900000 | PA      | $2889761.55    | 0.01%             | 2025-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US ULTRA BOND CBT FUT DEC25 WNZ5                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -26 | NC      | $-6537.70      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 03/20/2048#BE9507                                                                                                   | CUSIP: 3617G4R46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       48437 | PA      | $47363.35      | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/48#FM1001                                                                                                      | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      251253 | PA      | $231278.97     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                                                    | DIRECTV FINANCING LLC / CO-OBLIGOR INC 10% 02/15/2031 144A                                                                       | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99411.90      | 0.00%             | 2031-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                                                | AMERIGAS PARTN LP/AMERIGAS FIN 5.75% 05/20/2027                                                                                  | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      414000 | PA      | $413129.48     | 0.00%             | 2027-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                                            | ASCENSION HEALTH 3.106% 11/15/2039                                                                                               | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610000 | PA      | $478188.88     | 0.00%             | 2039-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST                                                                 | APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A                                                               | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      748948 | PA      | $736919.59     | 0.00%             | 2040-01-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 06 4                                                                                  | BAYVIEW COML ASSET TR 06 4 TSFR1M+51.948 12/25/2036 144A                                                                         | CUSIP: 07325BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       52810 | PA      | $49921.76      | 0.00%             | 2036-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                                | ENBRIDGE INC 4.6% 06/20/2028                                                                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     4400000 | PA      | $4446999.17    | 0.01%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2046#CB0573                                                                                                 | CUSIP: 3140QKT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4554864 | PA      | $3866556.94    | 0.01%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                                                                           | ADMIRAL GROUP PLC 8.5% 01/06/2034 REGS                                                                                           | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | DBT              | CORP              | GB        |      400000 | PA      | $614191.19     | 0.00%             | 2034-01-06      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                                | TAKEDA PHARMACEUTICAL CO LTD 2.05% 03/31/2030                                                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     1600000 | PA      | $1452302.14    | 0.00%             | 2030-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2052#                                                                                                       | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10896350 | PA      | $9915197.16    | 0.02%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LBA TR 2024-7IND                                                                                            | LBA TR 2024-7IND D TSFR1M+264.1 10/15/2041 144A                                                                                  | CUSIP: 52109XAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      184628 | PA      | $185031.94     | 0.00%             | 2041-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                                                   | TEGNA INC 4.625% 03/15/2028                                                                                                      | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      256000 | PA      | $253878.35     | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                                           | SUNCOR ENERGY INC 3.75% 03/04/2051                                                                                               | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      695000 | PA      | $483316.24     | 0.00%             | 2051-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.84% 01/23/2030                                                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2867000 | PA      | $2849798.00    | 0.01%             | 2030-01-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2045#Q37045                                                                                                   | CUSIP: 3132QTZK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       75019 | PA      | $71939.39      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA FRN SOFR+87 03/11/2027 144A                                                                                   | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $250961.27     | 0.00%             | 2027-03-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JW COMMERCIAL MORTGAGE TRUST 2024-MRCO                                                                      | JW COMMERCIAL MORTGAGE TRUST 2024-MRCO TSFR1M+162.115 06/15/2039 144A                                                            | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1338000 | PA      | $1340506.74    | 0.00%             | 2039-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | STATE ST BK and TR CO BOSTON 4.782% 11/23/2029                                                                                   | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4677120.99    | 0.01%             | 2029-11-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER CO                                                                                   | POTOMAC ELECTRIC POWER CO 6.5% 11/15/2037                                                                                        | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |       10000 | PA      | $11157.08      | 0.00%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                                                  | ONCOR ELEC DELIVERY CO LLC 5.35% 04/01/2035 144A                                                                                 | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     1745000 | PA      | $1793883.00    | 0.00%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECS CORP                                                                                  | STRUCTURED ASSET SECS CORP VAR 12/25/2033                                                                                        | CUSIP: 86359BBR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       10339 | PA      | $9839.41       | 0.00%             | 2033-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2018-II LTD                                                                                    | CIFC FUNDING 2018-II LTD A1R TSFR3M+137 10/20/2037 144A                                                                          | CUSIP: 17180WAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    28750000 | PA      | $28834525.00   | 0.06%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                                                     | STACR 22-DNA3 M1B SOFR30A+290 04/25/2042 144A                                                                                    | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    12945000 | PA      | $13326504.68   | 0.03%             | 2042-04-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | IFS 3.304 07/15/2027 UKR                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     4213926 | NC      | $-28943.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PEACE PARK CLO LTD                                                                                          | PEACE PARK CLO LTD A TSFR3M+139.161 10/20/2034 144A                                                                              | CUSIP: 70470MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5651000 | PA      | $5651000.00    | 0.01%             | 2034-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 01/01/2052#CB2610                                                                                                   | CUSIP: 3140QM3U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      194286 | PA      | $155638.74     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM7 TRUST                                                                                         | OBX 2022-NQM7 TRUST STEP 08/25/2062 144A                                                                                         | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3788926 | PA      | $3773608.95    | 0.01%             | 2062-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING 2023-2                                                                   | GRACIE POINT INTERNATIONAL FUNDING 2023-2 SOFR90A+ 03/01/2027 144A                                                               | CUSIP: 38410JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      166176 | PA      | $166383.01     | 0.00%             | 2027-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2006-QA10 TRUST                                                                                 | RALI SERIES 2006-QA10 A2 TRUST STEP 12/25/2036                                                                                   | CUSIP: 74922NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       95495 | PA      | $84297.93      | 0.00%             | 2036-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                                               | MARRIOTT INTERNATIONAL INC/MD 3.125% 06/15/2026                                                                                  | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1376767.46    | 0.00%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2046#MA2631                                                                                                   | CUSIP: 31418B4R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      159295 | PA      | $151715.93     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 07/01/2036#MA4382                                                                                                 | CUSIP: 31418D2Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43350 | PA      | $38858.65      | 0.00%             | 2036-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                                             | GEN DIGITAL INC 6.25% 04/01/2033 144A                                                                                            | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      590000 | PA      | $606698.18     | 0.00%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                                               | AIB GROUP PLC 6.608%/VAR 09/13/2029 144A                                                                                         | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      400000 | PA      | $425461.55     | 0.00%             | 2029-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 3.969% 11/01/2047                                                                                                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       32000 | PA      | $24478.45      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2024-R1                                                                                           | CIM TRUST 2024-R1 4.75% 06/25/2064 144A                                                                                          | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7537891 | PA      | $7434206.51    | 0.02%             | 2064-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2050#SI2075                                                                                                   | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21633 | PA      | $17356.92      | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC                                                         | MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC B TSFR3M+205 04/25/2037 144A                                                 | CUSIP: 55821YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $271070.82     | 0.00%             | 2037-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| QUANTA SVCS INC                                                                                             | QUANTA SVCS INC 4.5% 01/15/2031                                                                                                  | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      415000 | PA      | $414487.37     | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                                 | VENTAS RLTY LTD PARTNERSHIP 4.125% 01/15/2026                                                                                    | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1626675.96    | 0.00%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 04/20/2052#MA7989                                                                                                   | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2073756 | PA      | $1896584.21    | 0.00%             | 2052-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2053#FS6953                                                                                                   | CUSIP: 3140XNWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6826324 | PA      | $6401273.72    | 0.01%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/42#AP5393                                                                                                      | CUSIP: 3138M87F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38117 | PA      | $35917.85      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 03/01/2044#MA1852                                                                                                 | CUSIP: 31418BBW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78039 | PA      | $79118.60      | 0.00%             | 2044-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                                              | SOLVENTUM CORP 5.6% 03/23/2034                                                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      953000 | PA      | $989676.63     | 0.00%             | 2034-03-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 7% 08/20/2055#DL6577                                                                                                     | CUSIP: 3618LJJW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2246629 | PA      | $2295991.03    | 0.01%             | 2055-08-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2021-7                                                                                    | J P MORGAN MTG TR 2023-HE3 A1 SOFR30A+160 05/25/2054 144A                                                                        | CUSIP: 465985AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      205607 | PA      | $206577.72     | 0.00%             | 2054-05-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 10/20/2052#MA8347                                                                                                   | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9667802 | PA      | $9393741.23    | 0.02%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 4% 01/15/2031                                                                                       | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1772000 | PA      | $1686875.25    | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                                                                            | NORINCHUKIN BANK 5.094% 10/16/2029 144A                                                                                          | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $10210868.10   | 0.02%             | 2029-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 5.281% 05/30/2029 144A                                                                                                   | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $2058326.92    | 0.00%             | 2029-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 2/41 #A97047                                                                                                          | CUSIP: 312945ZL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      105189 | PA      | $105202.22     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                                   | APPLE INC 3.75% 11/13/2047                                                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       29000 | PA      | $22860.15      | 0.00%             | 2047-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                                                       | INDONESIA REPUBLIC OF 3.5% 01/11/2028                                                                                            | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     6300000 | PA      | $6217470.00    | 0.01%             | 2028-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                                           | ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026                                                                                   | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      204000 | PA      | $203661.56     | 0.00%             | 2026-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA 5.862%/VAR 01/09/2036 144A                                                                                    | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      945000 | PA      | $981671.26     | 0.00%             | 2036-01-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2052#CB2838                                                                                                   | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65409 | PA      | $52888.43      | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                                                         | CRH SMW FINANCE DAC 5.125% 01/09/2030                                                                                            | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     2175000 | PA      | $2237877.47    | 0.01%             | 2030-01-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 1.5% 06/26/2029 144A                                                                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     1790000 | PA      | $1929208.98    | 0.00%             | 2029-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC T1Y+NA 11/24/2032                                                                                                   | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4600000 | PA      | $4120768.87    | 0.01%             | 2032-11-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNPI SWAP CDS 06/20/30 BMW B                                                                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |     2400000 | NC      | $-64848.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD AVIATION LLC                                                                                         | GILEAD AVIATION LLC 0% 03/15/2050 144A                                                                                           | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4843666 | PA      | $4950016.01    | 0.01%             | 2050-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                                        | DUKE ENERGY CORP NEW 5.8% 06/15/2054                                                                                             | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     2312000 | PA      | $2253337.53    | 0.01%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 1/40 #AD0732                                                                                                          | CUSIP: 31418MY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28202 | PA      | $29829.85      | 0.00%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                                      | WESCO DISTRIBUTION INC 6.375% 03/15/2033 144A                                                                                    | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      285000 | PA      | $295606.56     | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2024-HE2                                                                                  | J P MORGAN MTG TR 2024-HE2 SOFR30A+120 10/25/2054 144A                                                                           | CUSIP: 46593HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      551435 | PA      | $551887.10     | 0.00%             | 2054-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 11/01/2035#BQ5806                                                                                                 | CUSIP: 3140KRNY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2665548 | PA      | $2395202.60    | 0.01%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 3.7% 10/15/2046                                                                                         | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3762.95       | 0.00%             | 2046-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                                                                            | VIPER ENERGY INC 5.375% 11/01/2027 144A                                                                                          | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     5146000 | PA      | $5142624.22    | 0.01%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD                                                                                    | MADISON PARK FUNDING LTD A1R TSFR3M+128 07/27/2034 144A                                                                          | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250050.75     | 0.00%             | 2034-07-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 4.5% 04/01/2056                                                                                               | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      680000 | PA      | $466905.00     | 0.00%             | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                                         | CARRIER GLOBAL CORP 6.2% 03/15/2054                                                                                              | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      392000 | PA      | $416785.89     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                                              | YUM BRANDS INC 3.625% 03/15/2031                                                                                                 | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      490000 | PA      | $454673.94     | 0.00%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AREIT 2024-CRE9 LTD / AREIT 2024-CRE9 LLC                                                                   | AREIT 2024-CRE9 LTD / AREIT 2024-CRE9 LLC A TSFR1M+168.645 05/17/2041 144A                                                       | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      626383 | PA      | $627557.21     | 0.00%             | 2041-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPER LLC/NGL ENERGY FIN CORP                                                                     | NGL ENERGY OPER LLC/FIN CORP 8.125% 02/15/2029 144A                                                                              | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $280515.68     | 0.00%             | 2029-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 2.25% 11/15/2031                                                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      410000 | PA      | $358734.19     | 0.00%             | 2031-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                                                                                 | Fidelity Sai Us Treasury Bond Index Fund                                                                                         | CUSIP: 31635V786<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |    28620147 | NS      | $253860704.26  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA TIMESHARE 2023-1 RECEIVABLES FUNDING LLC                                                             | SIERRA TIMESHARE 2023-1 RECEIVABLES FUNDING LLC 9.8% 01/20/2040 144A                                                             | CUSIP: 826943AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650803 | PA      | $682878.31     | 0.00%             | 2040-01-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A                                                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      355000 | PA      | $340459.59     | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                                                           | OWENS CORNING NEW 3.95% 08/15/2029                                                                                               | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1290314.27    | 0.00%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-1                                                                               | CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A                                                                              | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3005000 | PA      | $3032441.96    | 0.01%             | 2029-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 2.937% 11/01/2056                                                                                                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2015000 | PA      | $1160138.04    | 0.00%             | 2056-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                                   | BALL CORP 6% 06/15/2029                                                                                                          | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     2169000 | PA      | $2219524.69    | 0.00%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RCKT MTG TR 2025 CES1                                                                                       | RCKT MTG TR 2025 CES1 5.653% 01/25/2045 144A                                                                                     | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3390723 | PA      | $3406934.08    | 0.01%             | 2045-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                                               | LGI HOMES INC 8.75% 12/15/2028 144A                                                                                              | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       95000 | PA      | $99510.41      | 0.00%             | 2028-12-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                                     | SIMON PROPERTY GROUP LP 3.25% 09/13/2049                                                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      168000 | PA      | $113689.03     | 0.00%             | 2049-09-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                                       | TENET HEALTHCARE CORP 4.625% 06/15/2028                                                                                          | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     3219000 | PA      | $3182469.82    | 0.01%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 11/01/2041#MA4475                                                                                                 | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1268755 | PA      | $1131094.12    | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2052#CB3504                                                                                                 | CUSIP: 3140QN3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7929232 | PA      | $7207817.27    | 0.02%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#FS8772                                                                                                 | CUSIP: 3140XQXA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2274595 | PA      | $1911677.97    | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                                                                          | FIRST HORIZON CORP 5.514%/VAR 03/07/2031                                                                                         | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1405778.68    | 0.00%             | 2031-03-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 01/01/2052#SD0803                                                                                                   | CUSIP: 3132DM3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      357616 | PA      | $313167.36     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.84% 11/01/2031#BL3368                                                                                                | CUSIP: 3140HUW69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      130917 | PA      | $120307.79     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TR                                                                                   | DIVERSIFIED HEALTHCARE TR 4.75% 02/15/2028                                                                                       | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2292000 | PA      | $2158881.33    | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                                                         | HUNGARY REPUBLIC OF 1.75% 06/05/2035 REGS                                                                                        | CUSIP: N/A<br>LEI: 5299008DH62LEB10JK83       | Long             | DBT              | NUSS              | HU        |     1370000 | PA      | $1292227.67    | 0.00%             | 2035-06-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 11/15/2042#AB9201                                                                                                   | CUSIP: 36178WGJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16792 | PA      | $16231.83      | 0.00%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 3.65% 12/01/2027                                                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1249290.58    | 0.00%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 07/01/2041#CB1074                                                                                                 | CUSIP: 3140QLFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      191002 | PA      | $171375.69     | 0.00%             | 2041-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 09/20/2051#MA7588                                                                                                     | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4584686 | PA      | $3756171.79    | 0.01%             | 2051-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 02/01/2031#BC2462                                                                                                   | CUSIP: 3140EWWY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      288150 | PA      | $282084.49     | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-1                                                                        | CITIGROUP MORTGAGE LOAN TRUST 2024-1 SOFR30A+135 07/25/2054 144A                                                                 | CUSIP: 17332CBX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4622906 | PA      | $4635344.82    | 0.01%             | 2054-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                                                  | PHINIA INC 6.75% 04/15/2029 144A                                                                                                 | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      540000 | PA      | $557416.08     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 3.8% 12/15/2042                                                                                            | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1039131.96    | 0.00%             | 2042-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                                                     | BX COML MTG TR 2023-XL3 B TSFR1M+239.052 12/09/2040 144A                                                                         | CUSIP: 12434GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      713145 | PA      | $714481.93     | 0.00%             | 2040-12-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2047#BH7565                                                                                                   | CUSIP: 3140GWMP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      241322 | PA      | $229463.60     | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AURIUM CLO VIII DAC                                                                                         | AURIUM CLO VIII DAC A 3MEUR+85 06/23/2034 144A                                                                                   | CUSIP: N/A<br>LEI: 549300FEAY35HPC4RS38       | Long             | ABS-CBDO         | CORP              | IE        |     2800000 | PA      | $3267841.90    | 0.01%             | 2034-06-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SILK FINANCE                                                                                                | SILK FINANCE 3MEUR+170 08/31/2032 REGS                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | PT        |      100000 | PA      | $117211.02     | 0.00%             | 2039-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                                   | INVITATION HOMES OPERATING PARTNERSHIP LP 2% 08/15/2031                                                                          | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     1731000 | PA      | $1486638.94    | 0.00%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTHCARE                                                                                          | SENTARA HEALTHCARE 2.927% 11/01/2051                                                                                             | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |      565000 | PA      | $347110.74     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                                         | COLUMBIA PIPELINES OPERATING CO LLC 6.714% 08/15/2063 144A                                                                       | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      831000 | PA      | $877559.48     | 0.00%             | 2063-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | IRS EUR 2.40000 04/09/25 5Y LCH                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -4500000 | NC      | $-21933.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.511%/VAR 01/24/2036                                                                                | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      860000 | PA      | $885966.12     | 0.00%             | 2036-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: USD/EUR settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2533.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4.5% 11/01/2030#AE6799                                                                                                 | CUSIP: 31419HRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1422 | PA      | $1423.10       | 0.00%             | 2030-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2049#                                                                                                         | CUSIP: 31418DHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      555637 | PA      | $488312.01     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                                                                | SIX FLAGS ENTERTAINMENT CORP 5.5% 04/15/2027 144A                                                                                | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      182000 | PA      | $181515.63     | 0.00%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2046#BE1671                                                                                                 | CUSIP: 3140FL2D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69931 | PA      | $68682.19      | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                                                         | RHP HOTEL PPTYS LP and RHP FIN CORP 7.25% 07/15/2028 144A                                                                        | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      334000 | PA      | $343767.16     | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#CB3114                                                                                                   | CUSIP: 3140QNN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3754333 | PA      | $3309990.79    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 5.2% 04/01/2033                                                                                                      | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      700000 | PA      | $724991.73     | 0.00%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                                             | UNITED GROUP BV 5.25% 02/01/2030 144A                                                                                            | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |     2900000 | PA      | $3362039.91    | 0.01%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 05/46#MA3662                                                                                                          | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      508748 | PA      | $457118.28     | 0.00%             | 2046-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 M2 CSTR 02/25/2063 144A                                                                             | CUSIP: 173106AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      304204 | PA      | $241827.18     | 0.00%             | 2063-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 09/01/2054#SD6620                                                                                                 | CUSIP: 3132DUK97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1227758 | PA      | $1295507.22    | 0.00%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                                    | TOYOTA MOTOR CREDIT CORP 4.5% 05/14/2027                                                                                         | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $10890417.82   | 0.02%             | 2027-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                                | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                                              | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      295000 | PA      | $296610.79     | 0.00%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                                                | CAIXABANK SA 6.684%/VAR 09/13/2027 144A                                                                                          | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      265000 | PA      | $270907.23     | 0.00%             | 2027-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.087%/VAR 06/14/2029                                                                                | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10570000 | PA      | $9987126.76    | 0.02%             | 2029-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                                                   | CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A                                                                                  | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |     1024903 | PA      | $1038520.71    | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 12/41 #005259                                                                                                      | CUSIP: 36202FZY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      431345 | PA      | $417326.39     | 0.00%             | 2041-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5% 10/15/2030                                                                                     | CUSIP: 3137GAU39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |           7 | PA      | $6.81          | 0.00%             | 2030-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                                                                     | ENERGIZER HLDGS INC 4.75% 06/15/2028 144A                                                                                        | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147499.02     | 0.00%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.572%/VAR 10/20/2032                                                                                | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      440000 | PA      | $392664.16     | 0.00%             | 2032-10-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048                                                                            | CUSIP: 3136BG6Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      215272 | PA      | $180244.79     | 0.00%             | 2048-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.14% 08/01/2036#BS2829                                                                                                | CUSIP: 3140LDEB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      356854 | PA      | $286303.89     | 0.00%             | 2036-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 09/01/2052#QF0409                                                                                                   | CUSIP: 3133BMN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7691 | PA      | $7673.09       | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2047#FS1789                                                                                                 | CUSIP: 3140XG7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2862638 | PA      | $2698666.39    | 0.01%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                                       | KINDER MORGAN INC DEL CP 0% 09/02/2025                                                                                           | CUSIP: 49455LW22<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     9200000 | PA      | $9195101.00    | 0.02%             | 2025-09-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.264% 08/01/2041#AL6552                                                                                               | CUSIP: 3138EPH64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      136177 | PA      | $137901.86     | 0.00%             | 2041-08-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2051#RA5931                                                                                                   | CUSIP: 3133KMSU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41544 | PA      | $33578.37      | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                                                       | SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A                                                                                     | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5254295 | PA      | $5378301.09    | 0.01%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.5% 09/25/2048                                                                                   | CUSIP: 3136BKUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1916286 | PA      | $1706235.62    | 0.00%             | 2048-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 10/01/2051#QC9148                                                                                                 | CUSIP: 3133AUEV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1333128 | PA      | $1120424.76    | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNA 8 LLC                                                                                                   | FNA 8 LLC 2025-1 A VAR 03/15/2045 144A                                                                                           | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      595844 | PA      | $600413.68     | 0.00%             | 2045-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                                                                              | BLACKHAWK NETWORK TERM B 1LN 03/12/2029                                                                                          | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |      224536 | PA      | $225346.90     | 0.00%             | 2029-03-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                                              | TD SYNNEX CORP 1.75% 08/09/2026                                                                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     6930000 | PA      | $6758102.32    | 0.02%             | 2026-08-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                                                 | MCAFEE CORP 7.375% 02/15/2030 144A                                                                                               | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92349.56      | 0.00%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MYERS PARK CLO LTD                                                                                          | MYERS PARK CLO LTD A2 TSFR3M+166.161 10/20/2030 144A                                                                             | CUSIP: 62848FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      290000 | PA      | $290191.40     | 0.00%             | 2030-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 1.5% 03/01/2041#RB5104                                                                                                 | CUSIP: 3133KYU56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      572390 | PA      | $478614.15     | 0.00%             | 2041-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                                                       | VICI PROPERTIES LP / VICI NOTE CO INC 4.625% 12/01/2029 144A                                                                     | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1833000 | PA      | $1813651.51    | 0.00%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 10/01/2036#MA4441                                                                                                 | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76856 | PA      | $68748.63      | 0.00%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 10/45#MA3174                                                                                                        | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7154 | PA      | $6852.33       | 0.00%             | 2045-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.00% 6/38 #004168                                                                                                       | CUSIP: 36202ETZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       52779 | PA      | $53624.96      | 0.00%             | 2038-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 08/01/2054#FS8620                                                                                                 | CUSIP: 3140XQSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      722702 | PA      | $760007.38     | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2047#BE3702                                                                                                   | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82150 | PA      | $78087.04      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP/THE                                                                                       | ADT SECURITY CORP/THE 4.125% 08/01/2029 144A                                                                                     | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      348000 | PA      | $336396.78     | 0.00%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK34                                                                                             | BANK 2021-BNK34 CSTR 06/15/2063                                                                                                  | CUSIP: 06541JAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   171794000 | PA      | $4272860.37    | 0.01%             | 2063-06-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MHP 2025-MHIL2                                                                                              | MHP 2025-MHIL2 A 5.85/VAR 09/15/2030 144A                                                                                        | CUSIP: 59317DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1199999.52    | 0.00%             | 2030-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 07/01/2054#FS8456                                                                                                 | CUSIP: 3140XQME4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      559691 | PA      | $568184.53     | 0.00%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AASET 2025-1 LTD / AASET 2025-1 LLC                                                                         | AASET 2025-1 LTD / AASET 2025-1 LLC 5.943% 02/16/2050 144A                                                                       | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2088883 | PA      | $2140793.87    | 0.00%             | 2050-02-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS A PASS THROUGH TRUST                                                           | UNITED AIRLINES 2024-1 CLASS A PASS THROUGH TRUST 5.45% 08/15/2038                                                               | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      594761 | PA      | $609401.15     | 0.00%             | 2038-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.0% 12/01/2028#AU9683                                                                                                 | CUSIP: 3138X9XM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16672 | PA      | $16397.60      | 0.00%             | 2028-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 07/01/2031#V61246                                                                                                 | CUSIP: 3132KFL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      254719 | PA      | $246631.63     | 0.00%             | 2031-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 4% 04/01/2038#SB8227                                                                                                   | CUSIP: 3132D6D80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      105825 | PA      | $104160.90     | 0.00%             | 2038-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARBOUR CLO DAC                                                                                              | ARBOUR CLO DAC AR 3MEUR+133 05/15/2038 144A                                                                                      | CUSIP: N/A<br>LEI: 549300YXBWG4ECHKDX72       | Long             | ABS-CBDO         | CORP              | IE        |     1000000 | PA      | $1171274.64    | 0.00%             | 2038-05-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-300P                                                                     | NYC COMMERCIAL MORTGAGE TRUST 2025-300P E 7.388% 07/13/2042 144A                                                                 | CUSIP: 67121TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $354036.66     | 0.00%             | 2042-07-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                                                | ALIMENTATION COUCHE-TARD INC CP 0% 09/09/2025                                                                                    | CUSIP: 01626UW92<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     9100000 | PA      | $9087260.00    | 0.02%             | 2025-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                                                        | CHART INDUSTRIES INC 7.5% 01/01/2030 144A                                                                                        | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      919000 | PA      | $963193.79     | 0.00%             | 2030-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2044#AL6223                                                                                                 | CUSIP: 3138EN4H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      122238 | PA      | $121687.49     | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#SD8182                                                                                                   | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6473730 | PA      | $5173831.58    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                                                           | COLUMBIA PIPELINES HOLDING CO LLC 5.097% 10/01/2031 144A                                                                         | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      236000 | PA      | $239690.77     | 0.00%             | 2031-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 04/48#784805                                                                                                          | CUSIP: 3622AAGN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2363618 | PA      | $2398308.57    | 0.01%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTG LN TR                                                                               | SARM 04-14 1A CSTR 10/34                                                                                                         | CUSIP: 863579CB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         519 | PA      | $508.38        | 0.00%             | 2034-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 01/01/2055#CB9828                                                                                                 | CUSIP: 3140QV4N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1027622 | PA      | $1082802.47    | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 02/01/2034#G60154                                                                                                   | CUSIP: 31335AE38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      120907 | PA      | $122595.94     | 0.00%             | 2034-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.52% 01/13/2028                                                                                    | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $206625.99     | 0.00%             | 2028-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2                                                              | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 4.43% 08/15/2030                                                                  | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      370000 | PA      | $371990.16     | 0.00%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 11/01/2041#FS0106                                                                                                   | CUSIP: 3140XFDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2673344 | PA      | $2305162.56    | 0.01%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                                                              | WEIR GROUP INC 5.35% 05/06/2030 144A                                                                                             | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5411853.69    | 0.01%             | 2030-05-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 05/01/2036#SB8512                                                                                                   | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      202629 | PA      | $187130.20     | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                                           | SOUTHERN POWER CO 5.15% 09/15/2041                                                                                               | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      150000 | PA      | $141753.90     | 0.00%             | 2041-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHUTTERFLY FINANCE LLC                                                                                      | SHUTTERFLY FINANCE LLC 9.75% 10/01/2027 144A                                                                                     | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4660 | PA      | $4706.60       | 0.00%             | 2027-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 3.7% 01/30/2027 144A                                                                                    | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2872187.84    | 0.01%             | 2027-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOODGREEN 2023-1                                                                                            | GOODGREEN 2023-1 5.9% 01/17/2061 144A                                                                                            | CUSIP: 38217DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      566588 | PA      | $564642.93     | 0.00%             | 2061-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2051#FS5025                                                                                                   | CUSIP: 3140XLSP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1134711 | PA      | $1070084.97    | 0.00%             | 2051-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5.5% 11/15/2033                                                                                   | CUSIP: 31394LX98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2361 | PA      | $2425.94       | 0.00%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BOBL FUTURE DEC25 OEZ5                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -38 | NC      | $-19436.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                                                                                            | LPL HOLDINGS INC 5.2% 03/15/2030                                                                                                 | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $10434671.60   | 0.02%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RENEW 2017-1                                                                                                | RENEW 2017-1A B 5.75% 09/20/2052 144A                                                                                            | CUSIP: 75973LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        6312 | PA      | $6287.13       | 0.00%             | 2052-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG PASS-THROUGH CTFS WMALT SER 2006-8                                                       | WASHINGTON MUT MTG PASS-THROUGH CTFS WMALT SER 2006-8 STEP 10/25/2036                                                            | CUSIP: 93935EAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      235946 | PA      | $83852.92      | 0.00%             | 2036-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                                                     | SANTANDER HLDGS USA INC 5.473%/VAR 03/20/2029                                                                                    | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $10851196.47   | 0.02%             | 2029-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 1                                                                                | BAYVIEW COML ASSET TR 2007 1 TSFR1M+51.948 03/25/2037 144A                                                                       | CUSIP: 07325MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13344 | PA      | $12631.66      | 0.00%             | 2037-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 5/15/31                                                                                                                  | CUSIP: 9128337P9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9460000 | PA      | $7580584.45    | 0.02%             | 2031-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                                                                                           | PRIMO BRANDS TERM B 1LN 03/31/2028                                                                                               | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |       46675 | PA      | $46713.38      | 0.00%             | 2028-03-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 8/1/41 #AI8194                                                                                                    | CUSIP: 3138ANC84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150872 | PA      | $150623.59     | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIM TR 2021-INV1                                                                                            | CIM TRUST 2021-INV1 2.5% 07/01/2051 144A                                                                                         | CUSIP: 12566PAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4281037 | PA      | $3826205.89    | 0.01%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                                                 | GERMANY FEDERAL REPUBLIC OF 3.25% 07/04/2042 REGS                                                                                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      330000 | PA      | $393213.87     | 0.00%             | 2042-07-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                                                               | COMMSCOPE INC 9.5% 12/15/2031 144A                                                                                               | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      170000 | PA      | $175812.64     | 0.00%             | 2031-12-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2.5% 04/01/2052#FA0349                                                                                            | CUSIP: 3140W0L78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1251312 | PA      | $1059092.19    | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                            | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029                                                                               | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     6724000 | PA      | $6664129.57    | 0.01%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/EUR settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1671450.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-2 LTD                                                                          | BAIN CAPITAL CREDIT CLO 2021-2 LTD A1R TSFR3M+123 07/16/2034 144A                                                                | CUSIP: 05684RAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    13800000 | PA      | $13821762.60   | 0.03%             | 2034-07-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.50% 10/41 #005202                                                                                                      | CUSIP: 36202FX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      337833 | PA      | $317008.70     | 0.00%             | 2041-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 12/20/2049#MA6338                                                                                                     | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      879230 | PA      | $781210.45     | 0.00%             | 2049-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2044#G07922                                                                                                 | CUSIP: 3128MAD30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1370286 | PA      | $1293519.07    | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM6                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM6 5.333% 06/25/2065 144A                                                                 | CUSIP: 10570MAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3644789 | PA      | $3659559.87    | 0.01%             | 2065-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TR 2023-3                                                                                     | DT AUTO OWNER TR 2023-3 7.12% 05/15/2029 144A                                                                                    | CUSIP: 23345WAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3936000 | PA      | $4093052.70    | 0.01%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 4% 10/01/2027                                                                                                 | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      835000 | PA      | $830454.50     | 0.00%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.0% 10/01/2028#V60298                                                                                                 | CUSIP: 3132KEKK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       87857 | PA      | $86554.51      | 0.00%             | 2028-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                                                | SOUTHERN CO GAS CAP 3.15% 09/30/2051                                                                                             | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      827000 | PA      | $522461.17     | 0.00%             | 2051-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2051#                                                                                                       | CUSIP: 3140QLJG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2794518 | PA      | $2544634.72    | 0.01%             | 2051-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 04/01/2054#SD5961                                                                                                   | CUSIP: 3132DTTS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      143197 | PA      | $143359.36     | 0.00%             | 2054-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 01/25/2055                                                                               | CUSIP: 3137HHWA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     4552926 | PA      | $4546907.50    | 0.01%             | 2055-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2052#QD6619                                                                                                   | CUSIP: 3133B4K87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15824 | PA      | $15026.36      | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                                     | CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A                                                                                    | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8415363 | PA      | $7031437.27    | 0.02%             | 2061-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2052#FA2410                                                                                                 | CUSIP: 3140W2VC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1927237 | PA      | $1633594.44    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 07/01/2041#FM8066                                                                                                   | CUSIP: 3140XB6C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      464934 | PA      | $401050.31     | 0.00%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                                                    | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 3.3% 07/15/2056                                                                         | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |      190000 | PA      | $129031.05     | 0.00%             | 2056-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 3.03% 03/15/2052                                                                                                        | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      200000 | PA      | $126695.80     | 0.00%             | 2052-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 09/01/2054#CB9149                                                                                                   | CUSIP: 3140QVEX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1690486 | PA      | $1757179.08    | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 03/20/2053#MA8721                                                                                                     | CUSIP: 36179XVN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      346515 | PA      | $309021.35     | 0.00%             | 2053-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                                     | CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A                                                                                    | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16540289 | PA      | $14318436.68   | 0.03%             | 2060-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 01/20/2048#BD6195                                                                                                     | CUSIP: 3617BM3C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       91869 | PA      | $86564.98      | 0.00%             | 2048-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAMU ASSET-BACKED CTFS WAMU SER 2007-HE1 TR                                                                 | WMHE 2007-HE1 2A3 TSFR1M+26.448 1/37                                                                                             | CUSIP: 933631AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1551550 | PA      | $699522.95     | 0.00%             | 2037-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SVCS NV                                                                                     | BARRY CALLEBAUT SVCS NV 4.25% 08/19/2031 REGS                                                                                    | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |      800000 | PA      | $943304.62     | 0.00%             | 2031-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                                          | VIKING CRUISES LTD 5.875% 09/15/2027 144A                                                                                        | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     1300000 | PA      | $1298272.69    | 0.00%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 10/16/2025                                                                                                          | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      289000 | PA      | $287532.36     | 0.00%             | 2025-10-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                                                         | NOVA CHEMICALS CORP 5.25% 06/01/2027 144A                                                                                        | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      114000 | PA      | $114287.74     | 0.00%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 12/01/2051#SD8184                                                                                                   | CUSIP: 3132DWCV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4882629 | PA      | $4278808.86    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 5.5% 06/01/2034                                                                                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6655353.67    | 0.01%             | 2034-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP CP 0% 09/09/2025                                                                                                        | CUSIP: 78109FW99<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13980579.20   | 0.03%             | 2025-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                                            | MICHAELS COS INC 7.875% 05/01/2029 144A                                                                                          | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      115000 | PA      | $77963.52      | 0.00%             | 2029-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2042#AO7760                                                                                                 | CUSIP: 3138LYTS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111668 | PA      | $111330.84     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLT C LLC                                                                                                  | VOLT C LLC 1.9918% 05/25/2051 144A                                                                                               | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      196239 | PA      | $196148.06     | 0.00%             | 2051-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 3.45% 02/01/2050                                                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      123000 | PA      | $83661.02      | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.603%/VAR 10/22/2030                                                                                      | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    39347000 | PA      | $39776323.77   | 0.09%             | 2030-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM2 TR                                                                                           | GCAT 2024-NQM2 A1 TR 6.085% 06/25/2059 144A                                                                                      | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      946684 | PA      | $958053.29     | 0.00%             | 2059-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-1                                                                              | BMW VEHICLE LEASE TRUST 2025-1 4.43% 06/26/2028                                                                                  | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4600000 | PA      | $4633565.28    | 0.01%             | 2028-06-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER FRN SOFR+104 03/19/2027 144A                                                                                    | CUSIP: 44891ACZ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251145.00     | 0.00%             | 2027-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.07% 05/01/2032#BL6302                                                                                                | CUSIP: 3140HYAC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      443451 | PA      | $385158.08     | 0.00%             | 2032-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      370000 | NC      | $59166.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINIDAD GENERATION UNLIMITED                                                                               | TRINIDAD GENERATION UNLIMITED 7.75% 06/16/2033 144A                                                                              | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      277000 | PA      | $290487.13     | 0.00%             | 2033-06-16      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                                             | ESKOM HLDGS LTD 8.45% 08/10/2028 144A                                                                                            | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      671000 | PA      | $712306.76     | 0.00%             | 2028-08-10      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                                         | AFFIRM MASTER TRUST C 5.26% 07/15/2033 144A                                                                                      | CUSIP: 00833BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9400000 | PA      | $9465562.18    | 0.02%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.25% 04/15/2029                                                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2973000 | PA      | $3057063.00    | 0.01%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2036#FM6186                                                                                                   | CUSIP: 3140X92U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      112077 | PA      | $103539.76     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 10/20/2050#MA6930                                                                                                     | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    25311649 | PA      | $20729585.11   | 0.05%             | 2050-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: JPY 1.292000 13/08/2035 FTO                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -127652729 | NC      | $9231.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 1.794%/VAR 02/13/2032                                                                                             | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     8025000 | PA      | $6960694.97    | 0.02%             | 2032-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2% 08/15/2051                                                                                        | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14268000 | PA      | $8052502.50    | 0.02%             | 2051-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                             | SANTANDER UK GROUP HOLDINGS PLC 2.896%/VAR 03/15/2032                                                                            | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      204000 | PA      | $185884.29     | 0.00%             | 2032-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 5.65% 02/22/2064                                                                                         | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $967381.87     | 0.00%             | 2064-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TR 2024-ATRM                                                                         | ATRIUM HOTEL PORTFOLIO TR 2024-ATRM E 9.52014% 11/10/2029 144A                                                                   | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       84000 | PA      | $86303.37      | 0.00%             | 2029-11-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                                         | NATWEST MARKETS PLC 5.41% 05/17/2029 144A                                                                                        | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     1750000 | PA      | $1816211.39    | 0.00%             | 2029-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FD TR 2020-2                                                                         | HOMEWARD OPPORTUNITIES FD TR 2020-2 B1 5.45% 05/25/2065 144A                                                                     | CUSIP: 43789XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1545000 | PA      | $1555903.53    | 0.00%             | 2065-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 5.5% 07/15/2028 144A                                                                                                    | CUSIP: 26884LAU3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      101000 | PA      | $101791.48     | 0.00%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL PWR HLDGS S A                                                                                 | CONTOURGLOBAL PWR HLDGS S A 6.75% 02/28/2030 144A                                                                                | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $206500.00     | 0.00%             | 2030-02-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MICHIGAN FIN AUTH RE                                                                                        | MICHIGAN FIN AU 3.384% 12/1/2040                                                                                                 | CUSIP: 59447TXX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      545000 | PA      | $455233.49     | 0.00%             | 2040-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                                          | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                                                           | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13625857 | PA      | $13608830.21   | 0.03%             | 2030-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                                               | LONG GILT FUTURE DEC25 G Z5                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         145 | NC      | $11130.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                                                                                | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      155000 | PA      | $151464.36     | 0.00%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET BACKED NTS TR 2007-SEA2                                                                         | CWABS ASSET BACKED NOTES TRUST 2007-SEA2 STEP 06/25/2047 144A                                                                    | CUSIP: 12671CAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       73695 | PA      | $58963.63      | 0.00%             | 2047-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2043#AS0214                                                                                                 | CUSIP: 3138W9GY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      123818 | PA      | $116579.48     | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC 5.35% 03/27/2030 144A                                                                              | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     6923000 | PA      | $7102396.32    | 0.02%             | 2030-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2052#MA4656                                                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4800574 | PA      | $4642841.07    | 0.01%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2046#Q43241                                                                                                 | CUSIP: 3132WGS73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      111712 | PA      | $103522.45     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 6%/VAR 02/15/2056                                                                                            | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      699000 | PA      | $705792.54     | 0.00%             | 2056-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 2/41 #AE6390                                                                                                          | CUSIP: 31419HC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      555034 | PA      | $540313.71     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                                                        | CREDIT SUISSE GRP AG 7.5%/VAR PERP REGS                                                                                          | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | EP               | CORP              | CH        |     2750000 | PA      | $233750.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ISHARES BROAD USD HIGH YIELD CORPORATE BOND ETF                                                             | iShares Broad USD High Yield Corp Bd ETF                                                                                         | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |       22267 | NS      | $837907.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2025-C SOFR30A+ 03/15/2055 144A                                                                 | CUSIP: 83208DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2500000.00    | 0.01%             | 2055-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 5% 06/04/2028                                                                                        | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      419000 | PA      | $424985.57     | 0.00%             | 2028-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5.3% 01/15/2033                                                                                   | CUSIP: 31393JLU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1489 | PA      | $1516.56       | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 1/1/43 #AB7570                                                                                                    | CUSIP: 31417EMU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      144642 | PA      | $132701.16     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                                                        | SABRA HEALTH CARE LP 3.2% 12/01/2031                                                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     8620000 | PA      | $7788739.18    | 0.02%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                                                | COMERICA INC 5.982%/VAR 01/30/2030                                                                                               | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     5095000 | PA      | $5285863.34    | 0.01%             | 2030-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                                                  | HESS MIDSTREAM PARTNERS LP 6.5% 06/01/2029 144A                                                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $242980.60     | 0.00%             | 2029-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 3.875% 05/06/2045                                                                                                   | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      200000 | PA      | $226924.54     | 0.00%             | 2045-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                                                        | SONIC AUTOMOTIVE INC 4.875% 11/15/2031 144A                                                                                      | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95499.77      | 0.00%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                                                           | BLACKSTONE PROP PARTNERS EUR HOLD 1% 05/04/2028 REGS                                                                             | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |     1265000 | PA      | $1413972.52    | 0.00%             | 2028-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 5.087%/VAR 11/26/2028                                                                                   | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    10050000 | PA      | $10218037.91   | 0.02%             | 2028-11-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2051                                                                                     | CUSIP: 3136BHV89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      345427 | PA      | $304260.79     | 0.00%             | 2051-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2052#FS3457                                                                                                 | CUSIP: 3140XJZX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      714851 | PA      | $690692.81     | 0.00%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                                              | ITC HLDGS CORP 5.65% 05/09/2034 144A                                                                                             | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1278538.69    | 0.00%             | 2034-05-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 6% 06/20/2063#CU1092                                                                                                   | CUSIP: 3618BJF98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      640177 | PA      | $651417.56     | 0.00%             | 2063-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS TRUST 2024-A                                                                      | COLLEGE AVE STUDENT LOANS TRUST 2024-A SOFR30A+175 06/25/2054 144A                                                               | CUSIP: 19424RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      334253 | PA      | $339141.93     | 0.00%             | 2054-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP                              | SIX FLAGS ENTERTAINMENT CORP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP 5.25% 07/15/2029                                  | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      271000 | PA      | $262388.92     | 0.00%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                                          | ELM TRUST 2024-ELM VAR 06/10/2027 144A                                                                                           | CUSIP: 26860XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2185000 | PA      | $25164.65      | 0.00%             | 2039-06-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP 5.171% 07/16/2032 144A                                                                                          | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1600000 | PA      | $1630178.86    | 0.00%             | 2032-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA                                                                                              | FIEMEX ENERGIA 7.25% 01/31/2041 144A                                                                                             | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      354602 | PA      | $364080.15     | 0.00%             | 2041-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2024-B                                                                      | REPUBLIC FINANCE ISSUANCE TRUST 2024-B 5.86% 11/20/2037 144A                                                                     | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $214609.42     | 0.00%             | 2037-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2043#G07388                                                                                                 | CUSIP: 3128M9RH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      144726 | PA      | $136077.46     | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6                                                         | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6 3.2829% 07/15/2050                                                           | CUSIP: 48128KBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       63365 | PA      | $62777.25      | 0.00%             | 2050-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THUNDERBOLT III AIRCRAFT LEASE LTD                                                                          | THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A                                                               | CUSIP: 88607AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4405832 | PA      | $4276609.28    | 0.01%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KKR CLO 35 LTD                                                                                              | KKR CLO 35 LTD AR TSFR3M+120 01/20/2038 144A                                                                                     | CUSIP: 48254LAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250028.00     | 0.00%             | 2038-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 11/01/2052#FS3295                                                                                                   | CUSIP: 3140XJUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1558828 | PA      | $1554754.77    | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                                                  | HUMANA INC 5.55% 05/01/2035                                                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2679494.69    | 0.01%             | 2035-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2049#CA3084                                                                                                   | CUSIP: 3140QANA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1256525 | PA      | $1189672.74    | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                                                  | TRONOX INC 4.625% 03/15/2029 144A                                                                                                | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      230000 | PA      | $169793.45     | 0.00%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2052#                                                                                                         | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21262068 | PA      | $18486475.45   | 0.04%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP REC 4.03 04/25/30                                                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |    10100000 | NC      | $345347.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 3% 10/15/2030                                                                                                       | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1673000 | PA      | $1478408.85    | 0.00%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 1.47% 09/25/2027                                                                                  | CUSIP: 3137F72B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3100000 | PA      | $2950548.38    | 0.01%             | 2027-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLP COML MTG 2024-INDS                                                                                      | BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A                                                                          | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2846482 | PA      | $2851819.27    | 0.01%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 10/01/2051#CB1872                                                                                                   | CUSIP: 3140QMCJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4374256 | PA      | $3834671.46    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2048#Q54740                                                                                                 | CUSIP: 3132XXHS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       68260 | PA      | $62807.58      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2048#BM3855                                                                                                   | CUSIP: 3140J8H97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      305976 | PA      | $291609.16     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | AT+T INC SNR S* ICE 12/20/2025                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    11000000 | NC      | $-51184.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                                                       | CANADA GOVERNMENT OF 3% 06/01/2034                                                                                               | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      220000 | PA      | $156451.93     | 0.00%             | 2034-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 5.738%/VAR 02/20/2035 144A                                                                                           | CUSIP: 09659W2X1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $936482.46     | 0.00%             | 2035-02-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                                                        | PARAGUAY REPUBLIC OF 5.6% 03/13/2048 REGS                                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      400000 | PA      | $365124.00     | 0.00%             | 2048-03-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-FOX2                                                                                          | BX TRUST 2022-FOX2 TSFR1M+211.097 04/15/2039 144A                                                                                | CUSIP: 05610AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1610000 | PA      | $1602956.25    | 0.00%             | 2039-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                                   | BLOCK INC 5.625% 08/15/2030 144A                                                                                                 | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      120000 | PA      | $122664.17     | 0.00%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                                                     | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 4.875% 11/19/2027 144A                                                                   | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8513526.50    | 0.02%             | 2027-11-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 3.16% 01/23/2030                                                                                              | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      650000 | PA      | $598650.00     | 0.00%             | 2030-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/EUR settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $15313.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/51#QD2129                                                                                                        | CUSIP: 3133AYLJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       91715 | PA      | $73298.61      | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.561500 15-APR-2029 USC                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -3550000 | NC      | $13252.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP                                                            | OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 4.25% 01/15/2029 144A                                                           | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $245077.82     | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+135 01/25/2055                                                                            | CUSIP: 3137HKE75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3815431 | PA      | $3829730.94    | 0.01%             | 2055-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 2% 09/01/2055 #TBA                                                                                                     | CUSIP: 01F020695<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -363400000 | PA      | $-288533930.96 | -0.65%            | 2055-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                                                | SYNOPSYS INC 5% 04/01/2032                                                                                                       | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3774665.30    | 0.01%             | 2032-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-V2 MORTGAGE TRUST                                                                            | BENCHMARK 2023-V2 MORTGAGE TRUST 5.8118% 05/15/2055                                                                              | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13000000 | PA      | $13461292.00   | 0.03%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: JPY/USD settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $26219.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 11/01/2032#BJ1634                                                                                                   | CUSIP: 3140H2Y85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47114 | PA      | $45935.78      | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2044#AS1792                                                                                                 | CUSIP: 3138WA7E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7790 | PA      | $7743.25       | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H3 MTG TR                                                                                        | CROSS 2024-H3 MORTGAGE TRUST 6.272% 06/25/2069 144A                                                                              | CUSIP: 22758DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      896672 | PA      | $906113.18     | 0.00%             | 2069-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                                                      | MPT OPER PARTNERSHIP LP/CORP 8.5% 02/15/2032 144A                                                                                | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $78632.18      | 0.00%             | 2032-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 6% 08/03/2055                                                                                                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2761000 | PA      | $2697161.54    | 0.01%             | 2055-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 4% 03/01/2048                                                                                             | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |        8000 | PA      | $6311.34       | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/42#AK5551                                                                                                        | CUSIP: 3138EAEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      261338 | PA      | $253475.95     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 3.9% 07/15/2026                                                                                               | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      955000 | PA      | $951653.62     | 0.00%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL5 LLC                                                                                          | PRET 2024-NPL5 A1 VAR 09/25/2054 144A                                                                                            | CUSIP: 74143QAA3<br>LEI: 254900YWXIBNNDQF0Y67 | Long             | ABS-CBDO         | CORP              | US        |     1159655 | PA      | $1162278.26    | 0.00%             | 2054-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/01/2052#RA6623                                                                                                 | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      704645 | PA      | $594639.82     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 LTD                                                                          | OCTAGON INVESTMENT PARTNERS 39 LTD AR TSFR3M+115 10/20/2030 144A                                                                 | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       72379 | PA      | $72378.03      | 0.00%             | 2030-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERN FIN 2020-2 TR                                                                                | COREVEST AMERICAN FINANCE 2020-2 TRUST 4.244% 05/15/2052 144A                                                                    | CUSIP: 21872VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3444135 | PA      | $3418809.93    | 0.01%             | 2052-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                                    | VENTURE GLOBAL CALCASIEU 4.125% 08/15/2031 144A                                                                                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      150000 | PA      | $140834.75     | 0.00%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                           | GENERAL MOTORS CO 6.6% 04/01/2036                                                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      775000 | PA      | $822361.95     | 0.00%             | 2036-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 09/01/2042#U90230                                                                                                 | CUSIP: 3132H3HF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20736 | PA      | $20643.90      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.956%/VAR 05/13/2031                                                                                      | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5386000 | PA      | $5028096.26    | 0.01%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 05/01/2051#SD8145                                                                                                 | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1231355 | PA      | $934555.09     | 0.00%             | 2051-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2051#BU1913                                                                                                   | CUSIP: 3140M3DT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131440 | PA      | $122896.31     | 0.00%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 5.125% 05/15/2032                                                                                               | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1945000 | PA      | $1992864.00    | 0.00%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                                                 | CHENIERE ENERGY PARTNERS LP 5.75% 08/15/2034                                                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     4056000 | PA      | $4165866.82    | 0.01%             | 2034-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                                                         | HUNGARY REPUBLIC OF 7.625% 03/29/2041                                                                                            | CUSIP: 445545AF3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |      170000 | PA      | $196149.40     | 0.00%             | 2041-03-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                                                     | DARLING INGREDIENTS INC 6% 06/15/2030 144A                                                                                       | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      440000 | PA      | $444770.92     | 0.00%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                                                    | UTAH ACQUISITION SUB INC 3.95% 06/15/2026                                                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     4915000 | PA      | $4886364.92    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                                                                     | PILGRIMS PRIDE CORP NEW 4.25% 04/15/2031                                                                                         | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     3070000 | PA      | $2955959.32    | 0.01%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                                      | MOTOROLA SOLUTIONS INC 5.6% 06/01/2032                                                                                           | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      803000 | PA      | $838871.50     | 0.00%             | 2032-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG                                              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG VAR 11/05/2041 144A                                               | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2410000 | PA      | $2435643.36    | 0.01%             | 2039-11-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                                                | FIRSTENERGY TRANSMISSION LLC 5% 01/15/2035                                                                                       | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     1824000 | PA      | $1808647.05    | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2023-III LTD / CIFC FDG 2023-II LLC                                                                | CIFC FDG 2023-III LTD / CIFC FDG 2023-II LLC A TSFR3M+160 01/20/2037 144A                                                        | CUSIP: 12598YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250622.75     | 0.00%             | 2037-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.375% 05/15/2055                                                                                                    | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19026.60      | 0.00%             | 2055-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AR1458                                                                                                 | CUSIP: 3138NXTQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      118433 | PA      | $108933.31     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP:IFS 2.750500 15-APR-2029 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2862000 | NC      | $-8232.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.125% 08/15/2044                                                                                    | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12770600 | PA      | $11600793.12   | 0.03%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 01/01/2042#FS0795                                                                                                   | CUSIP: 3140XF3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      298261 | PA      | $274424.75     | 0.00%             | 2042-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 6/40 #G05898                                                                                                          | CUSIP: 3128M73F1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50705 | PA      | $51557.93      | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                                                | ECOPETROL SA 8.875% 01/13/2033                                                                                                   | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      297000 | PA      | $315859.50     | 0.00%             | 2033-01-13      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                                               | NORTHERN STATES POWER CO (MN) 6.2% 07/01/2037                                                                                    | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5481.82       | 0.00%             | 2037-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 08/15/2048                                                                                        | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7662500 | PA      | $5591829.06    | 0.01%             | 2048-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHR 2091 PG 6% 11/28                                                                                                             | CUSIP: 3133TGT74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1349 | PA      | $1374.47       | 0.00%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 02/01/2043#Q15107                                                                                                 | CUSIP: 3132J6DM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26914 | PA      | $26000.01      | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 5.25% 11/15/2028                                                                                            | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       94000 | PA      | $94914.11      | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITY FINANCE PLC                                                                            | THAMES WATER UTILITY FIN PLC 4.375% 01/18/2033 REGS                                                                              | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      400000 | PA      | $318188.47     | 0.00%             | 2033-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 08/01/2034#C91782                                                                                                 | CUSIP: 3128P76T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      127545 | PA      | $124869.66     | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                                                    | WORLDPAY TERM B 1LN 01/31/2031                                                                                                   | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |      212712 | PA      | $212765.30     | 0.00%             | 2031-01-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.689000 07/17/2030 USC SWAP                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -9187000 | NC      | $582.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                   | OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046                                                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     6475000 | PA      | $6501916.58    | 0.01%             | 2046-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER CO                                                                                  | SOUTHWESTERN ELEC POWER CO 5.3% 04/01/2033                                                                                       | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     1926000 | PA      | $1956613.42    | 0.00%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 6% 05/13/2030                                                                                       | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4310000 | PA      | $4506105.00    | 0.01%             | 2030-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM2 TR                                                                                           | PRPM 2024-NQM2 A1 TR VAR 06/25/2069 144A                                                                                         | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2276949 | PA      | $2307086.26    | 0.01%             | 2069-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 07/01/2051#SD8156                                                                                                 | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1823061 | PA      | $1524781.79    | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                                                          | STEEL DYNAMICS INC 3.45% 04/15/2030                                                                                              | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8049048.08    | 0.02%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37                                                               | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37 A3 3.05% 04/10/2049                                                                | CUSIP: 17290XAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1774922 | PA      | $1767869.71    | 0.00%             | 2049-04-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLINGTON MANAGEMENT CLO 5 LTD                                                                             | WELLINGTON MANAGEMENT CLO 5 LTD A TSFR3M+ 10/18/2038 144A                                                                        | CUSIP: 94957NAA3<br>LEI: 213800J6I7L5KYTPNH51 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250000.00     | 0.00%             | 2038-10-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2046#AL9515                                                                                                 | CUSIP: 3138ERSD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      433451 | PA      | $401160.09     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 06/30/2030                                                                                                       | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    81200000 | PA      | $81418859.17   | 0.18%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 08/01/2051#CB1411                                                                                                   | CUSIP: 3140QLR99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      650371 | PA      | $570550.89     | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2050#FM4959                                                                                                   | CUSIP: 3140X8QM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1437356 | PA      | $1153232.21    | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2045#Q33724                                                                                                 | CUSIP: 3132QQD66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      145193 | PA      | $136004.71     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2015-1                                                                           | NAVIENT STUDENT LOAN TRUST 2015-1 A2 SOFR30A+71.448 04/25/2040                                                                   | CUSIP: 63939FAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1581423 | PA      | $1523702.74    | 0.00%             | 2040-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                                           | ATMOS ENERGY CORP 5.75% 10/15/2052                                                                                               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       77000 | PA      | $76531.70      | 0.00%             | 2052-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COML MTG SE 2021                                                                            | JP MORGAN CHASE COML MTG SE 2021 1.97387% 01/05/2040 144A                                                                        | CUSIP: 46592FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5725000 | PA      | $5215733.20    | 0.01%             | 2040-01-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                          | EXPAND ENERGY CORP 5.875% 02/01/2029 144A                                                                                        | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1581930.00    | 0.00%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC                                                                         | GLOBAL INFRASTRUCTURE SOLUTIONS INC 5.625% 06/01/2029 144A                                                                       | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      598000 | PA      | $599697.72     | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                                                 | PHILLIPS 66 2.15% 12/15/2030                                                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      385000 | PA      | $342830.47     | 0.00%             | 2030-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2039#AS3482                                                                                                   | CUSIP: 3138WC2Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      355810 | PA      | $346774.44     | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM VAR 06/20/2067                                                                                      | CUSIP: 38376R5Q5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      250609 | PA      | $13199.25      | 0.00%             | 2067-06-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 02/01/2035#FM6733                                                                                                 | CUSIP: 3140XAPT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      299097 | PA      | $288969.75     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                                                    | MARS INC 5.65% 05/01/2045 144A                                                                                                   | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     2399000 | PA      | $2364961.84    | 0.01%             | 2045-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.625% 09/30/2031                                                                                                      | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    67794000 | PA      | $67031317.50   | 0.15%             | 2031-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 6.343% 08/02/2030                                                                                               | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1370269.70    | 0.00%             | 2030-08-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2035#MA4013                                                                                                 | CUSIP: 31418DN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1258166 | PA      | $1191231.74    | 0.00%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 6/40 #A92350                                                                                                          | CUSIP: 312940TF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7112 | PA      | $7232.21       | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 04/15/2043#AD7475                                                                                                   | CUSIP: 36180KJU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10092 | PA      | $9777.80       | 0.00%             | 2043-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2052#SD8264                                                                                                 | CUSIP: 3132DWFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5139244 | PA      | $4650788.79    | 0.01%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                                                | FIBERCOP SPA 6.375% 11/15/2033 144A                                                                                              | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      275000 | PA      | $269786.57     | 0.00%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                                                   | ENDO FINANCE HOLDINGS INC 8.5% 04/15/2031 144A                                                                                   | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $106460.70     | 0.00%             | 2031-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 03/15/2041#738107                                                                                                   | CUSIP: 3620ASAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16776 | PA      | $16284.76      | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.05% 09/25/2028                                                                                  | CUSIP: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1500000 | PA      | $1504273.50    | 0.00%             | 2028-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2054#CB8715                                                                                                   | CUSIP: 3140QUVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      772639 | PA      | $789769.25     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 4.45% 01/25/2026 144A                                                                                         | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      438000 | PA      | $429717.24     | 0.00%             | 2026-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GAEA MTG LN TR 2025-A                                                                                       | GAEA MTG LN TR 2025-A A VAR 02/25/2030 144A                                                                                      | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      145701 | PA      | $146313.44     | 0.00%             | 2030-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR                                                                                              | SEMT 2004-6 A3B TSFR6M+130.826 7/34                                                                                              | CUSIP: 81744FCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         506 | PA      | $470.84        | 0.00%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+838.552 11/25/2030                                                                        | CUSIP: 313920LZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1042 | PA      | $94.69         | 0.00%             | 2030-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.236000 15/08/2055 CPT                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -647973 | NC      | $-671.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 3.625% 02/15/2031 144A                                                                                            | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      748000 | PA      | $689962.98     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLT CI LLC                                                                                                 | VOLT CI LLC 1.9918% 05/25/2051 144A                                                                                              | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      203929 | PA      | $203807.12     | 0.00%             | 2051-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                                                                              | SUMITOMO MITSUI TRUST BANK LTD 5.65% 03/09/2026 144A                                                                             | CUSIP: 86563VBG3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     1820000 | PA      | $1831798.08    | 0.00%             | 2026-03-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 3.337%/VAR 01/21/2033 144A                                                                               | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1105000 | PA      | $994886.86     | 0.00%             | 2033-01-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                                                        | SEADRILL FINANCE LTD 8.375% 08/01/2030 144A                                                                                      | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |      305000 | PA      | $316747.99     | 0.00%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020                                                                          | VLS COMMERCIAL MORTGAGE TRUST 2020-LAB X CSTR 10/10/2042 144A                                                                    | CUSIP: 92858TAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8700000 | PA      | $161074.41     | 0.00%             | 2042-10-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 03/01/2041#SC0136                                                                                                   | CUSIP: 3132D9EH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      388881 | PA      | $339098.91     | 0.00%             | 2041-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST 2024-MH1                                                                             | CASCADE MH ASSET TRUST 2024-MH1 B2 VAR 11/25/2056 144A                                                                           | CUSIP: 14731VAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1450000 | PA      | $1455119.81    | 0.00%             | 2056-11-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 5.4% 06/01/2053                                                                                    | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      145000 | PA      | $137095.25     | 0.00%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 3.4% 03/22/2041                                                                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       85000 | PA      | $65842.07      | 0.00%             | 2041-03-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                                               | PG and E CORP 5.25% 07/01/2030                                                                                                   | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     2472000 | PA      | $2409135.06    | 0.01%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 4.839%/VAR 02/01/2034                                                                                             | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      585000 | PA      | $581495.31     | 0.00%             | 2034-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 08/01/2055#RJ4585                                                                                                   | CUSIP: 3142GVCX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3124219 | PA      | $3198660.46    | 0.01%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                                                 | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7% 05/01/2031 144A                                                                   | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104598.40     | 0.00%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                                                         | NIGERIA REPUBLIC 6.125% 09/28/2028 144A                                                                                          | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      300000 | PA      | $294468.00     | 0.00%             | 2028-09-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                                    | SENSATA TECHNOLOGIES INC 6.625% 07/15/2032 144A                                                                                  | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $413136.40     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP 4.567% 07/16/2027 144A                                                                                          | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1162000 | PA      | $1169370.19    | 0.00%             | 2027-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZIGGO FINANCING PARTNERSHIP                                                                                 | LIBERTY GLOBAL/VODAFONE ZIGGO TERM I 1LN 4/30/2028                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      124968 | PA      | $120764.11     | 0.00%             | 2028-04-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                                                 | OVINTIV INC 6.25% 07/15/2033                                                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      617000 | PA      | $642022.03     | 0.00%             | 2033-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTG PASSTHRU TR                                                                               | FIRST HORIZON MTG PASSTHRU TR 2005-AA12 2A1 CSTR 02/25/2036                                                                      | CUSIP: 32051GQ81<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         867 | PA      | $540.76        | 0.00%             | 2036-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 06/01/2031#AS7346                                                                                                 | CUSIP: 3138WHEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      521665 | PA      | $504767.58     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                                           | GLOBAL PARTNERS LP / GLP FIN CORP 8.25% 01/15/2032 144A                                                                          | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $89356.25      | 0.00%             | 2032-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | ORO USD 10Y C 3.645L 08/29/25 GLM                                                                                                | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |    -3800000 | NC      | $-0.38         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 01/01/2042#AJ9317                                                                                                 | CUSIP: 3138E2K79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      356992 | PA      | $346385.83     | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.2% 06/01/2034                                                                                    | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      180000 | PA      | $179069.65     | 0.00%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 01/15/2047#AX5857                                                                                                   | CUSIP: 36196HQJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18964 | PA      | $17910.90      | 0.00%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 4.611%/VAR 04/25/2053                                                                                     | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      157000 | PA      | $133074.72     | 0.00%             | 2053-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2052#FS2473                                                                                                   | CUSIP: 3140XHXB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67999 | PA      | $67863.43      | 0.00%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM4                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM4 5.816% 05/25/2065 144A                                                                 | CUSIP: 10570QAG6<br>LEI: 25490082TY9NA9XBGW19 | Long             | ABS-CBDO         | CORP              | US        |     7318071 | PA      | $7364712.15    | 0.02%             | 2065-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2052#CB3174                                                                                                 | CUSIP: 3140QNQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2395841 | PA      | $2177863.50    | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MTG SECS CORP                                                                    | CREDIT SUISS FB MTG SECS CORP 5.5% 11/25/2035                                                                                    | CUSIP: 225470FA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        5007 | PA      | $1729.77       | 0.00%             | 2035-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                                                   | HESS CORP 7.3% 08/15/2031                                                                                                        | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     2018000 | PA      | $2326512.71    | 0.01%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2047#AL9776                                                                                                 | CUSIP: 3138ER2J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1539824 | PA      | $1423667.40    | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                                         | SIRIUS XM RADIO INC 4.125% 07/01/2030 144A                                                                                       | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      645000 | PA      | $599724.52     | 0.00%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AG TRUST 2024-NLP                                                                                           | AG TRUST 2024-NLP TSFR1M+201.564 07/15/2041 144A                                                                                 | CUSIP: 00792MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2850994 | PA      | $2859903.46    | 0.01%             | 2041-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 6.75%/VAR 06/15/2054                                                                                | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      260000 | PA      | $274692.34     | 0.00%             | 2054-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2047#BH4576                                                                                                 | CUSIP: 3140GTCN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60425 | PA      | $59232.58      | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CZ030007 12/17/57 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      200000 | NC      | $23585.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCG COML MTG TR 2025-DLFN                                                                                   | SCG COML MTG TR 2025-DLFN TSFR1M+295 03/15/2035 144A                                                                             | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      199000 | PA      | $197881.20     | 0.00%             | 2035-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DOLP TR 2021-NYC                                                                                            | DOLP TR 2021-NYC 2.956% 05/10/2041 144A                                                                                          | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8810000 | PA      | $7901459.94    | 0.02%             | 2041-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED LLC TR 2006 CB5                                                                    | SECURITIZED AB LLC TR 06 CB5 TSFR1M+39.448 06/25/2036                                                                            | CUSIP: 81376WAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1910900 | PA      | $1288018.92    | 0.00%             | 2036-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 06/01/2036#MA4361                                                                                                 | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      727396 | PA      | $684379.34     | 0.00%             | 2036-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2051#FM8205                                                                                                 | CUSIP: 3140XCDK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2831023 | PA      | $2385519.65    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 04/01/2041#AI1360                                                                                                 | CUSIP: 3138AEQN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74936 | PA      | $76107.94      | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 6.875%/VAR 02/01/2055                                                                                        | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      280000 | PA      | $292679.26     | 0.00%             | 2055-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 3.5% 12/01/2049                                                                                        | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $754877.57     | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 5.5% 09/01/2026 144A                                                                                    | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      300000 | PA      | $299561.64     | 0.00%             | 2026-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5% 10/01/2055 #TBA                                                                                                     | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   311692436 | PA      | $307187482.88  | 0.69%             | 2055-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 03/01/2040#FM6134                                                                                                   | CUSIP: 3140X9Y82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42715 | PA      | $40475.94      | 0.00%             | 2040-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 5% 07/15/2032                                                                                       | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30488.67      | 0.00%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FIN LTD                                                                                         | STUDIO CITY FIN LTD 5% 01/15/2029 REGS                                                                                           | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |      900000 | PA      | $852750.00     | 0.00%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC                                                     | MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC 6.75% 04/01/2032 144A                                                    | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      465000 | PA      | $479351.30     | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                                                    | BHP BILLITON FIN USA LTD 5% 02/21/2030                                                                                           | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     1330000 | PA      | $1373116.39    | 0.00%             | 2030-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 10/01/2045#AL7413                                                                                                 | CUSIP: 3138EQGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1255660 | PA      | $1206918.84    | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.24% 04/15/2030                                                                                    | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $10353812.20   | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                                                                 | ROBLOX CORP 3.875% 05/01/2030 144A                                                                                               | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $266212.58     | 0.00%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTR RESECURITIZATION TR                                                                                   | MARS 2005-PO 3PO PO 0% 5/35                                                                                                      | CUSIP: 576435BB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         221 | PA      | $173.62        | 0.00%             | 2035-05-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                                                      | POWER FINANCE CORP LTD 1.841% 09/21/2028 REGS                                                                                    | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | CORP              | IN        |     2400000 | PA      | $2682898.92    | 0.01%             | 2028-09-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 3.091%/VAR 05/14/2032 144A                                                                                          | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     9800000 | PA      | $9020252.32    | 0.02%             | 2032-05-14      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2052#QD7533                                                                                                   | CUSIP: 3133B5LN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13744 | PA      | $13050.99      | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 3.25% 06/01/2031                                                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      550000 | PA      | $504329.54     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST4                                                              | UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST4 5.495% A 08/16/2032 144A                                                          | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      272511 | PA      | $273273.32     | 0.00%             | 2032-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 3.25% 05/15/2051                                                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3742000 | PA      | $2441802.06    | 0.01%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP/RAPTOR LLC                                                                       | GREAT CANADIAN GAMING CORP/RAPTOR LLC 8.75% 11/15/2029 144A                                                                      | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      285000 | PA      | $272000.12     | 0.00%             | 2029-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXIX                                                                            | BENEFIT STREET PARTNERS CLO XXIX AR TSFR3M+118 01/25/2038 144A                                                                   | CUSIP: 08186EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      500000 | PA      | $500246.50     | 0.00%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANC AMER FDG 2007-3 TR                                                                                     | BANC AMER FDG 2007-3 TA8 TSFR1M+29.448 04/25/2037                                                                                | CUSIP: 059515AK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1195362 | PA      | $981224.09     | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.441300 06/24/54 EUR                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |      149000 | NC      | $-15994.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                                               | BAT INTL FINANCE PLC 4.125% 04/12/2032 REGS                                                                                      | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     1460000 | PA      | $1762719.28    | 0.00%             | 2032-04-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OHACP 2024-17A                                                                                              | OHACP 2024-17A A TSFR3M+132 01/18/2038 144A                                                                                      | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9030000 | PA      | $9052168.65    | 0.02%             | 2038-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KAISER FNDTN HOSPS                                                                                          | KAISER FNDTN HOSPS 2.81% 06/01/2041                                                                                              | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     5570000 | PA      | $4010017.95    | 0.01%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 03/20/2052#MA7938                                                                                                   | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10864378 | PA      | $9921748.50    | 0.02%             | 2052-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6% 05/01/2055#RJ4166                                                                                             | CUSIP: 3142GUTY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      917060 | PA      | $940630.80     | 0.00%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                                                                      | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.78% 09/15/2027                                                                          | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      392854 | PA      | $394112.57     | 0.00%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY451600 12/16/72 S                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     7030000 | NC      | $25032.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                                       | TENET HEALTHCARE CORP 5.125% 11/01/2027                                                                                          | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     3255000 | PA      | $3245544.88    | 0.01%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS 2023 SECURITIZATION FUNDING LLC                                                                   | CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.21% 09/01/2031                                                                       | CUSIP: 21071BAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      473000 | PA      | $486638.20     | 0.00%             | 2031-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                                                 | NATIONWIDE BUILDING SOC(UNGTD) 5.127% 07/29/2029 144A                                                                            | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      297000 | PA      | $306368.82     | 0.00%             | 2029-07-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#FS4269                                                                                                   | CUSIP: 3140XKW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69345 | PA      | $56113.87      | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                                             | TAYLOR MORRISON COMMUNITIES INC 5.875% 06/15/2027 144A                                                                           | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1510270.50    | 0.00%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP INC                                                                                | CHOBANI LLC/FINANCE CORP INC 7.625% 07/01/2029 144A                                                                              | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104401.90     | 0.00%             | 2029-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 07/01/2050#RA2976                                                                                                 | CUSIP: 3133KJJV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2847018 | PA      | $2406115.31    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHASE MTG FIN TR SER 2007 A2                                                                                | CHASE 2007-A2 2A1 CSTR 7/37                                                                                                      | CUSIP: 16163LAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        6294 | PA      | $6112.98       | 0.00%             | 2035-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FS4393                                                                                                   | CUSIP: 3140XK3B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1142177 | PA      | $1001284.09    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 5.25% 06/15/2029 144A                                                                                             | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      447000 | PA      | $445673.97     | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                             | SANTANDER UK GROUP HOLDINGS PLC 4.858%/VAR 09/11/2030                                                                            | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     9595000 | PA      | $9719149.23    | 0.02%             | 2030-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) 2.4% 03/15/2030                                                                                                | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1499000 | PA      | $1381709.43    | 0.00%             | 2030-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 2.572%/VAR 06/03/2031                                                                                              | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5801000 | PA      | $5325382.86    | 0.01%             | 2031-06-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON POWER NETWORKS PLC                                                                                   | LONDON POWER NETWORKS PLC 3.837% 06/11/2037 REGS                                                                                 | CUSIP: N/A<br>LEI: 213800JDI3GTKPG4XI38       | Long             | DBT              | CORP              | GB        |      425000 | PA      | $497953.91     | 0.00%             | 2037-06-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                                              | BRANDYWINE OPER PARTNERSHIP LP 8.3% 03/15/2028                                                                                   | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     6570000 | PA      | $6986583.99    | 0.02%             | 2028-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR1 TR                                                                           | PROGRESS RESIDENTIAL 2022-SFR1 TR 3.93% 02/17/2041 144A                                                                          | CUSIP: 74333YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      479000 | PA      | $459147.85     | 0.00%             | 2041-02-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 2.85% 08/01/2029                                                                                   | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       52000 | PA      | $48941.95      | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#MA4564                                                                                                   | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11094061 | PA      | $9670088.67    | 0.02%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY AURA PTE LTD                                                                               | CONTINUUM ENERGY AURA PTE LTD 9.5% 02/24/2027 REGS                                                                               | CUSIP: N/A<br>LEI: 984500AB52D7C8GC2E33       | Long             | DBT              | CORP              | SG        |      900000 | PA      | $927250.44     | 0.00%             | 2027-02-24      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 13.9271 05/08/25 01/04/27 CME                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   198200000 | NC      | $-76508.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 3/36 #888342                                                                                                          | CUSIP: 31410F5B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77722 | PA      | $81191.16      | 0.00%             | 2036-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 06/01/2052#SD4958                                                                                                   | CUSIP: 3132DSQK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       73327 | PA      | $58672.33      | 0.00%             | 2052-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                                             | YALE UNIVERSITY 2.402% 04/15/2050                                                                                                | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $1258395.76    | 0.00%             | 2050-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 7/42 #MA1125                                                                                                          | CUSIP: 31418AHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22798 | PA      | $22016.72      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2024-C                                                                                 | SMB PRIVATE ED LN TR 2024-C SOFR30A+110 06/17/2052 144A                                                                          | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      145454 | PA      | $145280.27     | 0.00%             | 2052-06-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B21 MTG TR                                                                                   | BENCHMARK 2020-B21 A5 MTG TR 1.9775% 12/17/2053                                                                                  | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       69000 | PA      | $60688.79      | 0.00%             | 2053-12-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2048#BE2789                                                                                                   | CUSIP: 3140FNC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24489 | PA      | $23239.49      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 8 LTD                                                                                  | DIAMETER CAPITAL CLO 8 LTD A1A TSFR3M+140 10/20/2037 144A                                                                        | CUSIP: 25256JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1103351.70    | 0.00%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                                                       | ELLUCIAN TERM 2LN 11/22/2032                                                                                                     | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |       60000 | PA      | $61650.00      | 0.00%             | 2032-11-22      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2046#BA1210                                                                                                 | CUSIP: 3140E5KY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16168 | PA      | $14978.37      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 6.447%/VAR 01/12/2027 144A                                                                               | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $201237.49     | 0.00%             | 2027-01-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 10/01/2052#BX0098                                                                                                   | CUSIP: 3140N4DC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      359764 | PA      | $359274.07     | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                                                     | GENESEE and WYOMING TERM B 1LN 04/10/2031                                                                                        | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |      243162 | PA      | $241973.44     | 0.00%             | 2031-04-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS A PASS THROUGH TRUST                                                                   | JETBLUE 2020-1 CLASS A PASS THROUGH TRUST 4% 05/15/2034                                                                          | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      141107 | PA      | $132290.36     | 0.00%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                                                  | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                                                    | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |      375000 | PA      | $393700.13     | 0.00%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                                 | MERCHANTS FLEET FUNDING LLC 7.21% 05/20/2036 144A                                                                                | CUSIP: 588926AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2457665 | PA      | $2474422.31    | 0.01%             | 2036-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                 | ROYAL CARIBBEAN CRUISES LTD 5.5% 04/01/2028 144A                                                                                 | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       25000 | PA      | $25446.28      | 0.00%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2013-133 IB 3% 04/32                                                                                                         | CUSIP: 3136AHQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         957 | PA      | $4.30          | 0.00%             | 2032-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 5.86%/VAR 08/11/2046                                                                                                | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1390000 | PA      | $1380909.86    | 0.00%             | 2046-08-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A                                                               | HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A A TSFR3M+134 10/20/2037 144A                                                       | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3484000 | PA      | $3493772.62    | 0.01%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 5.8% 03/08/2029                                                                                         | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1299259.82    | 0.00%             | 2029-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 7.125% 11/15/2031                                                                                           | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62337.84      | 0.00%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2024-5                                                                                       | TOWD PT MTG TR 2024-5 A1A VAR 144A                                                                                               | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14032737 | PA      | $14258221.63   | 0.03%             | 2064-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                                                                                   | ASPEN DENTAL TERM B2 1LN 12/23/2027                                                                                              | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |      193914 | PA      | $174846.31     | 0.00%             | 2027-12-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 4.282% 01/09/2028 144A                                                                                              | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      430000 | PA      | $429479.14     | 0.00%             | 2028-01-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 5.174%/VAR 02/13/2030                                                                                              | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     8733000 | PA      | $8961582.17    | 0.02%             | 2030-02-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORT TR 2025-ATRM                                                                              | ATRIUM HOTEL PORT TR 2025-ATRM A TSFR1M+165 08/15/2030 144A                                                                      | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      209000 | PA      | $208999.98     | 0.00%             | 2030-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                                                | ALIMENTATION COUCHE-TARD INC CP 0% 09/11/2025                                                                                    | CUSIP: 01626UWB7<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     1900000 | PA      | $1896855.88    | 0.00%             | 2025-09-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 5.85% 09/01/2043                                                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      189000 | PA      | $170043.41     | 0.00%             | 2043-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2061#BF0584                                                                                                 | CUSIP: 3140FXUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      195534 | PA      | $188987.00     | 0.00%             | 2061-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL1 TR                                                                                           | CSMC 2022-RPL1 TR 3.77782% 04/25/2061 144A                                                                                       | CUSIP: 12661QAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7442388 | PA      | $6441777.89    | 0.01%             | 2061-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                                                         | PPL ELEC UTILS CORP 4.85% 02/15/2034                                                                                             | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      460000 | PA      | $463181.52     | 0.00%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 12/41 #778681                                                                                                         | CUSIP: 36176W2N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       80396 | PA      | $77821.79      | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-C35                                                                                       | BBCMS MTG TR 2025-C35 6.124% 07/15/2058                                                                                          | CUSIP: 07337DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61000 | PA      | $63620.88      | 0.00%             | 2058-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 01/01/2037#SB8136                                                                                                 | CUSIP: 3132D6BD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      999648 | PA      | $893263.05     | 0.00%             | 2037-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2051#CB2348                                                                                                   | CUSIP: 3140QMTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1620329 | PA      | $1309657.48    | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 8/15/42                                                                                                                  | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28655000 | PA      | $12165839.87   | 0.03%             | 2042-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2043#AT0162                                                                                                 | CUSIP: 3138WMFC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      478200 | PA      | $422508.33     | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4                                                                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4 B2 CSTR 09/25/2067 144A                                                                | CUSIP: 268432AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      111000 | PA      | $107675.91     | 0.00%             | 2067-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3.0% 07/01/2035#MA2320                                                                                                 | CUSIP: 31418BSJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14420 | PA      | $13817.74      | 0.00%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-38 LTD / OCP CLO 2024-38 LLC                                                                   | OCP CLO 2024-38 LTD / OCP CLO 2024-38 LLC A TSFR3M+133 01/21/2038 144A                                                           | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250784.25     | 0.00%             | 2038-01-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                                                 | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.809% 05/08/2027                                                                    | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |      800000 | PA      | $816617.78     | 0.00%             | 2027-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                      | EXTRA SPACE STORAGE LP 5.5% 07/01/2030                                                                                           | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     1458000 | PA      | $1523376.89    | 0.00%             | 2030-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 11/01/2035#BQ6318                                                                                                 | CUSIP: 3140KSAU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2799079 | PA      | $2515190.78    | 0.01%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2021-FRR1                                                                                | GAM RE-REMIC TRUST 2021-FRR1 1D 0% 11/29/2050 144A                                                                               | CUSIP: 364614AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4413518.00    | 0.01%             | 2050-11-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASST TR 2007 2                                                                                 | BAYVIEW COML ASST TR 2007 2 TSFR1M+38.448 07/25/2037 144A                                                                        | CUSIP: 07325XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       44096 | PA      | $40710.34      | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL14 LLC                                                                                           | BDS 2025-FL14 LLC AS TSFR1M+157.139 10/21/2042 144A                                                                              | CUSIP: 072921AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3150000 | PA      | $3139164.63    | 0.01%             | 2042-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BHMS COMMERCIAL MORTGAGE TRUST 2025-ATLS                                                                    | BHMS COMMERCIAL MORTGAGE TRUST 2025-ATLS STEP 08/15/2042 144A                                                                    | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      274000 | PA      | $274856.25     | 0.00%             | 2042-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.96% 09/01/2033#BS3020                                                                                                | CUSIP: 3140LDLA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      248670 | PA      | $206623.63     | 0.00%             | 2033-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2024-2                                                                             | FOUNDATION FINANCE TRUST 2024-2 B 4.93% 03/15/2050 144A                                                                          | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       92717 | PA      | $92918.81      | 0.00%             | 2050-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 6/41 #005082                                                                                                       | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      709080 | PA      | $705236.04     | 0.00%             | 2041-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                                       | MIDAMERICAN ENERGY CO 3.65% 04/15/2029                                                                                           | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19732.45      | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 3/42 #773365                                                                                                          | CUSIP: 36176Q6A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8285 | PA      | $7779.17       | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.436%/VAR 02/24/2043                                                                              | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       42000 | PA      | $32139.19      | 0.00%             | 2043-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 5.7% 04/01/2028                                                                                                         | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1687000 | PA      | $1743563.27    | 0.00%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-8                                                                              | VERUS SECURITIZATION TRUST 2021-8 1.824% 11/25/2066 144A                                                                         | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      305746 | PA      | $282029.19     | 0.00%             | 2066-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.721700 15-APR-2028 USC                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2750000 | NC      | $1904.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-1 LTD                                                                       | PALMER SQUARE LOAN FUNDING 2025-1 LTD A1 TSFR3M+80 02/15/2033 144A                                                               | CUSIP: 69704CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3721687 | PA      | $3709970.85    | 0.01%             | 2033-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3% 08/45#AL8626                                                                                                        | CUSIP: 36184FSP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      319759 | PA      | $287453.87     | 0.00%             | 2045-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                                                        | AREIT 2025-CRE10 LTD A TSFR1M+138.794 12/17/2029 144A                                                                            | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      133000 | PA      | $133000.13     | 0.00%             | 2029-12-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 7% 06/20/2055#DJ9049                                                                                                     | CUSIP: 3618KWBS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3496658 | PA      | $3556166.36    | 0.01%             | 2055-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 08/20/2045#MA3104                                                                                                   | CUSIP: 36179RNV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      246552 | PA      | $222800.86     | 0.00%             | 2045-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I and II                                                                                         | GINNIE MAE II 6.5% 08/20/2055#DL8784                                                                                             | CUSIP: 3618LLXM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2689661 | PA      | $2840359.21    | 0.01%             | 2055-08-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 7% 10/20/2038#004930                                                                                                     | CUSIP: 36202FPP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3175 | PA      | $3355.49       | 0.00%             | 2038-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 12/20/2051#MA7766                                                                                                     | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8525030 | PA      | $6981778.89    | 0.02%             | 2051-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                                        | ALPHA GENERATION LLC 6.75% 10/15/2032 144A                                                                                       | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      245000 | PA      | $252589.12     | 0.00%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                                                        | ROMANIA REPUBLIC OF 5.75% 09/16/2030 144A                                                                                        | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3270000 | PA      | $3298669.73    | 0.01%             | 2030-09-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 10/01/2055 #TBA                                                                                                     | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    70375000 | PA      | $70830952.59   | 0.16%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                                            | CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A                                                                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1015752.33    | 0.00%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2044#AS1626                                                                                                 | CUSIP: 3138WAYY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      603243 | PA      | $600322.23     | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                        | ENEL FINANCE INTL NV 7.5% 10/14/2032 144A                                                                                        | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      217000 | PA      | $248945.90     | 0.00%             | 2032-10-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 10/01/2051#RA6025                                                                                                   | CUSIP: 3133KMVS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2355425 | PA      | $1888354.27    | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/46#AS7008                                                                                                        | CUSIP: 36193SYD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       48920 | PA      | $45160.81      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP / NEWCREST FINANCE PTY LTD                                                                     | NEWMONT CORP / NEWCREST FINANCE PTY LTD 5.35% 03/15/2034                                                                         | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11910000 | PA      | $12279893.75   | 0.03%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 2/41 #AH5581                                                                                                          | CUSIP: 3138A7FX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      345084 | PA      | $344663.05     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                                                    | DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A                                                                                  | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |      470000 | PA      | $419655.48     | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 5% 04/01/2040#MA5683                                                                                                   | CUSIP: 31418FJ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6415955 | PA      | $6481780.35    | 0.01%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TR 2022-MH1                                                                                | CASCADE MH ASSET TRUST 2022-MH1 STEP 08/25/2054 144A                                                                             | CUSIP: 14732KAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      409076 | PA      | $331760.90     | 0.00%             | 2054-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.65%/VAR PERP                                                                                     | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     1750000 | PA      | $1706116.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-1                                                                             | ANGEL OAK MORTGAGE TRUST 2025-1 5.691% 01/25/2070 144A                                                                           | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-CBDO         | CORP              | US        |      593752 | PA      | $599198.73     | 0.00%             | 2070-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                                         | NATWEST MARKETS PLC 5.022% 03/21/2030 144A                                                                                       | CUSIP: 63906YAP3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      940000 | PA      | $966475.88     | 0.00%             | 2030-03-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 03/01/2037#FS7773                                                                                                   | CUSIP: 3140XPT74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      182728 | PA      | $168579.92     | 0.00%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                                             | SEALED AIR CORP 6.875% 07/15/2033 144A                                                                                           | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      120000 | PA      | $129633.60     | 0.00%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                                        | DUKE ENERGY OHIO INC 5.55% 03/15/2054                                                                                            | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      172000 | PA      | $167000.46     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 40 LTD                                                                                         | SYMPHONY CLO 40 LTD AR TSFR3M+131 01/05/2038 144A                                                                                | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |      420000 | PA      | $421459.92     | 0.00%             | 2038-01-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 3.625% 03/15/2032                                                                                                        | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      336000 | PA      | $312493.94     | 0.00%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/42 #Q12052                                                                                                  | CUSIP: 3132HNH51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      135922 | PA      | $128188.14     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2016-C4                                                                              | JPMDB COML MTG SECS TR 2016-C4 ASB 2.9941% 12/15/2049                                                                            | CUSIP: 46646RAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40182 | PA      | $39848.32      | 0.00%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BAHA TRUST                                                                                              | THE BAHA TRUST 6.17072% 12/10/2041 144A                                                                                          | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4302000 | PA      | $4456245.63    | 0.01%             | 2041-12-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                                                              | SMRT 2022-MINI TSFR1M+335 01/15/2039 144A                                                                                        | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2425848.50    | 0.01%             | 2039-01-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                                                 | DTE ELEC CO 3.65% 03/01/2052                                                                                                     | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       45000 | PA      | $32610.21      | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2041#AI5633                                                                                                 | CUSIP: 3138AKHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18496 | PA      | $18780.64      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 03/20/2048#MA5079                                                                                                   | CUSIP: 36179TUC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       31586 | PA      | $31102.39      | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                                                      | PUGET SOUND ENERGY INC 2.893% 09/15/2051                                                                                         | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |       38000 | PA      | $22994.20      | 0.00%             | 2051-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MHC COML MTG TR 2021-MHC                                                                                    | MHC COML MTG TR 2021-MHC A TSFR1M+91.544 096 04/15/2026 144A                                                                     | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160041 | PA      | $160040.76     | 0.00%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP REC 3.9025 04/14/26                                                                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |     5100000 | NC      | $158555.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK and PRESBYTERIAN HOSP                                                                              | NEW YORK and PRESBYTERIAN HOSP 4.063% 08/01/2056                                                                                 | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |      390000 | PA      | $299413.61     | 0.00%             | 2056-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 08/01/2028#AU2696                                                                                                 | CUSIP: 3138X17J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34465 | PA      | $33758.27      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LBA TR 2024-BOLT                                                                                            | LBA TR 2024-BOLT TSFR1M+448.48 06/15/2026 144A                                                                                   | CUSIP: 50177BAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99000 | PA      | $98545.37      | 0.00%             | 2039-06-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 01/01/2053#SD8288                                                                                                   | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40402 | PA      | $40069.12      | 0.00%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 12/01/2052#MA4842                                                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3068234 | PA      | $3106167.96    | 0.01%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#CB0454                                                                                                 | CUSIP: 3140QKQG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14952914 | PA      | $12576488.94   | 0.03%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                                                      | PT PERTAMINA (PERSERO) 3.1% 08/27/2030 144A                                                                                      | CUSIP: 69370PAH4<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $186655.38     | 0.00%             | 2030-08-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HERO FDG 2017-3                                                                                             | HERO FDG 2017-3 3.19% 09/20/2048 144A                                                                                            | CUSIP: 42771AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       50537 | PA      | $46719.01      | 0.00%             | 2048-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                                                     | GAP INC 3.875% 10/01/2031 144A                                                                                                   | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1104115.90    | 0.00%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR CDA PASS THRU TR 2017-1                                                                                 | AIR CDA PASS THRU TR 2017-1 3.3% 07/15/2031 144A                                                                                 | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      375336 | PA      | $354556.35     | 0.00%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XV LTD                                                                               | ATLAS SENIOR LOAN FUND XV LTD A1R TSFR3M+122 10/23/2032 144A                                                                     | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4463686 | PA      | $4471720.18    | 0.01%             | 2032-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE                                                                                              | OMAN SULTANATE 5.625% 01/17/2028 REGS                                                                                            | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      575000 | PA      | $587937.50     | 0.00%             | 2028-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                                                         | PECO ENERGY COMPANY 2.8% 06/15/2050                                                                                              | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       21000 | PA      | $13030.77      | 0.00%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AURIUM CLO VII DAC                                                                                          | AURIUM CLO VII DAC A 3MEUR+83 05/15/2034 144A                                                                                    | CUSIP: N/A<br>LEI: 549300V2IBKMYWMKX423       | Long             | ABS-CBDO         | CORP              | IE        |     1400000 | PA      | $1637860.00    | 0.00%             | 2034-05-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP PAY 3.9025 04/14/26                                                                                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |     5100000 | NC      | $79276.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                                            | GGAM FINANCE LTD 7.75% 05/15/2026 144A                                                                                           | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      265000 | PA      | $265909.48     | 0.00%             | 2026-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC 2019-1A PASS THRU TR                                                                       | UNITED AIRLS INC 2019-1A PASS THRU TR 4.55% 02/25/2033                                                                           | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       36870 | PA      | $34882.48      | 0.00%             | 2033-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2045#AY9334                                                                                                 | CUSIP: 3138YPLQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82775 | PA      | $81736.86      | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                                            | GENUINE PARTS CO 4.95% 08/15/2029                                                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2500986.97    | 0.01%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 5.65% 03/15/2033                                                                                             | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      454000 | PA      | $474151.12     | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 04/01/2053#QG2199                                                                                                 | CUSIP: 3133C2NQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13641 | PA      | $13792.96      | 0.00%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 3.875% 08/15/2059                                                                                         | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       23000 | PA      | $16012.69      | 0.00%             | 2059-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3.25% 11/25/2061                                                               | CUSIP: 35563P7E3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      775794 | PA      | $664552.56     | 0.00%             | 2061-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | JPSW SWAP CDS 06/20/30 ISPIM B                                                                                                   | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |     1050000 | NC      | $-5470.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: EUR/USD settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $29865.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2051#CB1280                                                                                                 | CUSIP: 3140QLM60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3720906 | PA      | $3122576.42    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | FX Forward: USD/GBP settle 2025-10-10                                                                                            | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-39047.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.0% 12/15/2040                                                                                   | CUSIP: 3137BJGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       75986 | PA      | $75512.99      | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 3/35 #735288                                                                                                          | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      440082 | PA      | $446251.54     | 0.00%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                                                          | S and P GLOBAL INC 3.25% 12/01/2049                                                                                              | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      315000 | PA      | $218638.84     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6.5% 04/01/2054#RJ1242                                                                                                 | CUSIP: 3142GRLY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       79787 | PA      | $82911.42      | 0.00%             | 2054-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CZ030007 12/17/57 B                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      100000 | NC      | $11792.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 2.75% 12/15/2029                                                                                  | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      940000 | PA      | $880805.77     | 0.00%             | 2029-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 02/01/2044#Q24546                                                                                                 | CUSIP: 3132M4WF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       49222 | PA      | $47547.47      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.2% 06/01/2028                                                                                                          | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3210000 | PA      | $3287981.75    | 0.01%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                                      | BX COMMERCIAL MORTGAGE TRUST 2025-BCAT E TSFR1M+350 08/15/2042 144A                                                              | CUSIP: 12433HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      271000 | PA      | $271592.81     | 0.00%             | 2042-08-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 3% 01/20/2045                                                                                     | CUSIP: 38379FBV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        6051 | PA      | $5863.66       | 0.00%             | 2045-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2051#BQ6913                                                                                                   | CUSIP: 3140KSVF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18101532 | PA      | $14466818.33   | 0.03%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047                                | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    26133000 | PA      | $22207105.00   | 0.05%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                                                      | INEOS QUATTRO TERM B 1LN 04/02/2029                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       79937 | PA      | $71743.35      | 0.00%             | 2029-04-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                                                 | PROLOGIS LP 4.75% 06/15/2033                                                                                                     | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      165000 | PA      | $165312.52     | 0.00%             | 2033-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 06/20/2048#BD0532                                                                                                     | CUSIP: 3617BFSV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       79899 | PA      | $80247.88      | 0.00%             | 2048-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 12/01/2035#SB8078                                                                                                 | CUSIP: 3132D56P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2874091 | PA      | $2582594.57    | 0.01%             | 2035-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 12/33 #745944                                                                                                         | CUSIP: 31403DWD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18952 | PA      | $19192.56      | 0.00%             | 2033-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL2TRUST                                                                                         | CSMC 2021-RPL2TRUST 2% 01/25/2060 144A                                                                                           | CUSIP: 12656TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5773831 | PA      | $5069737.02    | 0.01%             | 2060-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                                                    | CLOUD SOFTWARE GROUP INC 9% 09/30/2029 144A                                                                                      | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      300000 | PA      | $312728.94     | 0.00%             | 2029-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3703                                                                                           | CUSIP: 3142GUDH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      948159 | PA      | $999368.86     | 0.00%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                                                         | KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A                                                                                      | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150491 | PA      | $133560.76     | 0.00%             | 2026-11-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2047#MA3073                                                                                                 | CUSIP: 31418CMX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      233749 | PA      | $229136.93     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.45% 04/01/2031                                                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2027000 | PA      | $2103971.23    | 0.00%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                                     | BANK OF NOVA SCOTIA 3.375%/VAR 03/05/2033 REGS                                                                                   | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2339099.61    | 0.01%             | 2033-03-05      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                                                  | CHUBB CORP 6% 05/11/2037                                                                                                         | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $140949.56     | 0.00%             | 2037-05-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 2.25% 06/01/2030                                                                                    | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      970000 | PA      | $884303.66     | 0.00%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 4/40 #737111                                                                                                          | CUSIP: 3620AQ3U5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18962 | PA      | $18898.21      | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-2                                                                               | SEQUOIA MORTGAGE TRUST 2025-2 A5 VAR 03/25/2055 144A                                                                             | CUSIP: 816935AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2133320 | PA      | $2144652.95    | 0.00%             | 2055-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2043#MA1711                                                                                                 | CUSIP: 31418A3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32316 | PA      | $32075.35      | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 02/01/2051#SD8127                                                                                                 | CUSIP: 3132DWA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1540713 | PA      | $1169346.27    | 0.00%             | 2051-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                                  | DAVITA INC 4.625% 06/01/2030 144A                                                                                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      842000 | PA      | $810613.94     | 0.00%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.716% 09/14/2028                                                                                   | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      405000 | PA      | $423008.41     | 0.00%             | 2028-09-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 7/40 #783281                                                                                                          | CUSIP: 36241LUE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8950 | PA      | $8919.02       | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                                                      | HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A                                                                                      | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      605000 | PA      | $622915.87     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 5.75% 01/15/2054                                                                                                | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      650000 | PA      | $629055.83     | 0.00%             | 2054-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#CB1801                                                                                                   | CUSIP: 3140QMAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4593749 | PA      | $3712973.92    | 0.01%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SERVICE EXPERTS ISSUER 2024-1 LLC                                                                           | SERVICE EXPERTS ISSUER 2024-1 LLC 6.39% 11/20/2035 144A                                                                          | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      156821 | PA      | $159892.83     | 0.00%             | 2035-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2047#BM2002                                                                                                   | CUSIP: 3140J6GL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2858866 | PA      | $2721058.02    | 0.01%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 6.4% 06/15/2033                                                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      812000 | PA      | $862512.12     | 0.00%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                                | NOVELIS CORP 4.75% 01/30/2030 144A                                                                                               | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96166.44      | 0.00%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 07/01/2053#RA9382                                                                                                   | CUSIP: 3133KRM76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1792029 | PA      | $1854328.83    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2041#AB3419                                                                                                 | CUSIP: 31416YYR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48707 | PA      | $48631.84      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 05/20/2046#AS4758                                                                                                   | CUSIP: 36193PJB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       40489 | PA      | $37364.75      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TR 2024-PAT                                                                                              | BX TR 2024-PAT C TSFR1M+443.9 03/15/2026 144A                                                                                    | CUSIP: 05612FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      321000 | PA      | $324168.62     | 0.00%             | 2041-03-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: ZAR/USD settle 2025-10-20                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-6013.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 3.875% 08/01/2030                                                                                     | CUSIP: 880591FE7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     1915000 | PA      | $1923758.39    | 0.00%             | 2030-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                                                         | TOWD POINT MORTGAGE TRUST 2024-CES5 5.167% 09/25/2064 144A                                                                       | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3971118 | PA      | $3964779.61    | 0.01%             | 2064-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048                                                                            | CUSIP: 3136BLRV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1332435 | PA      | $1228644.46    | 0.00%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.65% 09/15/2059                                                                                                    | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     7497000 | PA      | $4962835.95    | 0.01%             | 2059-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 9/41 #G06719                                                                                                          | CUSIP: 3128M8YQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      841492 | PA      | $841339.52     | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUCKHORN PARK CLO LTD                                                                                       | BUCKHORN PARK CLO LTD ARR TSFR3M+107 07/18/2034 144A                                                                             | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      280000 | PA      | $279998.04     | 0.00%             | 2034-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR2 TR                                                                                 | FIRSTKEY HOMES 2021-SFR2 TR 2.358% 09/17/2038 144A                                                                               | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1763000 | PA      | $1700009.07    | 0.00%             | 2038-09-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                                              | MORGAN STANLEY PRIVATE BANK NA 4.734%/VAR 07/18/2031                                                                             | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1450088.34    | 0.00%             | 2031-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 04/01/2032#J36729                                                                                                   | CUSIP: 31307TPN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26987 | PA      | $26398.58      | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                                                  | MASTEC INC 4.5% 08/15/2028 144A                                                                                                  | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      297000 | PA      | $295185.19     | 0.00%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2045#G61462                                                                                                   | CUSIP: 31335BTT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      218876 | PA      | $212463.81     | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 08/01/2043#G08540                                                                                                 | CUSIP: 3128MJS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      241060 | PA      | $219945.16     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      320000 | NC      | $51170.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                            | CROWN CASTLE INC 5.6% 06/01/2029                                                                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      350000 | PA      | $363625.96     | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2047#BE1526                                                                                                 | CUSIP: 3140FLVU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      157980 | PA      | $146062.37     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.25% 05/31/2028                                                                                                       | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6857000 | PA      | $6440490.80    | 0.01%             | 2028-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA MTG TR                                                                                       | DBSG 2024-ALTA A MTG TR VAR 06/10/2037 144A                                                                                      | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      121211 | PA      | $123152.00     | 0.00%             | 2037-06-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                                   | BANK NEW YORK MELLON CORP 6.474%/VAR 10/25/2034                                                                                  | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      610000 | PA      | $674163.92     | 0.00%             | 2034-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                                             | RAND PARENT LLC 8.5% 02/15/2030 144A                                                                                             | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      405000 | PA      | $419722.16     | 0.00%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#RA6506                                                                                                   | CUSIP: 3133KNGP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      156239 | PA      | $125257.80     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.0% 12/20/2042#AA5872                                                                                                   | CUSIP: 36178DQZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      386862 | PA      | $355475.42     | 0.00%             | 2042-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                                          | METROPOLITAN LIFE GLBL FDG I 2.4% 01/11/2032 144A                                                                                | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1716555.42    | 0.00%             | 2032-01-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST                                                                                    | BEAR STEARNS ALT-A TRUST 2004-8 M2 STEP 09/25/2034                                                                               | CUSIP: 07386HKV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1020933 | PA      | $994863.44     | 0.00%             | 2034-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                                     | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.75% 03/31/2028 144A                                                                    | CUSIP: 58769JBE6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10150614.10   | 0.02%             | 2028-03-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HARVEST COMMERCIAL CAPITAL LOAN TRUST 2019-1                                                                | HARVEST COMMERCIAL CAPITAL LOAN TRUST 2019-1 6.1635% 10/25/2056                                                                  | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1697324 | PA      | $1732998.96    | 0.00%             | 2056-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASMODEE GROUP AB                                                                                            | ASMODEE GROUP AB FRN 3MEUR+375 12/15/2029 144A                                                                                   | CUSIP: N/A<br>LEI: 636700G5993BBAFDYD02       | Long             | DBT              | CORP              | SE        |      470588 | PA      | $555047.98     | 0.00%             | 2029-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                                           | HYATT HOTELS CORP 5.25% 06/30/2029                                                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1950081.78    | 0.00%             | 2029-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.835500 04/15/2028 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2169000 | NC      | $-4924.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2052#QE4026                                                                                                   | CUSIP: 3133BDPK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       92216 | PA      | $86156.70      | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 04/01/2053#BY0439                                                                                                 | CUSIP: 3140NGPZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2160944 | PA      | $2185635.04    | 0.00%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                                            | CCO HLDGS LLC/CAP CORP 4.25% 02/01/2031 144A                                                                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1351337.39    | 0.00%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPERATING LLC                                                                                  | CHARTER COMMUNICATIONS TERM B5 1LN 12/15/2031                                                                                    | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |      386618 | PA      | $386907.73     | 0.00%             | 2031-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 4.9% 08/05/2052                                                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      215000 | PA      | $174780.40     | 0.00%             | 2052-08-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 11/20/2044#MA2372                                                                                                   | CUSIP: 36179QT50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      777883 | PA      | $746908.05     | 0.00%             | 2044-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.25% 03/15/2030                                                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3478823.22    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACCENTRO EAST HOLDING GMBH                                                                                  | ACCENTRO EAST HOLDING GMBH PIK 6% 06/30/2027                                                                                     | CUSIP: N/A<br>LEI: 89450079WA652Y9PWZ14       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116990.00     | 0.00%             | 2027-06-30      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                                                        | ROMANIA REPUBLIC OF 3.625% 03/27/2032 REGS                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      814000 | PA      | $715554.84     | 0.00%             | 2032-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                                                       | VENTURE GLOBAL PLAQUE 7.75% 05/01/2035 144A                                                                                      | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      948000 | PA      | $1055544.91    | 0.00%             | 2035-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 5% 09/01/2040 #TBA                                                                                                     | CUSIP: 01F050494<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5125000 | PA      | $5178051.95    | 0.01%             | 2040-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 12/01/2042#G07239                                                                                                   | CUSIP: 3128M9LU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59396 | PA      | $54743.04      | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                                               | LIVE NATION ENTERTAINMENT INC 6.5% 05/15/2027 144A                                                                               | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      403000 | PA      | $407227.07     | 0.00%             | 2027-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QB9275                                                                                                   | CUSIP: 3133AGJU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3571828 | PA      | $2860200.71    | 0.01%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                                       | GFL ENVIRONMENTAL INC 4% 08/01/2028 144A                                                                                         | CUSIP: 36168QAL8<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |      325000 | PA      | $316868.34     | 0.00%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2050#CA7323                                                                                                   | CUSIP: 3140QFD55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3073442 | PA      | $2495686.20    | 0.01%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                                              | EUROPEAN UNION 3% 03/04/2053 REGS                                                                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |    10593973 | PA      | $10251307.87   | 0.02%             | 2053-03-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                                                          | NORTHWESTERN MUTUAL GLOBAL FUNDING 5.16% 05/28/2031 144A                                                                         | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |      280000 | PA      | $290282.35     | 0.00%             | 2031-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                                                    | ENEL SPA 3.375%/VAR PERP REGS                                                                                                    | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      335000 | PA      | $392964.60     | 0.00%             | 2199-12-31      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                                                | CAIXABANK SA 5.673%/VAR 03/15/2030 144A                                                                                          | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      840000 | PA      | $873227.00     | 0.00%             | 2030-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.542%/VAR 09/19/2030                                                                                              | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    15438000 | PA      | $15507948.19   | 0.03%             | 2030-09-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.518%/VAR 10/25/2035                                                                                | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1503280.68    | 0.00%             | 2035-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA PLC                                                                                 | PRUDENTIAL FUNDING ASIA PLC 3.125% 04/14/2030                                                                                    | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |      290000 | PA      | $277113.12     | 0.00%             | 2030-04-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 11/12/2025                                                                                                          | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2449000 | PA      | $2429488.13    | 0.01%             | 2025-11-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                                               | NORDSTROM INC 4.375% 04/01/2030                                                                                                  | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      418000 | PA      | $384950.16     | 0.00%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FDG I                                                                                         | PRICOA GLOBAL FDG I 4.4% 08/27/2027 144A                                                                                         | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6240775.29    | 0.01%             | 2027-08-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                      | FX Forward: CAD/USD settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |           1 | NC      | $189.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                                                | BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A                                                                                      | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8163034 | PA      | $8183441.82    | 0.02%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                                                                 | KEDRION SPA 6.5% 09/01/2029 144A                                                                                                 | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |      414000 | PA      | $406332.98     | 0.00%             | 2029-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNGT 2002-T16 A2 7 7/42                                                                                                          | CUSIP: 31392FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        8147 | PA      | $8527.84       | 0.00%             | 2042-07-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2014-III LTD                                                                                   | CIFC FUNDING 2014-III LTD A1R TSFR3M+118 03/31/2038 144A                                                                         | CUSIP: 12549QBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249875.00     | 0.00%             | 2038-03-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 12/41 #552554                                                                                                         | CUSIP: 36213EZT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      117682 | PA      | $114137.83     | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                    | COREBRIDGE FINANCIAL INC 4.4% 04/05/2052                                                                                         | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     2074000 | PA      | $1656201.47    | 0.00%             | 2052-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 01/01/2052#FS7820                                                                                                   | CUSIP: 3140XPVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13028024 | PA      | $10493475.06   | 0.02%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2009-112 ST INVF 1/40                                                                                                        | CUSIP: 31398GKH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4861 | PA      | $457.99        | 0.00%             | 2040-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PROVIDUS CLO V DAC                                                                                          | PROVIDUS CLO V DAC A 3MEUR+80 02/15/2035 144A                                                                                    | CUSIP: N/A<br>LEI: 6354008C72YCMAEWD258       | Long             | ABS-CBDO         | CORP              | IE        |     7500000 | PA      | $8754613.25    | 0.02%             | 2035-02-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                                                         | ACRISURE LLC / ACRISURE FINANCE INC 4.25% 02/15/2029 144A                                                                        | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $96313.21      | 0.00%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 04/01/2042#MA1028                                                                                                 | CUSIP: 31418AEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18905 | PA      | $18336.84      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2048#BM5261                                                                                                   | CUSIP: 3140J9Z38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      935549 | PA      | $889282.97     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                                         | SPECTRUM BRANDS INC 3.875% 03/15/2031 144A                                                                                       | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      254000 | PA      | $203200.00     | 0.00%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                                              | HALLIBURTON CO 4.75% 08/01/2043                                                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6064.35       | 0.00%             | 2043-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 9 LTD                                                                                    | OHA CREDIT FUNDING 9 LTD B1R TSFR3M+170 10/19/2037 144A                                                                          | CUSIP: 67690AAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250937.75     | 0.00%             | 2037-10-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SAGE AR FUNDING NO 1 PLC                                                                                    | SAGE AR FUNDING 2025-1X D SONIO+390 05/17/2037 REGS                                                                              | CUSIP: N/A<br>LEI: 635400KXGNL1GYF3BH46       | Long             | ABS-MBS          | CORP              | GB        |      101960 | PA      | $137261.66     | 0.00%             | 2037-05-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                | NISOURCE INC 5.2% 07/01/2029                                                                                                     | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     3060000 | PA      | $3156996.92    | 0.01%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 09/01/2054#SD6419                                                                                                   | CUSIP: 3132DUDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16105088 | PA      | $16740471.00   | 0.04%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 03/01/2052#RA6926                                                                                                   | CUSIP: 3133KNVT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      613051 | PA      | $536853.39     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | IFS 3.406500 15-JUL-2030 UKR                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -3601915 | NC      | $19778.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR1 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR1 TRUST 0% 05/19/2039 144A                                                                                | CUSIP: 33768NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1778116.60    | 0.00%             | 2039-05-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.75000 09-02-25-7Y* LCH                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2600000 | NC      | $-35996.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MID-STATE CAP CORP 2006-1 TR                                                                                | MDST 2006-1 M1 6.083 10/40                                                                                                       | CUSIP: 59548PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       16785 | PA      | $16850.61      | 0.00%             | 2040-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 3% 04/01/2038#FM7607                                                                                                   | CUSIP: 3140XBNZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20011 | PA      | $19364.45      | 0.00%             | 2038-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                                                    | MARS INC 5% 03/01/2032 144A                                                                                                      | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    18060000 | PA      | $18433167.28   | 0.04%             | 2032-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC                                                                     | DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC A1R TSFR3M+129 08/20/2034 144A                                                           | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250444.00     | 0.00%             | 2034-08-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED LNS STRUCTURED TRANSACTION TR 144A                                                     | FREDDIE MAC SEASONED LNS STRUC TRANS TR 2025-1 A1 3% 05/25/2035 144                                                              | CUSIP: 35564CTW7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     4294200 | PA      | $3944051.63    | 0.01%             | 2035-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                                                  | PROGRESS RESIDENTIAL TRUST 21-SFR11 E1 3.378% 01/17/2039 144A                                                                    | CUSIP: 74333XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3774174.00    | 0.01%             | 2039-01-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2025-A                                                                                 | NELNET STUDENT LN TR 2025-AA A1B SOFR30A+110 03/15/2057 144A                                                                     | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      951735 | PA      | $945783.35     | 0.00%             | 2057-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2048#BK6562                                                                                                 | CUSIP: 3140HLJG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31930 | PA      | $31230.56      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2021-1                                                                        | ECMC GROUP STUDENT LOAN TRUST 2021-1 SOFR30A+68.448 11/25/2070 144A                                                              | CUSIP: 26833RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      497988 | PA      | $491899.98     | 0.00%             | 2070-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES HOLDINGS II LLC                                                                      | GENESYS TERM B 1LN 01/30/2032                                                                                                    | CUSIP: 39479UAY9<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |      122209 | PA      | $122208.57     | 0.00%             | 2032-01-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                                                          | ONE NEW YORK PLAZA TRUST 2020-1NYP TSFR1M+106.448 01/15/2026 144A                                                                | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      311000 | PA      | $301734.63     | 0.00%             | 2036-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                                                 | ASURION TERM B4 2LN 01/20/2029                                                                                                   | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      145017 | PA      | $137380.54     | 0.00%             | 2029-01-20      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 14.0087 05/12/25 01/04/27 CME                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    13100000 | NC      | $-2522.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 04/01/2041#MA4312                                                                                                 | CUSIP: 31418DYJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      315926 | PA      | $283121.53     | 0.00%             | 2041-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                                                        | OLYMPUS WATER US HOLDING CORPORATION 6.25% 10/01/2029 144A                                                                       | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195063.04     | 0.00%             | 2029-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2045#BA2343                                                                                                   | CUSIP: 3140E6S94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57651 | PA      | $55214.71      | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM8 TR                                                                                           | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 1.841% 10/25/2066 144A                                                               | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7730816 | PA      | $7115935.40    | 0.02%             | 2066-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 3.55% 03/10/2051                                                                                                | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1000000 | PA      | $688000.00     | 0.00%             | 2051-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REACH ABS TR 2025-2                                                                                         | REACH ABS TR 2025-2 4.93% 08/18/2032 144A                                                                                        | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3360130 | PA      | $3369340.93    | 0.01%             | 2032-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                                                      | CDW LLC / CDW FIN CORP 5.1% 03/01/2030                                                                                           | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5670000 | PA      | $5764807.28    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 3% 02/24/2050                                                                                         | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      278000 | PA      | $176832.78     | 0.00%             | 2050-02-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB2 TRUST                                                                                         | OBX 2024-HYB2 TRUST VAR 04/25/2053 144A                                                                                          | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      373702 | PA      | $368900.54     | 0.00%             | 2053-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 4.972%/VAR 05/16/2029                                                                                               | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    15000000 | PA      | $15223388.85   | 0.03%             | 2029-05-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 16 LTD                                                                                         | GENERATE CLO 16 LTD B TSFR3M+185 07/20/2037 144A                                                                                 | CUSIP: 37149YAG4<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501666.50     | 0.00%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 4.95% 06/15/2028                                                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7204000 | PA      | $7316132.71    | 0.02%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | ROYAL BANK OF CANADA 4.498%/VAR 08/06/2029                                                                                       | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    11500000 | PA      | $11603109.23   | 0.03%             | 2029-08-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-3                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-3 7.38% 06/25/2055 144A                                                              | CUSIP: 92262RAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      186848 | PA      | $190439.12     | 0.00%             | 2055-06-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 1/41 #AB2079                                                                                                          | CUSIP: 31416XJZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      670396 | PA      | $652649.14     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                                                 | AMERICAN HONDA FINANCE CORP FRN SOFR+73 08/13/2027                                                                               | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    10100000 | PA      | $10116341.80   | 0.02%             | 2027-08-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 09/01/2054#RJ2412                                                                                                 | CUSIP: 3142GSVE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      564191 | PA      | $574339.71     | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2046#Q41602                                                                                                 | CUSIP: 3132WEX80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10613 | PA      | $9835.11       | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2044#AL5426                                                                                                   | CUSIP: 3138ENA41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      564847 | PA      | $515935.99     | 0.00%             | 2044-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OWENS BROCKWAY GLASS CONT INC                                                                               | OWENS BROCKWAY GLASS CONT INC 6.625% 05/13/2027 144A                                                                             | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      236000 | PA      | $235815.54     | 0.00%             | 2027-05-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 2/41 #AE6394                                                                                                          | CUSIP: 31419HC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      270001 | PA      | $269716.33     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS 2016-ETC MTG TR                                                                                       | BBCMS 2016-ETC E CSTR 08/14/36                                                                                                   | CUSIP: 05491LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $4110270.75    | 0.01%             | 2036-08-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2024-8                                                                                     | ANGEL OAK MORTGAGE TRUST 2024-8 5.338% 05/27/2069 144A                                                                           | CUSIP: 03465QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1974671 | PA      | $1976785.31    | 0.00%             | 2069-05-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.0% 01/01/2037#932030                                                                                                 | CUSIP: 31412QPP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131465 | PA      | $138461.74     | 0.00%             | 2037-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-VLT7                                                                                          | BX TRUST 2025-VLT7 B TSFR1M+200 07/15/2027 144A                                                                                  | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1175000 | PA      | $1177937.50    | 0.00%             | 2044-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 VAR 02/25/2063 144A                                                                       | CUSIP: 173106AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      398943 | PA      | $333109.11     | 0.00%             | 2063-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 3.7% 10/04/2026                                                                                                 | CUSIP: 92553PBB7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      273000 | PA      | $267533.73     | 0.00%             | 2026-10-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                                              | URUGUAY REPUBLICA ORIENTAL DL 5.1% 06/18/2050                                                                                    | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      830000 | PA      | $766505.00     | 0.00%             | 2050-06-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.879 04/15/2028 USC                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -3707000 | NC      | $-12622.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 04/20/2053#MA8796                                                                                                     | CUSIP: 36179XXZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1932777 | PA      | $1727270.97    | 0.00%             | 2053-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.556000 04/02/2054                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -3178000 | NC      | $228127.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2053#CB7099                                                                                                   | CUSIP: 3140QS3H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2594138 | PA      | $2593845.39    | 0.01%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/EUR settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-704.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/45#Q36893                                                                                                      | CUSIP: 3132QTUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      186401 | PA      | $173143.87     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | FX Forward: EUR/USD settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $156.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2043#AT5907                                                                                                   | CUSIP: 3138WTR57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      103475 | PA      | $100568.68     | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.605%/VAR 04/23/2036                                                                                     | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     6233000 | PA      | $6471318.88    | 0.01%             | 2036-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2023-B                                                                              | NISSAN AUTO LEASE TRUST 2023-B 5.61% 11/15/2027                                                                                  | CUSIP: 65473FAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      270000 | PA      | $270374.17     | 0.00%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.3% 03/01/2028                                                                                    | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3420000 | PA      | $3495613.91    | 0.01%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO                                                                                             | BIRCH GROVE CLO 2023-6A A1R TSFR3M+138 07/20/2037 144A                                                                           | CUSIP: 09077FAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250863.25     | 0.00%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST                                                           | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.8% 07/15/2037                                                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2201812 | PA      | $2264169.33    | 0.01%             | 2037-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.35% 09/08/2026                                                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $2071574.32    | 0.00%             | 2026-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 12/01/2061                                  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      916000 | PA      | $622005.35     | 0.00%             | 2061-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 5.4% 06/01/2041                                                                                   | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $149268.36     | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A                                                                                               | DLLAA 2023-1A 5.93% 07/20/2026 144A                                                                                              | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         220 | PA      | $219.73        | 0.00%             | 2026-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF OK                                                                                     | PUBLIC SERVICE CO OF OK 5.2% 01/15/2035                                                                                          | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1158201.22    | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 07/20/2049#MA6038                                                                                                     | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      576353 | PA      | $514260.30     | 0.00%             | 2049-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                                                      | SPIRIT AEROSYSTEMS INC 4.6% 06/15/2028                                                                                           | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99733.57      | 0.00%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                                               | PARKLAND CORP 6.625% 08/15/2032 144A                                                                                             | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |      905000 | PA      | $932083.94     | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 02/01/2053#BX6449                                                                                                 | CUSIP: 3140NBEX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63614 | PA      | $64253.45      | 0.00%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2047#MA3182                                                                                                 | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      697079 | PA      | $641663.03     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 20 LTD                                                                                            | AIMCO CLO 20 LTD B1 TSFR3M+220 10/16/2036 144A                                                                                   | CUSIP: 00901QAC6<br>LEI: 2549009AFNTQKXTAWE65 | Long             | ABS-CBDO         | CORP              | JE        |      500000 | PA      | $500770.00     | 0.00%             | 2036-10-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC                                                             | MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A                                                   | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4233000 | PA      | $4236962.09    | 0.01%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BFLD COML MTG TR 2024-UNIV                                                                                  | BFLD COML MTG TR 2024-UNIV TSFR1M+363.953 11/15/2029 144A                                                                        | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      134000 | PA      | $134277.98     | 0.00%             | 2041-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PORT BEAUMONT TX NAV DIST DOCK and WHARF FAC REV                                                            | PORT BEAUMONT T 10% 7/1/2026                                                                                                     | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      325000 | PA      | $326917.47     | 0.00%             | 2026-07-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 3.0% 4/45#Q32729                                                                                                            | CUSIP: 3132QPA79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      602114 | PA      | $547362.91     | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                                         | EMERA US FINANCE LP 2.639% 06/15/2031                                                                                            | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1188089.08    | 0.00%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2046#U93155                                                                                                 | CUSIP: 3132QDE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11960 | PA      | $11038.00      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERATIONS USA INC                                                                        | GRIFOLS WORLDWIDE OPERATIONS TERM B 1LN 11/15/2027                                                                               | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      242745 | PA      | $242189.06     | 0.00%             | 2027-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMCC 2021-MHC                                                                                              | JPMCC 2021-MHC VAR 04/15/2038 144A                                                                                               | CUSIP: 466330AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   164060500 | PA      | $164.06        | 0.00%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 06/01/2041#MA4366                                                                                                 | CUSIP: 31418DZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2203071 | PA      | $1969151.77    | 0.00%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO VII-R LTD                                                                                   | SOUND POINT CLO VII-R LTD A1R TSFR3M+133.161 10/23/2031 144A                                                                     | CUSIP: 83610HAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4242055 | PA      | $4244014.34    | 0.01%             | 2031-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                                             | UNITED GROUP BV 3.625% 02/15/2028 REGS                                                                                           | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2289260.33    | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVE SECS TR 2022-R08                                                                            | CONNECTICUT AVE SECS TR 2022-R08 1B1 SOFR30A+560 07/25/2042 144A                                                                 | CUSIP: 20755DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1611056.70    | 0.00%             | 2042-07-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CZ030008 12/17/57 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      100000 | NC      | $6646.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                                                         | RHP HOTEL PPTYS LP and RHP FIN CORP 4.5% 02/15/2029 144A                                                                         | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $97722.83      | 0.00%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST                                                          | BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST 3.3% 06/15/2034 144A                                                          | CUSIP: 11043XAA1<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |       11982 | PA      | $11258.20      | 0.00%             | 2034-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                              | HOME DEPOT INC 4.25% 04/01/2046                                                                                                  | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      140000 | PA      | $117583.94     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-KL05 MTG TR                                                                                      | FREMF 2019-KL05 CHG MTG TR 4.37% 02/25/2029 144A                                                                                 | CUSIP: 30311NAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      339771 | PA      | $305129.27     | 0.00%             | 2029-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                                                       | ENCOMPASS HEALTH CORP 4.75% 02/01/2030                                                                                           | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      366000 | PA      | $360817.59     | 0.00%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTAGON 75 LTD                                                                                              | OCTAGON 75 LTD A1 TSFR3M+120 01/22/2038 144A                                                                                     | CUSIP: 67579EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250206.75     | 0.00%             | 2038-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2048#CA2045                                                                                                 | CUSIP: 3140Q9HX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1599757 | PA      | $1572689.52    | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 5.875% 08/08/2054                                                                                               | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2600000 | PA      | $2531100.00    | 0.01%             | 2054-08-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: EUR/USD settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3703.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNA 2018-M4 A2 3.042% 03/25/28                                                                                                   | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      233256 | PA      | $227922.38     | 0.00%             | 2028-03-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 04/30/2032                                                                                                          | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21375000 | PA      | $21498574.22   | 0.05%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2047#BE8498                                                                                                 | CUSIP: 3140FUNQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55220 | PA      | $54371.91      | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 10/01/2043#AL7855                                                                                                   | CUSIP: 3138EQWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      357077 | PA      | $325573.78     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 1/41 #AB2086                                                                                                          | CUSIP: 31416XJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      267370 | PA      | $260489.01     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 05/01/2040#AD4085                                                                                                 | CUSIP: 31418RRF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25111 | PA      | $25500.64      | 0.00%             | 2040-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28                                                 | MSBAM 2016-C28 3.272% 01/15/49                                                                                                   | CUSIP: 61766LBR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2744275 | PA      | $2731812.07    | 0.01%             | 2049-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 4.125%/VAR 06/09/2033 REGS                                                                                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      460000 | PA      | $559480.28     | 0.00%             | 2033-06-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                                                 | EQUIFAX INC 2.35% 09/15/2031                                                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      250000 | PA      | $220434.76     | 0.00%             | 2031-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR3 TR                                                                           | PROGRESS RESIDENTIAL 2021-SFR3 TR 3.436% 05/17/2026 144A                                                                         | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1483546.35    | 0.00%             | 2026-05-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                                            | ENTERGY CORP NEW 7.125%/VAR 12/01/2054                                                                                           | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1124769.76    | 0.00%             | 2054-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2047#CA0257                                                                                                 | CUSIP: 3140Q7JB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      119539 | PA      | $110895.44     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 05/01/2042#AL5788                                                                                                 | CUSIP: 3138ENNE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      325519 | PA      | $330558.26     | 0.00%             | 2042-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61                                                              | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 A3 2.406% 11/15/2054                                                              | CUSIP: 95003QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7300000 | PA      | $6542388.48    | 0.01%             | 2054-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA INC                                                                          | DOMINION ENERGY SOUTH CAROLINA INC 5.45% 02/01/2041                                                                              | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      285000 | PA      | $282445.51     | 0.00%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 08/01/2032#J37406                                                                                                   | CUSIP: 31307UGP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59261 | PA      | $57878.79      | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                                                                | NEW GOLD INC 6.875% 04/01/2032 144A                                                                                              | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |      405000 | PA      | $422158.64     | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 02/20/2051#MA7192                                                                                                     | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6228578 | PA      | $5102017.12    | 0.01%             | 2051-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ACCENTRO 2 WOHNEIGENTUM GMBH                                                                                | ACCENTRO 2 WOHNEIGENTUM GMBH 20% 09/30/2025                                                                                      | CUSIP: N/A<br>LEI: 89450029G1XWU8H02364       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116990.00     | 0.00%             | 2025-09-30      | Fixed         | 0.20%                 | No            |                  3 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.952%/VAR 05/07/2031                                                                                              | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4075149.80    | 0.01%             | 2031-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                                                        | THAMES WATER SUPER SENIOR ISSUER PLC 9.75% 10/10/2027 144A                                                                       | CUSIP: N/A<br>LEI: 635400LBEYCV7F4FC741       | Long             | DBT              | CORP              | GB        |        7226 | PA      | $10835.89      | 0.00%             | 2027-10-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 03/01/2036#CA9439                                                                                                 | CUSIP: 3140QHPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2842933 | PA      | $2687247.51    | 0.01%             | 2036-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                                           | CI FINL CORP 7.5% 05/30/2029 144A                                                                                                | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2121286.04    | 0.00%             | 2029-05-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3700                                                                                           | CUSIP: 3142GUDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      298902 | PA      | $316656.41     | 0.00%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                                                                                 | TRIMAS CORP 4.125% 04/15/2029 144A                                                                                               | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |      266000 | PA      | $255978.98     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 4.9% 09/15/2030                                                                                                   | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2863000 | PA      | $2906809.28    | 0.01%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BWAY 2013-1515 MTG TR                                                                                       | BWAY 2013-1515 MTG TR VAR 03/10/2033 144A                                                                                        | CUSIP: 05604FAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      146276 | PA      | $125269.60     | 0.00%             | 2033-03-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                                                                         | XEROX HOLDINGS CORP 8.875% 11/30/2029 144A                                                                                       | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      272000 | PA      | $165325.00     | 0.00%             | 2029-11-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2024-INV1                                                                                    | PMT LOAN TRUST 2024-INV1 A3 5.5% 10/25/2059 144A                                                                                 | CUSIP: 73015BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4616822 | PA      | $4625478.74    | 0.01%             | 2059-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032                                                                                | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    22866000 | PA      | $20783647.12   | 0.05%             | 2032-03-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2053#FS5088                                                                                                 | CUSIP: 3140XLUN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      349074 | PA      | $318841.79     | 0.00%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 7% 06/15/2038                                                                                                | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      161000 | PA      | $183269.89     | 0.00%             | 2038-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RFMSI SERIES 2006-SA4 TRUST                                                                                 | RFMSI SERIES 2006-SA4 2A1 TRUST VAR 11/25/2036                                                                                   | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       60202 | PA      | $49977.58      | 0.00%             | 2036-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2055#CC0730                                                                                                   | CUSIP: 3140Y6Y46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4391988 | PA      | $4508303.58    | 0.01%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 02/01/2042#Q06232                                                                                                 | CUSIP: 3132GRHH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      152528 | PA      | $148135.02     | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2043#MA1328                                                                                                 | CUSIP: 31418APN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57429 | PA      | $53897.34      | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 3% 02/20/2051                                                                                     | CUSIP: 38382RHG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     1559623 | PA      | $266727.85     | 0.00%             | 2051-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 10/01/2042#Q12215                                                                                                 | CUSIP: 3132HNN88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11402 | PA      | $11021.86      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                                          | PRPM 2025-RPL1 A2 4% 03/25/2055 144A                                                                                             | CUSIP: 74390WAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      621000 | PA      | $578246.63     | 0.00%             | 2055-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                                                 | NATIONWIDE BUILDING SOC(UNGTD) 2.972%/VAR 02/16/2028 144A                                                                        | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      210000 | PA      | $205833.52     | 0.00%             | 2028-02-16      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                                            | CALIBER COLLISION TERM B 1LN 01/30/2031                                                                                          | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |       64832 | PA      | $64677.95      | 0.00%             | 2031-01-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.375% 11/15/2048                                                                                    | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22847000 | PA      | $17828692.09   | 0.04%             | 2048-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 05/20/2046#AS9183                                                                                                   | CUSIP: 36193VFY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18936 | PA      | $17475.30      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/44#G60201                                                                                                      | CUSIP: 31335AGJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       58440 | PA      | $57962.59      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                              | AIR LEASE CORP 5.85% 12/15/2027                                                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      970000 | PA      | $1004254.73    | 0.00%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECS TR 2007-NCW                                                                         | MABS 2007-NCW A1 TSFR1M+41.448 5/37                                                                                              | CUSIP: 576456AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1011037 | PA      | $893232.81     | 0.00%             | 2037-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA FRN SOFR+121 09/11/2028 144A                                                                                  | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     8400000 | PA      | $8445680.46    | 0.02%             | 2028-09-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MF1 2021-W10X                                                                                               | MF1 2021-W10X B TSFR1M+ 12/15/2034 144A                                                                                          | CUSIP: 55284DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $398278.44     | 0.00%             | 2034-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2052#SD0861                                                                                                   | CUSIP: 3132DM5W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      264732 | PA      | $231828.01     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYDNEY FUTURES EXCHANGE LTD                                                                                 | AUST 10Y BOND FUT SEP25 XMU5                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |          16 | NC      | $616.92        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 05/01/2044#G08587                                                                                                 | CUSIP: 3128MJUM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62182 | PA      | $61971.90      | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 02/01/2044#Q25157                                                                                                 | CUSIP: 3132M5ME9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       64016 | PA      | $63774.95      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                                    | BUILDERS FIRSTSOURCE INC 4.25% 02/01/2032 144A                                                                                   | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      915000 | PA      | $860026.62     | 0.00%             | 2032-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                                           | STORE CAPITAL LLC 2.75% 11/18/2030                                                                                               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     1957000 | PA      | $1766106.74    | 0.00%             | 2030-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM14 A1                                                                                           | OBX 2025-NQM14 STEP 08/25/2064 144A                                                                                              | CUSIP: 673924AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3757401 | PA      | $3765075.98    | 0.01%             | 2065-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP REC 3.804 08/25/26                                                                                                     | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |     5980000 | NC      | $179742.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                                              | SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.5%/VAR 03/01/2055                                                               | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       48000 | PA      | $50169.22      | 0.00%             | 2055-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS XI LTD                                                                                  | OHA CREDIT PARTNERS XI LTD A1R2 TSFR3M+146 04/20/2037 144A                                                                       | CUSIP: 67109FAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $752121.75     | 0.00%             | 2037-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+100 10/25/2054                                                                            | CUSIP: 3137HFYT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1108945 | PA      | $1107911.91    | 0.00%             | 2054-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 08/15/2041                                                                                                               | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5739205 | PA      | $2591366.59    | 0.01%             | 2041-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 12/01/2051#CB2411                                                                                                 | CUSIP: 3140QMVD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15854175 | PA      | $13304788.98   | 0.03%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHH MORTGAGE TRUST SERIES 2008-CIM2                                                                         | PHH MORTGAGE TRUST SERIES 2008-CIM2 6% 07/25/2038                                                                                | CUSIP: 69338AAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1140 | PA      | $1018.71       | 0.00%             | 2038-07-25      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 6.875% 11/01/2029 144A                                                                                      | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      635000 | PA      | $644930.77     | 0.00%             | 2029-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                                                 | PIMCO Income Instl                                                                                                               | CUSIP: 72201F490<br>LEI: Y52315K7L96R2YWLTM72 | Long             | EC               | RF                | US        |   111129728 | NS      | $1205757553.81 | 2.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4 A1 5.35% 07/25/2065 144A                                                           | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-CBDO         | CORP              | US        |      451606 | PA      | $455078.06     | 0.00%             | 2065-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                                                  | NBN CO LTD 4% 10/01/2027 144A                                                                                                    | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     7200000 | PA      | $7166608.78    | 0.02%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG PASS-THROUGH CTFS WMALT SER 2006-4 TR                                                    | WASHINGTON MUT MTG PASS-THROUGH CTFS WMALT SER 2006-4 3A1 TR STEP 05/25/2036                                                     | CUSIP: 939344AK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      149902 | PA      | $135584.32     | 0.00%             | 2036-05-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                                                     | INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A                                                                                   | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |      440000 | PA      | $453008.60     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2028#FS3865                                                                                                   | CUSIP: 3140XKJK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      948481 | PA      | $927883.97     | 0.00%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TR                                                                                   | DIVERSIFIED HEALTHCARE TR 4.375% 03/01/2031                                                                                      | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $297215.73     | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 02/01/2054#FS7274                                                                                                   | CUSIP: 3140XPCL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3916396 | PA      | $3885358.08    | 0.01%             | 2054-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 6.2% 06/15/2036                                                                                     | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1437382.99    | 0.00%             | 2036-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053                                 | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1076000 | PA      | $879498.61     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | OTC EPUT EUR VS USD @ 1.1315 BRC                                                                                                 | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |    28623000 | NC      | $37103.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 6.05% 08/15/2056                                                                                                    | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1271000 | PA      | $1277920.77    | 0.00%             | 2056-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CK2792                                                                                                    | CUSIP: 3617XXC56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      874026 | PA      | $915478.61     | 0.00%             | 2072-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.898% 06/25/2027                                                                                 | CUSIP: 3136AV6R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2877832 | PA      | $2814173.07    | 0.01%             | 2027-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.505%/VAR 10/22/2028                                                                                      | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2979000 | PA      | $2998833.74    | 0.01%             | 2028-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BSPDF 2025-FL2 ISSUER LLC                                                                                   | BSPDF 2025-FL2 ISSUER LLC FL2 A TSFR1M+152.4 12/15/2042 144A                                                                     | CUSIP: 05615KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      105000 | PA      | $105229.69     | 0.00%             | 2042-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                                                     | AEP TRANSMISSION CO LLC 5.375% 06/15/2035                                                                                        | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      791000 | PA      | $810309.42     | 0.00%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.375% 12/15/2026                                                                                                      | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3153800 | PA      | $3176960.72    | 0.01%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2031#AS7111                                                                                                 | CUSIP: 3138WG3V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      670268 | PA      | $648298.53     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KW07 MTG TR                                                                                      | FREMF 2018-KW07 X2A MTG TR 0.1% 10/25/2031 144A                                                                                  | CUSIP: 30297NAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2944442 | PA      | $6719.51       | 0.00%             | 2031-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RCKT MTG TR 2025-CES7                                                                                       | RCKT MTG TR 2025-CES7 5.377% 07/25/2055 144A                                                                                     | CUSIP: 74943AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4165893 | PA      | $4203823.55    | 0.01%             | 2055-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMM 2018-HOME MORTGAGE TRUST                                                                               | COMM 2018-HOME MORTGAGE TRUST 3.815% 04/10/2033 144A                                                                             | CUSIP: 20048JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      699201 | PA      | $685181.60     | 0.00%             | 2033-04-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.831%/VAR 04/19/2035                                                                                             | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1388000 | PA      | $1464817.67    | 0.00%             | 2035-04-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3% 08/25/2050                                                                                     | CUSIP: 3137H6UX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1367897 | PA      | $1265802.85    | 0.00%             | 2050-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                                              | WALT DISNEY CO 3.6% 01/13/2051                                                                                                   | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      800000 | PA      | $587165.50     | 0.00%             | 2051-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2020-A                                                                         | HILTON GRAND VACATIONS TRUST 2020-A 6.42% 02/25/2039 144A                                                                        | CUSIP: 43285HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       48991 | PA      | $49622.78      | 0.00%             | 2039-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                                            | BERRY GLOBAL INC 5.5% 04/15/2028                                                                                                 | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     4810000 | PA      | $4960999.18    | 0.01%             | 2028-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES3                                                                               | RCKT MORTGAGE TRUST 2024-CES3 VAR 05/25/2044 144A                                                                                | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      703000 | PA      | $713733.74     | 0.00%             | 2044-05-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                                                       | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 4.375% 02/02/2052                                                          | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1620000 | PA      | $1234552.10    | 0.00%             | 2052-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2                                                               | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2 C 5.26% 06/25/2060 144A                                                            | CUSIP: 39571VAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      133000 | PA      | $134399.69     | 0.00%             | 2060-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                                                                                    | ROCKETMTGE C0-ISSUER INC 4% 10/15/2033 144A                                                                                      | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $15326.95      | 0.00%             | 2033-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR EUR ESTRON 2.05630 11/18/24 5Y LCH                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -6100000 | NC      | $-8680.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                                                     | AMER WATER CAP CORP 3.45% 06/01/2029                                                                                             | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17588.56      | 0.00%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 4/42 #AK9701                                                                                                          | CUSIP: 3138EEX79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41337 | PA      | $40096.79      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 12/01/2052#SD8278                                                                                                   | CUSIP: 3132DWFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1448201 | PA      | $1487233.65    | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                                    | AES CORP 3.95% 07/15/2030 144A                                                                                                   | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     9327000 | PA      | $9001225.14    | 0.02%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                                                    | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+96 09/25/2027 144A                                                             | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3009490.02    | 0.01%             | 2027-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 5.375% 02/15/2033                                                                                         | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1352000 | PA      | $1399575.78    | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: EUR/USD settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-85631.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#BU5834                                                                                                   | CUSIP: 3140M7PU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      610998 | PA      | $489839.28     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.05% 04/15/2053                                                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      195000 | PA      | $171148.00     | 0.00%             | 2053-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: TRY/USD settle 2025-09-29                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $27101.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                                       | MOLINA HEALTHCARE INC 3.875% 05/15/2032 144A                                                                                     | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      155000 | PA      | $138589.41     | 0.00%             | 2032-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC 05-42CB A1 TSFR1M+79.448 10/25/2035                                                                                    | CUSIP: 12667G4S9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1109401 | PA      | $609025.10     | 0.00%             | 2035-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                                                     | PUBLIC SERVICE CO OF CO 4.05% 09/15/2049                                                                                         | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       77000 | PA      | $58756.13      | 0.00%             | 2049-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 03/01/2043#Q16673                                                                                                 | CUSIP: 3132J72F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      364668 | PA      | $333713.33     | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                                             | NEVADA POWER CO 6.65% 04/01/2036                                                                                                 | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1714997.72    | 0.00%             | 2036-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2021-2                                                                   | REGIONAL MANAGEMENT ISSUANCE TRUST 2021-2 A 1.9% 08/15/2033 144A                                                                 | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      520000 | PA      | $498097.50     | 0.00%             | 2033-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                                                     | PHILIPPINES REPUBLIC OF 5.5% 02/04/2035                                                                                          | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     2790000 | PA      | $2932987.50    | 0.01%             | 2035-02-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2017-ASHF                                                                           | MORGAN STANLEY CAP I TR 2017-ASHF G TSFR1M+7.19700 11/15/2034 144A                                                               | CUSIP: 61691KAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14000 | PA      | $13236.96      | 0.00%             | 2034-11-15      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 12/01/2031#AS8511                                                                                                 | CUSIP: 3138WJN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      982767 | PA      | $948450.77     | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RALI SER 2007-QS8 TR                                                                                        | RALI SERIES 2007-QS8 TRUST 6% 06/25/2037                                                                                         | CUSIP: 74922UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      704014 | PA      | $572479.40     | 0.00%             | 2037-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 TR CSTR 07/25/2070                                                                                                 | CUSIP: 62916TAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      286000 | PA      | $273819.60     | 0.00%             | 2070-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2042#AO2993                                                                                                 | CUSIP: 3138LTKF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      629030 | PA      | $593961.77     | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 10/01/2041#AL4242                                                                                                 | CUSIP: 3138ELWC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      196448 | PA      | $199513.02     | 0.00%             | 2041-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 5.25% 03/01/2052                                                                                     | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      398000 | PA      | $339203.18     | 0.00%             | 2052-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES LTD                                                                                  | THAMES WATER UTILITIES LTD 0% 03/22/2027 144A                                                                                    | CUSIP: 882918AA3<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |        4026 | PA      | $4583.80       | 0.00%             | 2027-03-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AU CA BRIDGE REV                                                                              | BAY AREA TA CA 6.263% 4/1/49                                                                                                     | CUSIP: 072024ND0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3565000 | PA      | $3698608.36    | 0.01%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 10/41 #AJ4047                                                                                                         | CUSIP: 3138AVP90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      220121 | PA      | $213964.85     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q02189                                                                                                 | CUSIP: 3132GFNE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24108 | PA      | $24412.70      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                                           | GUATEMALA REP OF 6.25% 08/15/2036 144A                                                                                           | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      669000 | PA      | $685240.51     | 0.00%             | 2036-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                                                                                    | UNITED STATES STEEL CORP 6.875% 03/01/2029                                                                                       | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |      167000 | PA      | $168254.34     | 0.00%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 X VAR 02/25/2063 144A                                                                               | CUSIP: 173106AJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8905171 | PA      | $5343.10       | 0.00%             | 2063-02-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| BX COML MTG TR 2024-XL5                                                                                     | BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A                                                                         | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15198194 | PA      | $15217175.20   | 0.03%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2024-2                                                                                 | CARMAX AUTO OWNER TR 2024-2 5.65% 05/17/2027                                                                                     | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      354289 | PA      | $354931.99     | 0.00%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                              | BOMBARDIER INC 6.75% 06/15/2033 144A                                                                                             | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      355000 | PA      | $369150.66     | 0.00%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                                                    | SCE RECOVERY FUNDING LLC 4.697% 06/15/2042                                                                                       | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       27937 | PA      | $27435.91      | 0.00%             | 2042-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP                                                                                                  | HERTZ CORP 4.625% 12/01/2026 144A                                                                                                | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      372000 | PA      | $344818.48     | 0.00%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OSS 2024-H6 MTG TR                                                                                          | CROSS 2024-H6 MORTGAGE TRUST 5.129% 09/25/2069 144A                                                                              | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7102549 | PA      | $7090896.85    | 0.02%             | 2069-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-FRR1 TR                                                                                           | CFMT 2021-FRR1 BK98 TR 0% 08/29/2029 144A                                                                                        | CUSIP: 12529YBY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2368616 | PA      | $1796616.79    | 0.00%             | 2029-08-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 12/01/2051#CB2320                                                                                                 | CUSIP: 3140QMSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2301235 | PA      | $1941978.70    | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/AUD settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-41257.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 7.5% 05/20/2032#005020                                                                                                   | CUSIP: 36202FSH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1142 | PA      | $1192.83       | 0.00%             | 2032-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR1 TRUST                                                                                        | AMSR 2021-SFR1 TRUST 2.153% 06/17/2038 144A                                                                                      | CUSIP: 00179DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3755125.20    | 0.01%             | 2038-06-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 06/01/2041#BR1090                                                                                                 | CUSIP: 3140KYF82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      385640 | PA      | $345771.26     | 0.00%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 4.75% 11/01/2031                                                                                          | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3043292.76    | 0.01%             | 2031-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIFC 2021-7A                                                                                                | CIFC 2021-7A B TSFR3M+186.161 01/23/2035 144A                                                                                    | CUSIP: 12567HAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3800000 | PA      | $3800000.00    | 0.01%             | 2035-01-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2023-2                                                                             | FOUNDATION FINANCE TRUST 2023-2 6.97% 06/15/2049 144A                                                                            | CUSIP: 35042RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1845950 | PA      | $1930349.52    | 0.00%             | 2049-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 08/15/2046#AT7652                                                                                                   | CUSIP: 36194GQD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       55539 | PA      | $52558.36      | 0.00%             | 2046-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                                             | NXP B V/NXP FDG LLC/NXP USA INC 4.85% 08/19/2032                                                                                 | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1461000 | PA      | $1460202.88    | 0.00%             | 2032-08-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | IRS EUR 3.00000 03/18/26 30Y LCH                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -830000 | NC      | $3590.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 02/01/2043#AR4159                                                                                                 | CUSIP: 3138W1TR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      487752 | PA      | $473116.36     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 06/01/2040#MA4045                                                                                                   | CUSIP: 31418DP71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      874989 | PA      | $763266.65     | 0.00%             | 2040-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUTONORIA SPAIN 2025-1 FT                                                                                   | AUTONORIA SPAIN 2025-1 FT 1MEUR+300 04/30/2043 REGS                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | ES        |      100000 | PA      | $117720.40     | 0.00%             | 2043-04-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                                             | BANK 2023-BNK45 5.203% 02/15/2056                                                                                                | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1330225.52    | 0.00%             | 2056-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS LTD                                                                           | IRB INFRASTRUCTURE DEVELOP LTD 7.11% 03/11/2032 REGS                                                                             | CUSIP: N/A<br>LEI: 335800XGO3AITGW6AK27       | Long             | DBT              | CORP              | IN        |      900000 | PA      | $920250.00     | 0.00%             | 2032-03-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TERWIN MORTGAGE TRUST                                                                                       | TMTS 2003-4HE A TSFR1M+97.448 9/34                                                                                               | CUSIP: 881561BU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        3002 | PA      | $3126.82       | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 5.125% 02/15/2030                                                                                         | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     7455000 | PA      | $7714990.37    | 0.02%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                                              | PROTECTIVE LIFE GLOBAL FUNDING 5.467% 12/08/2028 144A                                                                            | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |      333000 | PA      | $345620.34     | 0.00%             | 2028-12-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2933 ZM 5.75% 02/15/2035                                                                                                     | CUSIP: 31395MT74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      248888 | PA      | $253815.29     | 0.00%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                                              | CANADIAN NATL RESOURCES LTD 5.4% 12/15/2034 144A                                                                                 | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     4100000 | PA      | $4107322.35    | 0.01%             | 2034-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 2.4% 12/15/2031                                                                                          | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $904047.76     | 0.00%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 10/01/2035#SB8504                                                                                                 | CUSIP: 3132D6NV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3567279 | PA      | $3383074.19    | 0.01%             | 2035-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2048#BK9556                                                                                                   | CUSIP: 3140HPTN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65485 | PA      | $62184.94      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 5.65% 02/15/2036                                                                                                  | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     4258000 | PA      | $4300619.81    | 0.01%             | 2036-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 5.449%/VAR 06/11/2035                                                                                              | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      265000 | PA      | $272407.66     | 0.00%             | 2035-06-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.625% 07/15/2054                                                                                         | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      880000 | PA      | $837640.34     | 0.00%             | 2054-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 11/40 #AE6344                                                                                                         | CUSIP: 31419HBN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43754 | PA      | $43697.46      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                                                         | PORT NY NJ 4.458% 10/01/2062                                                                                                     | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      515000 | PA      | $429481.16     | 0.00%             | 2062-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                                                                                    | MASSMUTUAL GLOBAL FDG II 4.3% 10/22/2027 144A                                                                                    | CUSIP: 57629W3T5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11053114.38   | 0.02%             | 2027-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2050#SD7512                                                                                                   | CUSIP: 3132DVKZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11783566 | PA      | $10418386.96   | 0.02%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRPM 2022-INV1 TRUST                                                                                        | PRPM 2022-INV1 A2 TRUST CSTR 04/25/2067 144A                                                                                     | CUSIP: 69377EAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      616614 | PA      | $600533.37     | 0.00%             | 2067-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                                                | THERMO FISHER SCIENTIFIC INC 2.8% 10/15/2041                                                                                     | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      620000 | PA      | $447248.66     | 0.00%             | 2041-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                                                         | NY *PORT AUTH-TXB-165TH 5.647% 11/01/40                                                                                          | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      240000 | PA      | $252843.36     | 0.00%             | 2040-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                          | EXPAND ENERGY CORP 5.375% 03/15/2030                                                                                             | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1139000 | PA      | $1150489.09    | 0.00%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.615%/VAR 07/23/2036                                                                                      | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2380000 | PA      | $2427616.66    | 0.01%             | 2036-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5% 05/01/2053#RA9056                                                                                                   | CUSIP: 3133KRBZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      592939 | PA      | $588610.19     | 0.00%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 7.69% 01/23/2050                                                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    25110000 | PA      | $21413556.90   | 0.05%             | 2050-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | LCH OIS SOFRV3.75% MAC 09/17/28                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -167708000 | NC      | $-1470858.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OHA CR FDG 6 LTD / OHA CR FDG 6 LLC                                                                         | OHA CR FDG 6 LTD / OHA CR FDG 6 LLC AR2 TSFR3M+133 10/20/2037 144A                                                               | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4087000 | PA      | $4096796.54    | 0.01%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6% 03/15/2031                                                                                     | CUSIP: 3133TSBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         467 | PA      | $479.23        | 0.00%             | 2031-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.875% 08/04/2026                                                                                            | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      176000 | PA      | $176721.60     | 0.00%             | 2026-08-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KW06 MTG TR                                                                                      | FREMF 2018-KW06 X2A MTG TR 0.1% 06/25/2028 144A                                                                                  | CUSIP: 30306WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3118460 | PA      | $6251.58       | 0.00%             | 2028-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 08/01/2050#BQ0233                                                                                                   | CUSIP: 3140KKHK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      114752 | PA      | $92290.84      | 0.00%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                                                 | EQUINIX INC 2.5% 05/15/2031                                                                                                      | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     2505000 | PA      | $2246751.51    | 0.01%             | 2031-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                                 | METLIFE INC 6.5% 12/15/2032                                                                                                      | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       20000 | PA      | $22468.72      | 0.00%             | 2032-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2052#SD8267                                                                                                   | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3004158 | PA      | $2984104.41    | 0.01%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR2 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR2 TRUST 4.5% 07/17/2039 144A                                                                              | CUSIP: 33767PAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $962452.40     | 0.00%             | 2039-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 02/46#BC1354                                                                                                      | CUSIP: 3140EVQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      166879 | PA      | $154812.35     | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 12/39 #AC8512                                                                                                         | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      208793 | PA      | $208637.02     | 0.00%             | 2039-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                                     | BRISTOL-MYERS SQUIBB CO 4.125% 06/15/2039                                                                                        | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      300000 | PA      | $267268.79     | 0.00%             | 2039-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2015-GC33                                                                             | CGCMT 2015-GC33 XA CSTR 09/58                                                                                                    | CUSIP: 29425AAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2742923 | PA      | $89.69         | 0.00%             | 2058-09-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| REGATTA XVI FUNDING LTD                                                                                     | REGATTA XVI FUNDING LTD A1R TSFR3M+120 01/15/2033 144A                                                                           | CUSIP: 75888TAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12071676 | PA      | $12089638.35   | 0.03%             | 2033-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DAA FINANCE PLC                                                                                             | DAA FINANCE PLC 1.554% 06/07/2028 REGS                                                                                           | CUSIP: N/A<br>LEI: 635400KLDJPEGQCL6H42       | Long             | DBT              | CORP              | IE        |     3200000 | PA      | $3633451.06    | 0.01%             | 2028-06-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US DEPT VETS AFF GTD REMI PASS                                                                              | VENDE 1996-2 1Z 6.75 6/26                                                                                                        | CUSIP: 911760HH2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |         537 | PA      | $541.01        | 0.00%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 2.2% 06/15/2028                                                                                               | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      791000 | PA      | $753396.60     | 0.00%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2024-7                                                                              | VERUS SECURITIZATION TRUST 2024-7 B1 6.496% 09/25/2069 144A                                                                      | CUSIP: 924925AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      299000 | PA      | $299778.24     | 0.00%             | 2069-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                                       | SWITCH ABS ISSUER LLC 2025-1A A2 5.036% 03/25/2055 144A                                                                          | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3470000 | PA      | $3434792.34    | 0.01%             | 2055-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                                                | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 06/15/2029 144A                                                  | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $183896.49     | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 8% 07/18/2027                                                                                         | CUSIP: 31359PW77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         139 | PA      | $141.82        | 0.00%             | 2027-07-18      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                   | OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036                                                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4344648.00    | 0.01%             | 2036-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIV CA REGTS MED CTR POOLED REV                                                                            | UNIV CA MED CTR 4.563% 5/15/2053                                                                                                 | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      875000 | PA      | $734561.28     | 0.00%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP                                                                 | PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 2.746% 10/01/2026                                                                    | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $177190.81     | 0.00%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                                                    | ENGIE SA 4.25% 09/06/2034 REGS                                                                                                   | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $487314.60     | 0.00%             | 2034-09-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 02/01/2050#SD8043                                                                                                 | CUSIP: 3132DV5C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      357116 | PA      | $300583.98     | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTL LTD                                                                                        | WEATHERFORD INTL LTD 8.625% 04/30/2030 144A                                                                                      | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      100000 | PA      | $102492.20     | 0.00%             | 2030-04-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| INVESCO US CLO 2024-3 LTD                                                                                   | INVESCO US CLO 2024-3 LTD A TSFR3M+151 07/20/2037 144A                                                                           | CUSIP: 46148HAB4<br>LEI: 254900GU4U8LUX3GA959 | Long             | ABS-CBDO         | CORP              | JE        |     4204000 | PA      | $4219453.90    | 0.01%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y C 3.52000 L 09/04/2025 GLM                                                                                           | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -3700000 | NC      | $-545.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 06/01/2031#AS7325                                                                                                 | CUSIP: 3138WHD74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      537523 | PA      | $519709.76     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 06/01/2035#QN2586                                                                                                   | CUSIP: 3133G82T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    19262534 | PA      | $17837331.45   | 0.04%             | 2035-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                                          | BUNGE LTD FIN CORP 2.75% 05/14/2031                                                                                              | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      310000 | PA      | $283219.70     | 0.00%             | 2031-05-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2052#MA4738                                                                                                 | CUSIP: 31418EHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1861538 | PA      | $1884553.52    | 0.00%             | 2052-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                                                      | CHUBB INA HOLDINGS INC 1.55% 03/15/2028                                                                                          | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $5253314.27    | 0.01%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP PAY 4.025 04/23/30                                                                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    13900000 | NC      | $490007.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO FRN SOFR+92 04/22/2028                                                                                     | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      500000 | PA      | $502865.85     | 0.00%             | 2028-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                                          | ATHENE HOLDING LTD T5Y+NA 06/28/2055                                                                                             | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      315000 | PA      | $317497.95     | 0.00%             | 2055-06-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 B3 TR VAR 02/25/2070 144A                                                                                          | CUSIP: 62916TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      179000 | PA      | $161893.88     | 0.00%             | 2070-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2013-134 SA SOFR30A+593.552 01/25/2044                                                            | CUSIP: 3136AHTW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       62706 | PA      | $7277.46       | 0.00%             | 2044-01-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                                              | EUROPEAN UNION 0.75% 04/04/2031 REGS                                                                                             | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      313000 | PA      | $332484.77     | 0.00%             | 2031-04-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERN FIN                                                                                          | COREVEST AMERICAN FINANCE 2018-1 E TRUST VAR 06/15/2051 144A                                                                     | CUSIP: 21872BAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3034000 | PA      | $3002733.42    | 0.01%             | 2051-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885802 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      100000 | NC      | $-12610.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.71% 09/01/2030#AN9293                                                                                                | CUSIP: 3138LNKF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      733284 | PA      | $718917.72     | 0.00%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                                                                              | OHIO EDISON CO 6.875% 07/15/2036                                                                                                 | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1869487.27    | 0.00%             | 2036-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2052#FS1836                                                                                                 | CUSIP: 3140XHBE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5737160 | PA      | $4841504.80    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 10/01/2036#BU1080                                                                                                   | CUSIP: 3140M2FW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1097567 | PA      | $1014644.92    | 0.00%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.9% 05/01/2049                                                                                                        | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      985000 | PA      | $716565.88     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5330 FA SOFR30A+105 08/25/2053                                                                    | CUSIP: 3137HAFW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2943781 | PA      | $2940880.05    | 0.01%             | 2053-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAP CLO 10 LTD / DIAMETER CAP CLO 10 LLC                                                           | DIAMETER CAPITAL CLO 10 LTD A TSFR3M+131 04/20/2038 144A                                                                         | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      574000 | PA      | $575641.64     | 0.00%             | 2038-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                                             | DANSKE BANK AS (UNGTD) 5.705%/VAR 03/01/2030 144A                                                                                | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $417436.30     | 0.00%             | 2030-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 02/43#MA0784                                                                                                          | CUSIP: 36179M2R0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      101485 | PA      | $98023.11      | 0.00%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2009-12                                                                                 | CITIGROUP MTG LN TR 2009-12 11.151088% 07/25/2037 144A                                                                           | CUSIP: 173097AK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      355583 | PA      | $160240.36     | 0.00%             | 2037-07-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2042#MA1283                                                                                                 | CUSIP: 31418AM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16921 | PA      | $15888.18      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 01/01/2053#RA8208                                                                                                   | CUSIP: 3133KQDM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34740 | PA      | $34486.85      | 0.00%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6% 10/01/2055 #TBA                                                                                                     | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    41649000 | PA      | $42517773.15   | 0.10%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                                                   | CARPENTER TECHNOLOGY CORP 6.375% 07/15/2028                                                                                      | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      209000 | PA      | $209621.98     | 0.00%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/48#CA1199                                                                                                        | CUSIP: 3140Q8KM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5015 | PA      | $4775.28       | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDINGS INC                                                                             | KRONOS ACQUISITION HOLDINGS INC 8.25% 06/30/2031 144A                                                                            | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $103950.00     | 0.00%             | 2031-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNW 2003-W4 2A 5.805% 10/42                                                                                                      | CUSIP: 31393AP68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1295 | PA      | $1312.22       | 0.00%             | 2042-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 6.5% 02/15/2053                                                                                                   | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       92000 | PA      | $94018.46      | 0.00%             | 2053-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                                                       | WILLIAMS SCOTSMAN INC 6.625% 06/15/2029 144A                                                                                     | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      800000 | PA      | $819568.80     | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                                           | ATMOS ENERGY CORP 5.5% 06/15/2041                                                                                                | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       57000 | PA      | $57463.03      | 0.00%             | 2041-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-1                                                                             | ANGEL OAK MORTGAGE TRUST 2024-1 5.21% 08/25/2068 144A                                                                            | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-CBDO         | CORP              | US        |       65467 | PA      | $65548.38      | 0.00%             | 2068-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                                                  | INTUIT INC 1.35% 07/15/2027                                                                                                      | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $190875.69     | 0.00%             | 2027-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARS MTI-1 L P / CARS MTI-2 L L C / CARS MTI-3 L L C / CARS MTI-4 L P / CARS MTI-5 L P / (CARS MTI-7 L L C) | CARS MTI-1 L P / CARS MTI-2 L L C / CARS MTI-3 L L C / CARS MTI-4 L P / CARS MTI-5 L P / (CARS MTI-7 L L C) 3.1% 12/15/2050 144A | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      165721 | PA      | $157017.42     | 0.00%             | 2050-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 06/01/2045#Q33871                                                                                                 | CUSIP: 3132QQJR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      222708 | PA      | $202616.33     | 0.00%             | 2045-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                                                              | CSMC 2021-BHAR TSFR1M+126.448 11/15/2038 144A                                                                                    | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      228000 | PA      | $227002.50     | 0.00%             | 2038-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: EUR/USD settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $1735.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                                    | ACADIA HEALTHCARE CO INC 5.5% 07/01/2028 144A                                                                                    | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      118000 | PA      | $117404.95     | 0.00%             | 2028-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 5% 06/20/2063#CU1091                                                                                                   | CUSIP: 3618BJF80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      533391 | PA      | $526384.78     | 0.00%             | 2063-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 SA VAR 02/25/2063 144A                                                                    | CUSIP: 173106AK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        9726 | PA      | $9399.32       | 0.00%             | 2063-02-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SFAVE COML MTG SECS TR 2015-5AVE                                                                            | SFAVE COML MTG SECS TR 15-5AVE VAR 01/05/2035 144A                                                                               | CUSIP: 78413MAA6<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |      740000 | PA      | $638668.69     | 0.00%             | 2043-01-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2052#QE5493                                                                                                   | CUSIP: 3133BFC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22008 | PA      | $20899.19      | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5425 FK SOFR30A+120 06/25/2054                                                                    | CUSIP: 3137HCYX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2137961 | PA      | $2143506.82    | 0.00%             | 2054-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                                              | SERVICE CORP INTERNATIONAL INC 3.375% 08/15/2030                                                                                 | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92401.51      | 0.00%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+9122.171 04/25/2038                                                                       | CUSIP: 31398TJZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        9391 | PA      | $1764.75       | 0.00%             | 2038-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                                        | WR GRACE HOLDING LLC 4.875% 06/15/2027 144A                                                                                      | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      271000 | PA      | $268819.50     | 0.00%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FS1030                                                                                                   | CUSIP: 3140XGEC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      992286 | PA      | $860890.35     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 03/01/2037#RC2467                                                                                                   | CUSIP: 3133L8W43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      366103 | PA      | $339587.37     | 0.00%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                                                         | PECO ENERGY COMPANY 3.7% 09/15/2047                                                                                              | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      315000 | PA      | $236906.44     | 0.00%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-ADV                                                                                               | CSMC 2021-ADV A TSFR1M+151.448 07/15/2038 144A                                                                                   | CUSIP: 12660WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $452536.55     | 0.00%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LCM 31 LTD                                                                                                  | LCM 31 LTD AR TSFR3M+128 07/20/2034 144A                                                                                         | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4499779.50    | 0.01%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.25% 04/01/2033#BS1636                                                                                                | CUSIP: 3140LBZA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1272605 | PA      | $1107664.57    | 0.00%             | 2033-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 06/01/2054#FS8226                                                                                                 | CUSIP: 3140XQD87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1771641 | PA      | $1864973.69    | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.75% 02/15/2041                                                                                     | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3424700 | PA      | $3452258.15    | 0.01%             | 2041-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 7% 12/01/2025                                                                                                      | CUSIP: 172967AQ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32211.87      | 0.00%             | 2025-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 02/01/2043#AR6381                                                                                                 | CUSIP: 3138W4CT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13859 | PA      | $12748.10      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 6.7% 12/15/2033                                                                                                 | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      202000 | PA      | $223397.86     | 0.00%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                                                 | SUNOCO LP / SUNOCO FIN CORP 4.5% 04/30/2030                                                                                      | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $120796.19     | 0.00%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 10/01/2054#DC3051                                                                                                   | CUSIP: 3140AQL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8637239 | PA      | $8520202.93    | 0.02%             | 2054-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                                         | MEDLINE BORROWER LP 3.875% 04/01/2029 144A                                                                                       | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     5037000 | PA      | $4836763.13    | 0.01%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-AUTO RECEIVABLES TR 2023-1                                                                         | MERCEDES-BENZ AUTO RECEIVABLES TR 2023-1 4.51% 11/15/2027                                                                        | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2476827 | PA      | $2479697.15    | 0.01%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES TR 2024-IND2                                                                                           | ARES TR 2024-IND2 A TSFR1M+144.3 10/15/2034 144A                                                                                 | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      680000 | PA      | $681275.00     | 0.00%             | 2034-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XXIII LTD                                                                            | ATLAS SENIOR LOAN FUND XXIII LTD B TSFR3M+200 07/20/2037 144A                                                                    | CUSIP: 04942HAE5<br>LEI: 213800M7WM9TKCR3TF76 | Long             | ABS-CBDO         | CORP              | JE        |    14000000 | PA      | $14042868.00   | 0.03%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.25% 03/31/2028                                                                                                       | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2036400 | PA      | $1919943.38    | 0.00%             | 2028-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2042#AO3740                                                                                                 | CUSIP: 3138LUEN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13383 | PA      | $13327.90      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 8.875% 11/15/2038                                                                                 | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       19000 | PA      | $25248.74      | 0.00%             | 2038-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 01/01/2032#G16177                                                                                                   | CUSIP: 3128MFCN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      545345 | PA      | $520974.28     | 0.00%             | 2032-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-VIS1                                                                          | JP MORGAN MORTGAGE TRUST 2025-VIS1 6.412% 08/25/2055 144A                                                                        | CUSIP: 46659BAF9<br>LEI: 529900CBDGTUOOQONB64 | Long             | ABS-CBDO         | CORP              | US        |      220000 | PA      | $222846.03     | 0.00%             | 2055-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NATL MTG AS GTD RE PTT 3.1935% 02/25/2030                                                                                | CUSIP: 3136B1LF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      775036 | PA      | $745659.98     | 0.00%             | 2030-02-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 10/20/2054#MA9963                                                                                                   | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8836452 | PA      | $8525897.19    | 0.02%             | 2054-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+598.552 12/20/2034                                                                         | CUSIP: 38374KGQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        9498 | PA      | $693.91        | 0.00%             | 2034-12-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.9% 01/07/2035                                                                                         | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      355000 | PA      | $360508.96     | 0.00%             | 2035-01-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      200000 | NC      | $31981.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLEGRO CLO LTD                                                                                             | ALLEGRO CLO LTD 2021-1A A1R TSFR3M+134 07/20/2038 144A                                                                           | CUSIP: 01750WAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4673000 | PA      | $4689135.87    | 0.01%             | 2038-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 06/01/2050#SD8080                                                                                                   | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    37217625 | PA      | $29895674.85   | 0.07%             | 2050-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                                          | BX TRUST 2025-ROIC TSFR1M+294.129 03/15/2030 144A                                                                                | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      722183 | PA      | $708643.01     | 0.00%             | 2030-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2049#BN6567                                                                                                 | CUSIP: 3140JPJM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34216 | PA      | $31293.05      | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                                               | LGI HOMES INC 7% 11/15/2032 144A                                                                                                 | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      365000 | PA      | $355968.08     | 0.00%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                                                       | HIGHTOWER HOLDING LLC 6.75% 04/15/2029 144A                                                                                      | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      350000 | PA      | $348804.05     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 13 08-13-25-01-02-29 CME                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |   -49200000 | NC      | $23977.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                                              | SALESFORCE INC 2.7% 07/15/2041                                                                                                   | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      480000 | PA      | $345102.05     | 0.00%             | 2041-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF                                                                              | BRAZIL FEDERATIVE REPUBLIC OF 6% 10/20/2033                                                                                      | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      700000 | PA      | $704200.00     | 0.00%             | 2033-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.915%/VAR 01/24/2029                                                                                      | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10317000 | PA      | $10500811.18   | 0.02%             | 2029-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LN TR 06 FF13                                                                            | FIRST FRANKLIN MTG LN TRO6FF13 STEP 10/25/2036                                                                                   | CUSIP: 30247DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       33478 | PA      | $20917.77      | 0.00%             | 2036-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | FX Forward: GBP/USD settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-64861.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | ROYAL BANK OF CANADA 3.125%/VAR 09/27/2031 REGS                                                                                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      805000 | PA      | $941982.63     | 0.00%             | 2031-09-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOODGREEN 2018-1                                                                                            | GOODGREEN 2018-1 VAR 10/15/2053 144A                                                                                             | CUSIP: 38218GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      100085 | PA      | $92438.02      | 0.00%             | 2053-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                                                     | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                                                    | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $123147.00     | 0.00%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WILDWOOD PARK CLO LTD                                                                                       | WILDWOOD PARK CLO LTD A TSFR3M+136 10/20/2037 144A                                                                               | CUSIP: 968209AA4<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $251003.50     | 0.00%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                           | EVERSOURCE ENERGY CP 0% 09/24/2025                                                                                               | CUSIP: 30040XWQ5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5083008.33    | 0.01%             | 2025-09-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 13.0166 08/12/25 01/02/29 CME                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |  -202700000 | NC      | $87863.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 4.5% 04/22/2029                                                                                     | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2920000 | PA      | $2909050.00    | 0.01%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 5.3% 01/15/2029                                                                                     | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      822000 | PA      | $836906.15     | 0.00%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD/CAYMAN ISLANDS                                                                               | BABSON CLO LTD/CAYMAN ISLANDS A1R2 TSFR3M+126 01/15/2038 144A                                                                    | CUSIP: 06762LAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3908000 | PA      | $3914584.98    | 0.01%             | 2038-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 2.976%/VAR 11/05/2030                                                                                              | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2132000 | PA      | $2014743.60    | 0.00%             | 2030-11-05      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/20/2046#AS8103                                                                                                   | CUSIP: 36193UAC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       31759 | PA      | $29219.60      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 06/01/2053#RA9278                                                                                                   | CUSIP: 3133KRJX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      569882 | PA      | $588625.10     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2047#MA3149                                                                                                   | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1372172 | PA      | $1304312.76    | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 08/20/2052#MA8202                                                                                                     | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2760691 | PA      | $2745995.89    | 0.01%             | 2052-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-10-20                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $422.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+738.552 12/25/2031                                                                        | CUSIP: 31392BGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2758 | PA      | $216.67        | 0.00%             | 2031-12-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.64159 04-07-25-30Y* LCH                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -4500000 | NC      | $339337.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 10/01/2050#MA4157                                                                                                 | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2372085 | PA      | $1803293.64    | 0.00%             | 2050-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                                                    | AMPHENOL CORPORATION NEW 2.8% 02/15/2030                                                                                         | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1158680.88    | 0.00%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                                                 | PROLOGIS LP 2.125% 10/15/2050                                                                                                    | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       43000 | PA      | $22791.72      | 0.00%             | 2050-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2052#SD8227                                                                                                   | CUSIP: 3132DWD83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1761345 | PA      | $1651672.91    | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2021-IP                                                                                 | GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A                                                                                    | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7945000 | PA      | $7940055.03    | 0.02%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSN FD REV                                                                              | MASSACHUSETTS ST TRANSN FD REVBUILD AMERICA BONDS-RECOVERY ZONE ECON DEV BONDS                                                   | CUSIP: 57604TAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      150000 | PA      | $153818.69     | 0.00%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                                                    | BHP BILLITON FIN USA LTD 5.3% 02/21/2035                                                                                         | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      555000 | PA      | $570303.65     | 0.00%             | 2035-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/GBP settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-32357.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 04/01/2053#SD8315                                                                                                   | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7716679 | PA      | $7643465.96    | 0.02%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 12/01/2052#CB5324                                                                                                 | CUSIP: 3140QQ4J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52275 | PA      | $54469.91      | 0.00%             | 2052-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                                                        | THAMES WATER SUPER SENIOR ISSUER PLC 9.75% 10/10/2027 144A                                                                       | CUSIP: N/A<br>LEI: 635400LBEYCV7F4FC741       | Long             | DBT              | CORP              | GB        |       25523 | PA      | $38289.19      | 0.00%             | 2027-10-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 02/25/2044                                                                                    | CUSIP: 31393YV51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       56803 | PA      | $322.94        | 0.00%             | 2044-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 09/01/2052#SD8246                                                                                                   | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7706405 | PA      | $7647738.92    | 0.02%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 1/41 #AH2689                                                                                                          | CUSIP: 3138A37B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84889 | PA      | $84795.56      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 06/25/2049                                                                                     | CUSIP: 3136BMER5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      805461 | PA      | $749547.30     | 0.00%             | 2049-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021                                                                             | VERUS SECURITIZATION TRUST 2021 3.203% 06/25/2066 144A                                                                           | CUSIP: 92539LAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $73367.21      | 0.00%             | 2066-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS and ANNUITY ASSN AMER                                                                          | TEACHERS INS and ANNUITY ASSN AMER 3.3% 05/15/2050 144A                                                                          | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $811856.22     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 07/01/2050#CA6416                                                                                                   | CUSIP: 3140QEDW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1824994 | PA      | $1608427.58    | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                                               | MODIVCARE TERM B 1LN 07/01/2031                                                                                                  | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |      603036 | PA      | $263828.44     | 0.00%             | 2031-07-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                             | SANTANDER UK GROUP HOLDINGS PLC 1.673%/VAR 06/14/2027                                                                            | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1065000 | PA      | $1042321.24    | 0.00%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                                              | CONSOLIDATED ENERGY TERM B 1LN 11/15/2030                                                                                        | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |      334154 | PA      | $315962.69     | 0.00%             | 2030-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 02/01/2052#RA6773                                                                                                   | CUSIP: 3133KNQ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1037055 | PA      | $837568.40     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 5.3% 04/01/2053                                                                                            | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33361.57      | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                                                       | HALEON US CAPITAL LLC 3.625% 03/24/2032                                                                                          | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1230499.74    | 0.00%             | 2032-03-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0% 11/15/2043                                                                                                            | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1570738 | PA      | $618457.95     | 0.00%             | 2043-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 10/01/2053#CB7240                                                                                                   | CUSIP: 3140QTBJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      375696 | PA      | $386526.48     | 0.00%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 08/01/2041#FM8334                                                                                                   | CUSIP: 3140XCHL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      716665 | PA      | $618982.79     | 0.00%             | 2041-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EQUITY ONE ABS INC                                                                                          | EQABS 2003-3 M2 5.459 12/33                                                                                                      | CUSIP: 294751CU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      836576 | PA      | $722026.69     | 0.00%             | 2033-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG SARL                                                                                    | SHURGARD LUXEMBOURG SARL 4% 05/27/2035 REGS                                                                                      | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |      700000 | PA      | $818519.98     | 0.00%             | 2035-05-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 08/20/2046#MA3936                                                                                                     | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      802310 | PA      | $720638.08     | 0.00%             | 2046-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2025-VII LTD                                                                                  | PARK BLUE CLO 2025-VII LTD A1 TSFR3M+122 04/25/2038 144A                                                                         | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499968.50     | 0.00%             | 2038-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESECURITIZATION TR 2015-R2                                                                  | MORGAN STANLEY RESECURITIZATION TR 2015-R2 1B 12MTA+71 12/27/2046 144A                                                           | CUSIP: 61690HAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      904452 | PA      | $817719.21     | 0.00%             | 2046-12-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SSGA ACTIVE ETF TR                                                                                          | SSGA Active Trust: SPDR DoubleLine Total Return Tactical ETF                                                                     | CUSIP: 78467V848<br>LEI: 5493007QJU53DW46ZK83 | Long             | EC               | RF                | US        |    13815794 | NS      | $557467287.90  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 1.75% 02/25/2052                                                                                  | CUSIP: 3137H5WR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2977529 | PA      | $2660292.21    | 0.01%             | 2052-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE US INC                                                                                             | ENBRIDGE US INC CP 0% 10/17/2025                                                                                                 | CUSIP: 29251UWH7<br>LEI: 5493003FRODSVHJWFS32 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3192371.84    | 0.01%             | 2025-10-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                                                | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A                                                  | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2777000 | PA      | $2735895.40    | 0.01%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                                                  | COPT DEFENSE PROPERTIES LP 2.75% 04/15/2031                                                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     6209000 | PA      | $5596602.79    | 0.01%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NQM3 TR                                                                                            | MFA 2024-NQM3 M1 TR VAR 12/25/2069 144A                                                                                          | CUSIP: 55287GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1470588 | PA      | $1494979.17    | 0.00%             | 2069-12-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                                                    | HAH GROUP HOLDING CO LLC 9.75% 10/01/2031 144A                                                                                   | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |      160000 | PA      | $147935.14     | 0.00%             | 2031-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITIBANK NA 5.803% 09/29/2028                                                                                                    | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      500000 | PA      | $524065.06     | 0.00%             | 2028-09-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF1 LLC                                                                                          | PRPM 2025-RCF1 A1 LLC VAR 02/25/2055 144A                                                                                        | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      908816 | PA      | $899196.37     | 0.00%             | 2055-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 5% 04/15/2049#BM1819                                                                                                   | CUSIP: 3617JSAU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       68628 | PA      | $69014.56      | 0.00%             | 2049-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                                                               | OHIO POWER CO 1.625% 01/15/2031                                                                                                  | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $927333.55     | 0.00%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 11/41 #AJ5385                                                                                                         | CUSIP: 3138AW6X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      228022 | PA      | $221491.09     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 12/40 #AE8843                                                                                                         | CUSIP: 31419KZH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43178 | PA      | $43108.41      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 05/01/2041#Q00557                                                                                                 | CUSIP: 3132GDTN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50247 | PA      | $51099.12      | 0.00%             | 2041-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                                     | ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 6.17% 09/15/2036 144A                                                                    | CUSIP: 68269HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5714000 | PA      | $5910852.44    | 0.01%             | 2036-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE MTG SECS TR 2007 1                                                                                | NEWCASTLE MTG SECS TR 2007 1 STEP 04/25/2037                                                                                     | CUSIP: 65106FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      903967 | PA      | $896695.31     | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 12/20/2043#AG8740                                                                                                     | CUSIP: 36182DV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      252169 | PA      | $243052.64     | 0.00%             | 2043-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                                                     | ENTERGY MISSISSIPPI LLC 3.5% 06/01/2051                                                                                          | CUSIP: 29366WAB2<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |       96000 | PA      | $65516.46      | 0.00%             | 2051-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2054#CB8850                                                                                                   | CUSIP: 3140QUZQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4021480 | PA      | $4168826.12    | 0.01%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                                                                           | KINROSS GOLD CORP 6.25% 07/15/2033                                                                                               | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |     5585000 | PA      | $6034450.59    | 0.01%             | 2033-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                  | FISERV INC 4.55% 02/15/2031                                                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1864665.90    | 0.00%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 2.7% 02/01/2027                                                                                                        | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      246000 | PA      | $240450.89     | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 4.5% 01/15/2029 144A                                                                                                    | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     3499000 | PA      | $3488906.57    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-K74 MORTGAGE TRUST                                                                               | FREMF 2018-K74 MORTGAGE TRUST VAR 02/25/2051 144A                                                                                | CUSIP: 30296LAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      292553 | PA      | $288124.98     | 0.00%             | 2051-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MARINER FIN ISSUANCE TR 2025-A                                                                              | MARINER FIN ISSUANCE TR 2025-AA C 0% 05/20/2038 144A                                                                             | CUSIP: 567920AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      107000 | PA      | $109167.66     | 0.00%             | 2038-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                        | FREEPORT-MCMORAN INC 4.375% 08/01/2028                                                                                           | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     6105000 | PA      | $6105000.00    | 0.01%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE COMERCIO EXTERIOR SNC CAYMAN ISLANDS BRANCH                                               | BANCO NAC DE COM EXT SNC CAYMAN ISLAND BRH 5.875% 05/07/2030 144A                                                                | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $205126.00     | 0.00%             | 2030-05-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 08/20/2053#MA9107                                                                                                     | CUSIP: 36179YDL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29314 | PA      | $30096.49      | 0.00%             | 2053-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 08/01/2053#SD8350                                                                                                   | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8439199 | PA      | $8642919.29    | 0.02%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                                                          | SAAVI ENERGIA SARL 8.875% 02/10/2035 144A                                                                                        | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |      470000 | PA      | $499520.70     | 0.00%             | 2035-02-10      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 5.75% 02/01/2034                                                                                                        | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2264000 | PA      | $2343862.78    | 0.01%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LAMAR TX ISD                                                                                                | LAMAR TX ISD(PSF) 5% 2/15/58                                                                                                     | CUSIP: 513174M25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      980000 | PA      | $981590.83     | 0.00%             | 2058-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.789500 04/15/2028 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -4340000 | NC      | $-4638.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2049#FM3664                                                                                                   | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1616010 | PA      | $1531041.66    | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 3% 02/15/2041                                                                                                   | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $2666741.65    | 0.01%             | 2041-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 04/01/2047#BH1623                                                                                                 | CUSIP: 3140GPYV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20880 | PA      | $20468.05      | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                                            | EXXON MOBIL CORP 4.227% 03/19/2040                                                                                               | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      490000 | PA      | $440906.76     | 0.00%             | 2040-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU                                                            | FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU TSFR1M+570 12/15/2029 144A                                                      | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137000 | PA      | $137347.60     | 0.00%             | 2039-12-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                               | DISH DBS CORP 5.125% 06/01/2029                                                                                                  | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $908050.66     | 0.00%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 02/01/2051#                                                                                                       | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5887307 | PA      | $4924056.65    | 0.01%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                                           | HYATT HOTELS CORP 5.75% 01/30/2027                                                                                               | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1267564.74    | 0.00%             | 2027-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2052#SD5202                                                                                                   | CUSIP: 3132DSX72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6220798 | PA      | $5812067.88    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                                                                      | CULLIGAN TERM B 1LN 07/31/2028                                                                                                   | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |       98420 | PA      | $98425.19      | 0.00%             | 2028-07-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.92% 06/25/2032                                                                                  | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      394946 | PA      | $363539.74     | 0.00%             | 2032-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4% 05/15/2048                                                                                     | CUSIP: 3137FG4P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      291280 | PA      | $272043.11     | 0.00%             | 2048-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                                                  | NUVEEN LLC 5.55% 01/15/2030 144A                                                                                                 | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $209459.49     | 0.00%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2047#ZM2868                                                                                                 | CUSIP: 3131XWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      305750 | PA      | $283354.94     | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE CO                                                                              | SOUTHWESTERN PUBLIC SERVICE CO 4.5% 08/15/2041                                                                                   | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |       35000 | PA      | $30688.16      | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                                                     | GAP INC 3.625% 10/01/2029 144A                                                                                                   | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      353000 | PA      | $331062.99     | 0.00%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                                                    | LIBERTY MUTUAL GROUP INC T5Y+NA 12/15/2051 144A                                                                                  | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98074.57      | 0.00%             | 2051-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2051#MA4305                                                                                                   | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    27026763 | PA      | $21642129.03   | 0.05%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-1 5.87% 06/25/2059 144A                                                                     | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       96028 | PA      | $97941.75      | 0.00%             | 2059-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                                         | CALPINE CORPORATION 5% 02/01/2031 144A                                                                                           | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     3365000 | PA      | $3337539.24    | 0.01%             | 2031-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MFA 2025-NQM3 TRUST                                                                                         | MFA 2025-NQM3 TRUST 5.261% 08/25/2070 144A                                                                                       | CUSIP: 58004LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      958000 | PA      | $959081.39     | 0.00%             | 2070-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 09/01/2051#QC7086                                                                                                 | CUSIP: 3133AR2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      227444 | PA      | $190870.27     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OHA CR FDG 17 LLC                                                                                           | OHA CR FDG 17 LLC A TSFR3M+148 04/20/2037 144A                                                                                   | CUSIP: 67109SAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      250000 | PA      | $250984.25     | 0.00%             | 2037-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/EUR settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-979.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                                            | SOUTHERN COMPANY 1.875%/VAR 09/15/2081                                                                                           | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1462847.39    | 0.00%             | 2081-09-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2053#BY4792                                                                                                 | CUSIP: 3140NMKE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1126159 | PA      | $1139026.48    | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO II                                                                                           | 37 CAPITAL CLO II A1R TSFR3M+129 07/15/2034 144A                                                                                 | CUSIP: 88429PAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4250000 | PA      | $4248814.25    | 0.01%             | 2034-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SREIT TRUST                                                                                                 | SREIT TRUST TSFR1M+148.518 07 11/15/2036 144A                                                                                    | CUSIP: 85236WCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      235000 | PA      | $234926.56     | 0.00%             | 2036-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                                                          | AON CORP / AON GLOBAL HOLDINGS PLC 5.35% 02/28/2033                                                                              | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      101000 | PA      | $104529.49     | 0.00%             | 2033-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC / ION CORPORATE SOLUTIONS FINANCE SARL                                         | HELIOS SOFTWARE HOLDINGS INC / ION CORPORATE SOLUTIONS FINANCE SARL 8.75% 05/01/2029 144A                                        | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      283000 | PA      | $290367.06     | 0.00%             | 2029-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 04/15/2042#792254                                                                                                   | CUSIP: 36177LQG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       31404 | PA      | $30377.74      | 0.00%             | 2042-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                                                        | SHELL FINANCE US INC 4% 05/10/2046                                                                                               | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       87000 | PA      | $69369.79      | 0.00%             | 2046-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MORTAGE TR 2024-MGP                                                                        | WELLS FARGO COML MORTAGE TR 2024-MGP A12 TSFR1M+179.1 08/15/2041 144A                                                            | CUSIP: 95003TAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4700000 | PA      | $4696750.89    | 0.01%             | 2041-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+663.552 06/20/2037                                                                         | CUSIP: 38376JDC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        3329 | PA      | $268.92        | 0.00%             | 2037-06-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP                                                            | OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 7.375% 02/15/2031 144A                                                          | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $73865.75      | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2045#AS5384                                                                                                   | CUSIP: 3138WE6W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      126304 | PA      | $121377.47     | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TR 2023-3                                                                                     | DT AUTO OWNER TR 2023-3 E 10.21% 05/15/2030 144A                                                                                 | CUSIP: 23345WAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      950000 | PA      | $1013164.65    | 0.00%             | 2030-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 10/45#MA3173                                                                                                        | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       79924 | PA      | $74157.45      | 0.00%             | 2045-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN                                                                                           | KEYBANK NATL ASSN 5% 01/26/2033                                                                                                  | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |      919000 | PA      | $917500.26     | 0.00%             | 2033-01-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2051#RA5746                                                                                                 | CUSIP: 3133KML37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3814645 | PA      | $3486655.18    | 0.01%             | 2051-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 6/42 #AB5423                                                                                                          | CUSIP: 31417CAZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      259142 | PA      | $244517.74     | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                                                                          | RYAN SPECIALTY LLC 4.375% 02/01/2030 144A                                                                                        | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      165000 | PA      | $159472.91     | 0.00%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2052#CB2886                                                                                                   | CUSIP: 3140QNF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2469039 | PA      | $2162156.90    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                                                | KREDITANSTALT FUR WIEDER(UNGTD 3.25% 03/24/2031 REGS                                                                             | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     3250000 | PA      | $3953992.17    | 0.01%             | 2031-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP                              | SIX FLAGS ENTERTAINMENT CORP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP 6.5% 10/01/2028                                   | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $160946.24     | 0.00%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 09/01/2038#                                                                                                         | CUSIP: 3128M6MZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32964 | PA      | $34937.39      | 0.00%             | 2038-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.875% 02/01/2029                                                                                                        | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      120000 | PA      | $125082.48     | 0.00%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-TAIL                                                                                             | BX TR 2025-TAIL E TSFR1M+330 06/15/2035 144A                                                                                     | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      897000 | PA      | $894394.66     | 0.00%             | 2035-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 05/43 #MA1012                                                                                                       | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      242462 | PA      | $225528.99     | 0.00%             | 2043-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                                                 | EQUINIX INC 3.4% 02/15/2052                                                                                                      | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      245000 | PA      | $162836.59     | 0.00%             | 2052-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                          | EXPAND ENERGY CORP 5.375% 02/01/2029                                                                                             | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     3191000 | PA      | $3197015.04    | 0.01%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 09/20/2048#MA5466                                                                                                     | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      373714 | PA      | $354940.96     | 0.00%             | 2048-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2051#MA4494                                                                                                   | CUSIP: 31418D7G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3402848 | PA      | $2972457.83    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST                                                          | UNITED AIRLS INC 2018-1 PASS THRU TRS 3.5% 09/01/2031                                                                            | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      743631 | PA      | $711095.56     | 0.00%             | 2031-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 2/38 #G03854                                                                                                          | CUSIP: 3128M5TK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      138107 | PA      | $140358.86     | 0.00%             | 2038-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 4.8% 11/15/2029                                                                                                 | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     7785000 | PA      | $7923065.03    | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                                                        | DSG TopCo                                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       34138 | NS      | $462569.90     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2051#FM8179                                                                                                 | CUSIP: 3140XCCR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4744408 | PA      | $3963705.50    | 0.01%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LA LLC 5.7% 03/15/2054                                                                                                   | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      250000 | PA      | $244160.93     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 09/01/2055 #TBA                                                                                                     | CUSIP: 21H052694<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   155423000 | PA      | $156569602.10  | 0.35%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 5.373%/VAR 07/21/2036                                                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      340000 | PA      | $345512.20     | 0.00%             | 2036-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                            | DT MIDSTREAM INC 4.375% 06/15/2031 144A                                                                                          | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      148000 | PA      | $142390.79     | 0.00%             | 2031-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 5.15% 05/01/2030                                                                                                       | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4430000 | PA      | $4543985.49    | 0.01%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NY COMMERCIAL MORTGAGE TRUST 2025-299P                                                                      | NY COMMERCIAL MORTGAGE TRUST 2025-299P B VAR 02/10/2035 144A                                                                     | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61000 | PA      | $62992.94      | 0.00%             | 2047-02-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 22-67 FA SOFR30A+80 10/25/2052                                                                    | CUSIP: 3136BPBP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     6917050 | PA      | $6807310.75    | 0.02%             | 2052-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2024 VLT4                                                                                                | BX 2024 VLT4 F TSFR1M+393.788 07/15/2029 144A                                                                                    | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      390000 | PA      | $386588.16     | 0.00%             | 2029-07-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 2YR NOTE (CBT) FUT DEC25 TUZ5                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        4341 | NC      | $1461343.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.35%/VAR 06/01/2034                                                                                       | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       71000 | PA      | $73300.22      | 0.00%             | 2034-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                                    | WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032                                                                                       | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      954000 | PA      | $823302.00     | 0.00%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 06/20/2051#MA7419                                                                                                     | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2155361 | PA      | $1911369.97    | 0.00%             | 2051-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 04/01/2037#BM1257                                                                                                 | CUSIP: 3140J5MF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5530326 | PA      | $5107791.57    | 0.01%             | 2037-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR 2022-CP1                                                                                         | NYMT LN TR 2022-CP1 2.0424% 07/25/2061 144A                                                                                      | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2726199 | PA      | $2550401.44    | 0.01%             | 2061-07-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-1 LTD                                                                                | PALMER SQUARE CLO 2021-1 LTD A1AR TSFR3M+115 04/20/2038 144A                                                                     | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2999400.00    | 0.01%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.8% 08/03/2028                                                                                                      | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    13720000 | PA      | $13983122.30   | 0.03%             | 2028-08-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                                           | SREIT TR 2021-MFP TSFR1M+144.348 9 11/15/2038 144A                                                                               | CUSIP: 78472UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2206153 | PA      | $2205463.84    | 0.00%             | 2038-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 08/01/2051#FS2041                                                                                                   | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      193202 | PA      | $154588.75     | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL1 TRUST                                                                                        | PRET 2025-RPL1 TRUST 4% 07/25/2069 144A                                                                                          | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2075292 | PA      | $2013184.80    | 0.00%             | 2069-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/41 #479596                                                                                                         | CUSIP: 36209RXZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7805 | PA      | $7568.38       | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 06/01/2052#SD8230                                                                                                 | CUSIP: 3132DWEB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    21595167 | PA      | $20885612.46   | 0.05%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF4 LLC                                                                                          | PRPM 2024-RCF4 A1 LLC VAR 07/25/2054 144A                                                                                        | CUSIP: 74448JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4035149 | PA      | $3967310.45    | 0.01%             | 2054-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                                                       | TOTAL CAP INTL 3.461% 07/12/2049                                                                                                 | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $351638.89     | 0.00%             | 2049-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 02/01/2042#BM1065                                                                                                 | CUSIP: 3140J5FF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       89454 | PA      | $92808.42      | 0.00%             | 2042-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.375% 05/15/2051                                                                                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   182728700 | PA      | $113541618.85  | 0.25%             | 2051-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 2.939% 06/04/2051                                                                                     | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      186000 | PA      | $115237.08     | 0.00%             | 2051-06-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2047#ZM5206                                                                                                 | CUSIP: 3131XYYB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9676 | PA      | $8976.34       | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                                    | ALLISON TRANSMISSION INC 3.75% 01/30/2031 144A                                                                                   | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      356000 | PA      | $328564.65     | 0.00%             | 2031-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 07/01/2052#FS7176                                                                                                   | CUSIP: 3140XN6N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10045786 | PA      | $8781478.94    | 0.02%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR EUR ESTRON-2.05000 11/18/24 5Y* LCH                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1900000 | NC      | $-2209.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                                              | EXTENDED STAY AMER TR 2021-ESH D TSFR1M+236.448 07/15/2038 144A                                                                  | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2668409 | PA      | $2667575.43    | 0.01%             | 2038-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5.5% 09/01/2053#RA9849                                                                                                 | CUSIP: 3133KR5J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      350288 | PA      | $354399.68     | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                                                          | BX TRUST 2025-DIME A TSFR1M+115 02/15/2035 144A                                                                                  | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4360000 | PA      | $4360680.16    | 0.01%             | 2035-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                                      | CONOCOPHILLIPS CO 4.7% 01/15/2030                                                                                                | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      760000 | PA      | $774433.63     | 0.00%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2052#FS7496                                                                                                 | CUSIP: 3140XPKJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      560870 | PA      | $474361.28     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA                                                                                                | WORLDLINE SA 5.25% 11/27/2029 REGS                                                                                               | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $101792.47     | 0.00%             | 2029-11-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRIME MTG TR                                                                                                | PRIME 2004-CL1 1A1 6 2/34                                                                                                        | CUSIP: 74160MDK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         696 | PA      | $692.67        | 0.00%             | 2034-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6% 01/15/2033 144A                                                                                                 | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      615000 | PA      | $621904.61     | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025-LOC4                                                           | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025-LOC4 A1A 5.95218% 06/25/2055 144A                                                   | CUSIP: 79589VAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5735631 | PA      | $5748758.94    | 0.01%             | 2055-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K56 MORTGAGE TRUST                                                                               | FREMF 2016-K56 B MORTGAGE TRUST VAR 06/25/2049 144A                                                                              | CUSIP: 30289UAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      103827 | PA      | $102844.16     | 0.00%             | 2049-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 07/01/2050#                                                                                                       | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1007143 | PA      | $845506.98     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 6.204%/VAR 11/10/2028                                                                                | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8241000 | PA      | $8588542.58    | 0.02%             | 2028-11-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                                              | COMMERZBANK AG 8.625%/VAR 02/28/2033 REGS                                                                                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $145145.62     | 0.00%             | 2033-02-28      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.625% 08/15/2028                                                                                                      | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    92950000 | PA      | $93073448.75   | 0.21%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+60 08/20/2063                                                                                | CUSIP: 38375B5N8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       84932 | PA      | $85060.39      | 0.00%             | 2063-08-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2037#310068                                                                                                 | CUSIP: 31374CMR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25115 | PA      | $25473.67      | 0.00%             | 2037-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                                               | DTE ENERGY CO 5.2% 04/01/2030                                                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $4019958.46    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 05/01/2043#AT2724                                                                                                 | CUSIP: 3138WQA28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111491 | PA      | $101720.11     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES                                                   | FEDERAL NATL MTG ASSN STRIPPED SOFR30A+778.552 07/25/2037                                                                        | CUSIP: 3136FFGZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |        1704 | PA      | $258.02        | 0.00%             | 2037-07-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                                                      | FAIR ISAAC CORPORATION 4% 06/15/2028 144A                                                                                        | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      500000 | PA      | $487145.75     | 0.00%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.125% 05/15/2040                                                                                    | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12872200 | PA      | $8010430.43    | 0.02%             | 2040-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#FA2169                                                                                                   | CUSIP: 3140W2MT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2863650 | PA      | $2310118.27    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP CP 0% 09/16/2025                                                                                                        | CUSIP: 78109FWG3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7383202.00    | 0.02%             | 2025-09-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SHR TR 2024-LXRY                                                                                            | SHR TR 2024-LXRY D TSFR1M+350 10/15/2041 144A                                                                                    | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      101000 | PA      | $101103.03     | 0.00%             | 2041-10-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC                                         | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                                           | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $74663.03      | 0.00%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                                            | MERCK and CO INC 2.9% 12/10/2061                                                                                                 | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      140000 | PA      | $80389.03      | 0.00%             | 2061-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2016-GC36                                                                             | CGCMT 2016-GC36 A4 3.349% 02/10/2049                                                                                             | CUSIP: 17324TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2144673 | PA      | $2137931.93    | 0.00%             | 2049-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 08/01/2043#AU4585                                                                                                 | CUSIP: 3138X4CX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31603 | PA      | $28791.99      | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                               | AEP TEXAS INC 5.7% 05/15/2034                                                                                                    | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      550000 | PA      | $566269.76     | 0.00%             | 2034-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HEALTH SYSTEM OF TEXAS                                                                           | CHILDREN'S HEALTH SYS OF TX 2.511% 08/15/2050                                                                                    | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |      360000 | PA      | $206395.81     | 0.00%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2043#AQ9328                                                                                                 | CUSIP: 3138MRLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      490511 | PA      | $462122.70     | 0.00%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2011-GC5                                                                                     | GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A                                                                                   | CUSIP: 36191YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4137091 | PA      | $4046683.92    | 0.01%             | 2044-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+51.448 09/25/2049                                                                         | CUSIP: 3136B5P58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      657041 | PA      | $652234.98     | 0.00%             | 2049-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                                                  | COPT DEFENSE PROPERTIES LP 2.9% 12/01/2033                                                                                       | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      490000 | PA      | $412147.16     | 0.00%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 3.5% 02/43 #Q15871                                                                                                          | CUSIP: 3132J66H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42699 | PA      | $40553.84      | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 07/01/2028#AU1659                                                                                                 | CUSIP: 3138X0ZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54831 | PA      | $53730.49      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                                  | ZOETIS INC 5% 08/17/2035                                                                                                         | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      495000 | PA      | $492977.00     | 0.00%             | 2035-08-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R01                                                                | CONNECTICUT AVENUE SECURITIES TRUST 2023-R01 SOFR30A+240 12/25/2042 144A                                                         | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      628868 | PA      | $643012.02     | 0.00%             | 2042-12-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020 MORTGAGE TRUST                                                                               | BENCHMARK 2020 MORTGAGE TRUST 1.685% 01/15/2054                                                                                  | CUSIP: 08163BBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3175000 | PA      | $2808505.94    | 0.01%             | 2054-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                                               | UNICREDIT SPA 1.982%/VAR 06/03/2027 144A                                                                                         | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $196345.28     | 0.00%             | 2027-06-03      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SWEPCO STORM RECOVERY FUNDING LLC                                                                           | SWEPCO STORM RECOVERY FUNDING LLC 4.88% 09/01/2041                                                                               | CUSIP: 870696AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8600000 | PA      | $8563073.41    | 0.02%             | 2041-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 01/01/2050#RA2008                                                                                                   | CUSIP: 3133KHGR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      199282 | PA      | $189052.94     | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QB8975                                                                                                   | CUSIP: 3133AF6L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21648 | PA      | $17517.37      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 10/01/2049#SD8016                                                                                                   | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2010006 | PA      | $1766459.93    | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-10-14                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $1648.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.592%/VAR 04/29/2031                                                                                | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      175000 | PA      | $161835.00     | 0.00%             | 2031-04-29      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                                               | JEFFERIES FINANCIAL GROUP INC 5.875% 07/21/2028                                                                                  | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2429104.24    | 0.01%             | 2028-07-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT and WHITE HLDGS                                                                                | BAYLOR SCOTT and WHITE HLDGS 1.777% 11/15/2030                                                                                   | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |      870000 | PA      | $769760.43     | 0.00%             | 2030-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COM MTG TR 2021                                                                               | CREDIT SUISSE COM MTG TR 2021-SOP2 A STEP 06/15/2034 144A                                                                        | CUSIP: 12657VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       97725 | PA      | $94760.59      | 0.00%             | 2034-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2019-2 LTD                                                                                          | TCW CLO 2019-2 LTD A1R2 TSFR3M+127 01/20/2038 144A                                                                               | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250385.50     | 0.00%             | 2038-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 02/01/2043#ZS3684                                                                                                 | CUSIP: 3132A4CV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1485403 | PA      | $1401180.14    | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR                                                                                         | CITIGROUP MTG LN TR TSFR1M+44.448 12/25/2034                                                                                     | CUSIP: 17307GMC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         435 | PA      | $408.16        | 0.00%             | 2034-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#QE8192                                                                                                   | CUSIP: 3133BJC59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17078 | PA      | $16217.65      | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAST and CREW PAYROLL LLC                                                                                   | CAST and CREW TERM B 1LN 12/29/2028                                                                                              | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |       84479 | PA      | $76922.78      | 0.00%             | 2028-12-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 10/25/2030                                                                                    | CUSIP: 3136BCGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2309343 | PA      | $89848.46      | 0.00%             | 2030-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 VAR 02/25/2063 144A                                                                                 | CUSIP: 173106AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       64822 | PA      | $46175.54      | 0.00%             | 2063-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5% 05/15/2050                                                                                                 | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     8746000 | PA      | $7258690.22    | 0.02%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2052#MA4709                                                                                                   | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11561635 | PA      | $11488071.82   | 0.03%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 1.75% 06/15/2030                                                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       29000 | PA      | $25907.08      | 0.00%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 7/35 #735676                                                                                                          | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      346955 | PA      | $351718.08     | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | ROYAL BANK OF CANADA 4.65% 01/27/2026                                                                                            | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      127000 | PA      | $127109.86     | 0.00%             | 2026-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2040#AE0681                                                                                                 | CUSIP: 31419AXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48963 | PA      | $48892.88      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMETEK INC NEW                                                                                              | AMETEK INC NEW CP 0% 11/20/2025                                                                                                  | CUSIP: 03111BYL3<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |    13100000 | PA      | $12964158.24   | 0.03%             | 2025-11-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2 A1 VAR 07/25/2070 144A                                                  | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1247249 | PA      | $1256359.42    | 0.00%             | 2070-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2043#MA1510                                                                                                   | CUSIP: 31418AVC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33404 | PA      | $32165.62      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 12/15/2046#AX5803                                                                                                   | CUSIP: 36196HNU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3759 | PA      | $3557.06       | 0.00%             | 2046-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM3 TR                                                                                           | PRPM 2024-NQM3 A1 5.228% 08/25/2069 144A                                                                                         | CUSIP: 69381FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7509492 | PA      | $7500749.07    | 0.02%             | 2069-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.5% 07/15/2026                                                                                                        | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10019000 | PA      | $10067920.87   | 0.02%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 4.125% 10/15/2026                                                                                             | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19971.14      | 0.00%             | 2026-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 3.945%/VAR 02/18/2037 REGS                                                                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $1624172.46    | 0.00%             | 2037-02-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 3.625% 06/17/2031                                                                                       | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     8245000 | PA      | $7422799.04    | 0.02%             | 2031-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                         | SYNCHRONY FINANCIAL 5.45%/VAR 03/06/2031                                                                                         | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     1783000 | PA      | $1816438.61    | 0.00%             | 2031-03-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WHARF 2025-DC E                                                                                             | WHARF 2025-DC A CSTR 07/15/2040 144A                                                                                             | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      352000 | PA      | $361636.04     | 0.00%             | 2040-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XII-B LTD                                                                                | NORTHWOODS CAPITAL XII-B LTD AR TSFR3M+119 06/15/2031 144A                                                                       | CUSIP: 66858CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7951701 | PA      | $7943860.19    | 0.02%             | 2031-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 01/01/2055#MA5584                                                                                                 | CUSIP: 31418FF28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8578066 | PA      | $8251985.05    | 0.02%             | 2055-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5% 07/15/2036                                                                                     | CUSIP: 31396UUY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       12504 | PA      | $12651.56      | 0.00%             | 2036-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                                               | HEALTHCARE REALTY HOLDINGS LP 3.1% 02/15/2030                                                                                    | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1715000 | PA      | $1611838.93    | 0.00%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 10/01/2053#CB7297                                                                                                 | CUSIP: 3140QTDB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3104914 | PA      | $3166588.97    | 0.01%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.25% 08/15/2027                                                                                                       | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10019000 | PA      | $9758349.50    | 0.02%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                                                              | SMRT 2022-MINI D TSFR1M+195 01/15/2039 144A                                                                                      | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1820000 | PA      | $1808625.00    | 0.00%             | 2039-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 6.1% 10/15/2052                                                                                              | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      263000 | PA      | $264959.61     | 0.00%             | 2052-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MTG LN TR 2019-3                                                                                | RESIDENTIAL MTG LN TR 2019-3 B2 VAR 09/25/2059 144A                                                                              | CUSIP: 76119NAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      136000 | PA      | $134221.60     | 0.00%             | 2059-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 6.625% 01/15/2028                                                                                                  | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       24000 | PA      | $25423.76      | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 4% 09/01/2040 #TBA                                                                                                     | CUSIP: 01F040495<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      477000 | PA      | $468503.44     | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2043#AT2887                                                                                                 | CUSIP: 3138WQF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      338698 | PA      | $318769.89     | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2019-IMC A TSFR1M+111.448 04/15/2034 144A                                                           | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3532346 | PA      | $3510268.67    | 0.01%             | 2034-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 9/40 #733919                                                                                                          | CUSIP: 3620AMK84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       22075 | PA      | $22426.76      | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                                                         | GRAY TELEVISION INC 4.75% 10/15/2030 144A                                                                                        | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       61000 | PA      | $45784.16      | 0.00%             | 2030-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                  | PACIFICORP 2.9% 06/15/2052                                                                                                       | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $589248.56     | 0.00%             | 2052-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 03/20/2052#                                                                                                           | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5027844 | PA      | $4119244.83    | 0.01%             | 2052-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-09-18                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $62860.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPAC CMB TR 2007-A                                                                                         | IMM 2007-A A TSFR1M+61.448 5/37                                                                                                  | CUSIP: 452550AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      142397 | PA      | $135697.85     | 0.00%             | 2037-05-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                                   | MGM RESORTS INTERNATIONAL 5.5% 04/15/2027                                                                                        | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2237673.60    | 0.01%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LUGO FUNDING DAC                                                                                            | LUGO FUNDING DAC 3MEUR+0 05/26/2066 144A                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     2907149 | PA      | $3401036.07    | 0.01%             | 2066-05-26      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 09/01/2036#MA4417                                                                                                 | CUSIP: 31418D4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57945 | PA      | $51940.97      | 0.00%             | 2036-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/01/2050#FM3897                                                                                                   | CUSIP: 3140X7KK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1921167 | PA      | $1555216.69    | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 6/35 #735580                                                                                                          | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36496 | PA      | $36994.12      | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: EUR/USD settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25696.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 02/01/2043#Q15767                                                                                                 | CUSIP: 3132J6Z98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       49376 | PA      | $45698.05      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                                             | NORDEA BANK ABP 5.375% 09/22/2027 144A                                                                                           | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $409959.46     | 0.00%             | 2027-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                                         | CLYDESDALE ACQUISITION HOLDINGS INC 8.75% 04/15/2030 144A                                                                        | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1935000 | PA      | $1994063.94    | 0.00%             | 2030-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2054#CB8689                                                                                                 | CUSIP: 3140QUUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4355174 | PA      | $4394049.09    | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: EUR/USD settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1963.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.5% 12/20/2051#785791                                                                                                   | CUSIP: 3622ABKC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1679680 | PA      | $1418620.35    | 0.00%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 5.55% 03/15/2055                                                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       66000 | PA      | $64216.97      | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/01/2051#FS4654                                                                                                   | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2253545 | PA      | $1809492.88    | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 6.125% 05/15/2030                                                                                           | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      150000 | PA      | $152143.32     | 0.00%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 05/01/2041#MA4333                                                                                                   | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10704927 | PA      | $9272892.89    | 0.02%             | 2041-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC/NJ                                                                                  | STANDARD INDUSTRIES INC/NJ 4.375% 07/15/2030 144A                                                                                | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      816000 | PA      | $781956.64     | 0.00%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2052#MA4513                                                                                                   | CUSIP: 31418EAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12079446 | PA      | $10528995.06   | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: SGD/USD settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1601.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                                                     | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                                                       | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      370000 | PA      | $354395.77     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                        | FREEPORT-MCMORAN INC 4.125% 03/01/2028                                                                                           | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      960000 | PA      | $955122.72     | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 02/01/2053#RA8566                                                                                                 | CUSIP: 3133KQQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      141932 | PA      | $147756.95     | 0.00%             | 2053-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL2 TRUST                                                                                        | ATLX 2024-RPL2 A1 TRUST 3.85% 04/25/2063 144A                                                                                    | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10856595 | PA      | $10554549.27   | 0.02%             | 2063-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                                                    | EAGLE FUNDING LUXCO SARL 5.5% 08/17/2030 144A                                                                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    13300000 | PA      | $13493648.00   | 0.03%             | 2030-08-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOLVAY FINANCE AMERICA LLC                                                                                  | SOLVAY FINANCE AMERICA LLC 5.65% 06/04/2029 144A                                                                                 | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2077769.42    | 0.00%             | 2029-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 07/01/2055#CC0711                                                                                                 | CUSIP: 3140Y6YH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6921090 | PA      | $7019636.17    | 0.02%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2021-FRR1                                                                                | GAM RE-REMIC TRUST 2021-FRR1 2C 0% 11/29/2050 144A                                                                               | CUSIP: 364614AS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $3880777.05    | 0.01%             | 2050-11-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 02/01/2051#RA4575                                                                                                 | CUSIP: 3133KLCL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      549537 | PA      | $461341.96     | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 06/16/2058                                                                           | CUSIP: 38381MRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      175873 | PA      | $175628.90     | 0.00%             | 2058-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                                           | SREIT TR 2021-MFP B TSFR1M+119.428 98 11/15/2038 144A                                                                            | CUSIP: 78472UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3552494 | PA      | $3551383.56    | 0.01%             | 2038-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 4/40 #733607                                                                                                          | CUSIP: 3620AMAG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3275 | PA      | $3264.05       | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MHC COML MTG TR 2021-MHC                                                                                    | MHC COML MTG TR 2021-MHC TSFR1M+271.544 096 04/15/2038 144A                                                                      | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      571063 | PA      | $571598.57     | 0.00%             | 2038-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 27 LTD                                                                                             | AMMC CLO 27 LTD A2R TSFR3M+135 01/20/2037 144A                                                                                   | CUSIP: 00173UAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4820000 | PA      | $4792145.22    | 0.01%             | 2037-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2053#BV6808                                                                                                 | CUSIP: 3140MLR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2434499 | PA      | $2352987.06    | 0.01%             | 2053-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NYC 2024-3ELV                                                                                               | NYC 2024-3ELV A TSFR1M+199.094 08/15/2029 144A                                                                                   | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100473.41     | 0.00%             | 2029-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                                       | GFL ENVIRONMENTAL INC 6.75% 01/15/2031 144A                                                                                      | CUSIP: 36168QAQ7<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |     1197000 | PA      | $1249586.60    | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                                                   | PACKAGING CORP OF AMERICA 3.05% 10/01/2051                                                                                       | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      108000 | PA      | $67494.31      | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                                                 | NATIONWIDE BUILDING SOC(UNGTD) 6.557%/VAR 10/18/2027 144A                                                                        | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      955000 | PA      | $977281.51     | 0.00%             | 2027-10-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 6.85% 08/12/2035 REGS                                                                                           | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     3550000 | PA      | $1043722.91    | 0.00%             | 2035-08-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 3650R 2021-PF1 COMMERCIAL MORTGAGE TRUST                                                                    | 3650R 2021-PF1 A4 COMMERCIAL MORTGAGE TRUST 2.253% 11/15/2054                                                                    | CUSIP: 88581EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4200000 | PA      | $3720952.20    | 0.01%             | 2054-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX TR 2019-OC11                                                                                             | BX TR 2019-OC11 4.075457% 12/09/2041 144A                                                                                        | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2140000 | PA      | $1972297.40    | 0.00%             | 2041-12-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2048#MA3521                                                                                                   | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1801499 | PA      | $1706778.72    | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2046#BE2386                                                                                                 | CUSIP: 3140FMUL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87972 | PA      | $86429.05      | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                                          | TURKEY REPUBLIC OF 7.125% 02/12/2032                                                                                             | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $205400.00     | 0.00%             | 2032-02-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     1100000 | NC      | $73113.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.464%/VAR 05/09/2036                                                                                | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      878000 | PA      | $901869.66     | 0.00%             | 2036-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                                                                  | BMO 2022-C1 MORTGAGE TRUST 3.119% 02/17/2055                                                                                     | CUSIP: 05609MCB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6200000 | PA      | $5679040.66    | 0.01%             | 2055-02-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 02/01/2052#SD1836                                                                                                   | CUSIP: 3132DPBD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1433304 | PA      | $1150429.23    | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ACCENTRO REAL ESTATE AG                                                                                     | ACCENTRO REAL ESTATE AG STEP 02/13/2026 REGS                                                                                     | CUSIP: N/A<br>LEI: 391200VKLY50XNAFCM46       | Long             | DBT              | CORP              | DE        |      733500 | PA      | $334667.44     | 0.00%             | 2026-02-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/46#AS6520                                                                                                      | CUSIP: 3138WGG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      274956 | PA      | $254902.07     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C12                                                                      | UBS COMMERCIAL MORTGAGE TRUST 2018-C12 4.1519% 08/15/2051                                                                        | CUSIP: 90353DAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      349045 | PA      | $348192.71     | 0.00%             | 2051-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU                                                            | FONTAINEBLEAU MIAMI BEACH BEACH MTG TR 2024-FBLU A TSFR1M+145 12/15/2039 144A                                                    | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1930000 | PA      | $1930603.13    | 0.00%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                               | AEP TEXAS INC 3.45% 05/15/2051                                                                                                   | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      517000 | PA      | $344001.47     | 0.00%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-FRR1 TR                                                                                           | CFMT 2021-FRR1 BK99 TR 0% 09/29/2029 144A                                                                                        | CUSIP: 12529YCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      447606 | PA      | $307956.33     | 0.00%             | 2029-09-29      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 11/20/2050#MA6994                                                                                                     | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7432541 | PA      | $6088219.34    | 0.01%             | 2050-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 3/40 #737104                                                                                                          | CUSIP: 3620AQ3M3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19575 | PA      | $19508.66      | 0.00%             | 2040-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RPL2 TR                                                                                           | PRET 2024-RPL2 TR VAR 06/25/2064 144A                                                                                            | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5395183 | PA      | $5180500.92    | 0.01%             | 2064-06-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BIG RIV STL LLC / BRS FIN CORP                                                                              | BIG RIV STL LLC / BRS FIN CORP 6.625% 01/31/2029 144A                                                                            | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      162000 | PA      | $162261.65     | 0.00%             | 2029-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 01/01/2055#SD8494                                                                                                 | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    22903902 | PA      | $23043927.40   | 0.05%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 6.798% 11/07/2028                                                                                       | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3215000 | PA      | $3346086.29    | 0.01%             | 2028-11-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                                            | CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A                                                                                      | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1114000 | PA      | $1054468.71    | 0.00%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 11/01/2032#BH5773                                                                                                 | CUSIP: 3140GUMX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      132223 | PA      | $127233.69     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO CP 0% 09/19/2025                                                                                   | CUSIP: 8424C0WK2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2193862.88    | 0.00%             | 2025-09-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.5% 04/15/2027                                                                                   | CUSIP: 3137APLG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         748 | PA      | $8.65          | 0.00%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL5                                                                                     | BX COML MTG TR 2024-XL5 TSFR1M+268.98 03/15/2041 144A                                                                            | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      737732 | PA      | $739346.05     | 0.00%             | 2041-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                            | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026                                                                               | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     8331000 | PA      | $8306957.40    | 0.02%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2052#                                                                                                       | CUSIP: 3140XFEM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16629069 | PA      | $13927016.73   | 0.03%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.95% 04/04/2034                                                                                        | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      275000 | PA      | $281870.49     | 0.00%             | 2034-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5.5% 06/01/2053#RA9161                                                                                                 | CUSIP: 3133KRFA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2051900 | PA      | $2088169.19    | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.61% 06/01/2026#AN1497                                                                                                | CUSIP: 3138LDUX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      296122 | PA      | $292261.13     | 0.00%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 9/40 #004801                                                                                                       | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      262580 | PA      | $261247.10     | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 9/33 #739821                                                                                                          | CUSIP: 31402V4E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37968 | PA      | $38457.13      | 0.00%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2021-C9                                                                                        | BBCMS MTG TR 2021-C9 A4 2.021% 02/15/2054                                                                                        | CUSIP: 05493EAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $8896509.00    | 0.02%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 3.999% 11/01/2049                                                                                                   | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2259.28       | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KSW4 MTG TR                                                                                      | FREMF 2018-KSW4 MORTGAGE TRUST 2.902% 10/25/2028                                                                                 | CUSIP: 302960AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3949698 | PA      | $3777863.92    | 0.01%             | 2028-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                                             | ENTERGY TEX INC 3.55% 09/30/2049                                                                                                 | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |       22000 | PA      | $15536.00      | 0.00%             | 2049-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                                                         | AMERICAN AXLE and MFG INC 5% 10/01/2029                                                                                          | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      260000 | PA      | $245483.03     | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                                                                               | TAKE-TWO INTERACTV SOFTWR INC 5.4% 06/12/2029                                                                                    | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      209000 | PA      | $216925.18     | 0.00%             | 2029-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC 2018-1A PASS THRU TR                                                                       | UNITED AIRLS INC 2018-1A PASS THRU TR 3.7% 09/01/2031                                                                            | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       24072 | PA      | $22591.64      | 0.00%             | 2031-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 08/20/2049#BM9701                                                                                                   | CUSIP: 3617K1X65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      249350 | PA      | $243508.77     | 0.00%             | 2049-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPR COML MTG TR 2024-PK                                                                                     | BPR COML MTG TR 2024-PARK B VAR 11/05/2039 144A                                                                                  | CUSIP: 05593UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $511618.30     | 0.00%             | 2039-11-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.75% 09/16/2054                                                                        | CUSIP: 38381MYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      111879 | PA      | $111071.92     | 0.00%             | 2054-09-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                                          | ELM TRUST 2024-ELM VAR 06/10/2027 144A                                                                                           | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      460000 | PA      | $463163.33     | 0.00%             | 2039-06-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                                      | CONOCOPHILLIPS CO 5.05% 09/15/2033                                                                                               | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      940000 | PA      | $960135.44     | 0.00%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                                       | LEVEL 3 FINANCING INC 10.75% 12/15/2030 144A                                                                                     | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1704533 | PA      | $1923957.53    | 0.00%             | 2030-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+81.448 02/20/2062                                                                            | CUSIP: 38375BSK9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       18144 | PA      | $18221.45      | 0.00%             | 2062-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RTL2                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RTL2 5.443% 09/25/2039 144A                                                             | CUSIP: 64831WAA8<br>LEI: 213800H34ZKQ2LAZZL53 | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2003262.40    | 0.00%             | 2039-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                                | TAKEDA PHARMACEUTICAL CO LTD 5.65% 07/05/2044                                                                                    | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      292000 | PA      | $292390.49     | 0.00%             | 2044-07-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                                       | LEVEL 3 TERM B 1LN 3/29/2032                                                                                                     | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |       45000 | PA      | $45178.20      | 0.00%             | 2032-03-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE SOFR30A+633.552 12/25/2037                                                                                            | CUSIP: 31396X2N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       23038 | PA      | $2175.45       | 0.00%             | 2037-12-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277P MORTGAGE TRUST                                                                               | COMM 2024-277P X MORTGAGE TRUST VAR 08/10/2044 144A                                                                              | CUSIP: 12654FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5900000 | PA      | $153221.82     | 0.00%             | 2044-08-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONN AVE SECS TR 2019-01                                                                        | MULTIFAMILY CONN AVE SECS TR 2019-01 M10 SOFR30A+336.448 10/25/2049 144A                                                         | CUSIP: 62547NAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3858253 | PA      | $3916168.41    | 0.01%             | 2049-10-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#RA6332                                                                                                   | CUSIP: 3133KNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      882367 | PA      | $711532.95     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                                   | CAESARS ENTERTAINMENT INC 6% 10/15/2032 144A                                                                                     | CUSIP: 12769GAD2<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |      140000 | PA      | $137263.45     | 0.00%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2052#BW7443                                                                                                 | CUSIP: 3140N0HV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3086886 | PA      | $2982565.98    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 1.948%/VAR 10/21/2027                                                                              | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3034000 | PA      | $2954226.64    | 0.01%             | 2027-10-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 3.875% 04/15/2030                                                                                               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    21716000 | PA      | $21270644.15   | 0.05%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 5.625% 02/06/2035                                                                                               | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1732000 | PA      | $1778608.43    | 0.00%             | 2035-02-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 8% 11/14/2035                                                                                               | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1750000 | PA      | $1839687.50    | 0.00%             | 2035-11-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.05% 10/01/2032#WN2305                                                                                                | CUSIP: 3132XGR32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6301000 | PA      | $5813303.86    | 0.01%             | 2032-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA LLC / ARU FIN CORP                                                                   | ASCENT RESOURCES UTICA LLC / ARU FIN CORP 6.625% 10/15/2032 144A                                                                 | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      790000 | PA      | $804225.53     | 0.00%             | 2032-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 09/01/2053#CB7134                                                                                                 | CUSIP: 3140QS4U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2433018 | PA      | $2550548.31    | 0.01%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIGRE TR 2024-SL1                                                                                           | FIGRE TR 2024-SL1 5.748% 07/25/2053 144A                                                                                         | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200480 | PA      | $1205925.75    | 0.00%             | 2053-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 02/01/2043#Q15786                                                                                                 | CUSIP: 3132J62U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54327 | PA      | $49800.40      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KFC HOLDING CO                                                                                              | YUM BRANDS TERM B 1LN 03/15/2028                                                                                                 | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |      403334 | PA      | $404721.76     | 0.00%             | 2028-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO 1 LTD                                                                                        | 37 CAPITAL CLO 1 LTD AR TSFR3M+128 10/15/2034 144A                                                                               | CUSIP: 88430TAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11500000 | PA      | $11510798.50   | 0.03%             | 2034-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 1.2% 10/25/2030                                                                                   | CUSIP: 3136BCGS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      146050 | PA      | $139059.34     | 0.00%             | 2030-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                                                    | DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A                                                                                  | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     4273000 | PA      | $3757999.28    | 0.01%             | 2032-01-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 4.25% 04/15/2047                                                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      770000 | PA      | $620175.88     | 0.00%             | 2047-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2062#BF0617                                                                                                 | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      992004 | PA      | $786917.29     | 0.00%             | 2062-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 11/01/2052#CB5052                                                                                                   | CUSIP: 3140QQTJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30363 | PA      | $30113.34      | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 41 SENIOR LOAN FUND                                                                                  | DRYDEN 41 SENIOR LOAN FUND AR TSFR3M+123.161 04/15/2031 144A                                                                     | CUSIP: 26244KAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       55716 | PA      | $55790.86      | 0.00%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 5.3% 06/01/2034                                                                                                     | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      240000 | PA      | $247040.14     | 0.00%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 14 LTD                                                                                      | SIGNAL PEAK CLO 14 LTD A TSFR3M+130 01/22/2038 144A                                                                              | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250998.75     | 0.00%             | 2038-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-2                                                                             | ANGEL OAK MORTGAGE TRUST 2025-2 A1 5.637% 02/25/2070 144A                                                                        | CUSIP: 03466QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1393136 | PA      | $1404776.94    | 0.00%             | 2070-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2040#AE0698                                                                                                 | CUSIP: 31419AX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      108936 | PA      | $108815.84     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028                                                                                           | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      358000 | PA      | $363700.31     | 0.00%             | 2028-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2051#CB2346                                                                                                   | CUSIP: 3140QMTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1865648 | PA      | $1510272.80    | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0% 11/15/2033                                                                                                            | CUSIP: 9128337U8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2471933 | PA      | $1754435.78    | 0.00%             | 2033-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QB9896                                                                                                   | CUSIP: 3133AG7H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       52171 | PA      | $41776.85      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC1 TRUST                                                                                       | PRKCM 2023-AFC1 TRUST VAR 02/25/2058 144A                                                                                        | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      757000 | PA      | $754438.46     | 0.00%             | 2058-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2051#SD8166                                                                                                   | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5545665 | PA      | $4437317.61    | 0.01%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO LTD                                                                                             | INVESCO CLO LTD A TSFR3M+139.161 10/22/2034 144A                                                                                 | CUSIP: 46146JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4148000 | PA      | $4150965.82    | 0.01%             | 2034-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-10 LTD                                                                                  | CARLYLE US CLO 2021-10 LTD A1R TSFR3M+131 01/20/2038 144A                                                                        | CUSIP: 14316YAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3508000 | PA      | $3517341.80    | 0.01%             | 2038-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.5% 02/15/2033                                                                                                        | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   193100000 | PA      | $187171227.53  | 0.42%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                                          | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028                                                                 | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    11894000 | PA      | $11443510.59   | 0.03%             | 2028-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.83% 02/01/2034#BZ0104                                                                                                | CUSIP: 3140NUDJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2429000 | PA      | $2492221.53    | 0.01%             | 2034-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINL ISSUANCE TR 2020-2                                                                             | ONEMAIN FINL ISSUANCE TR 2020-2 2.21% 09/14/2035 144A                                                                            | CUSIP: 682696AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1004363.54    | 0.00%             | 2035-09-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.668%/VAR 07/24/2028                                                                                              | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      163000 | PA      | $161189.23     | 0.00%             | 2028-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MODENA BUYER LLC                                                                                            | EUC TERM 1LN 07/01/2031                                                                                                          | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |       74321 | PA      | $73047.06      | 0.00%             | 2031-07-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP CP 0% 09/09/2025                                                                                                  | CUSIP: 87613EW92<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7988000.80    | 0.02%             | 2025-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM2                                                                                              | EFMT 2025-NQM2 5.596% 06/25/2070 144A                                                                                            | CUSIP: 281917AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5743120 | PA      | $5791722.13    | 0.01%             | 2070-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4.35% 02/15/2030                                                                                                    | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     6140000 | PA      | $6157737.23    | 0.01%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERN FIN 2020-2 TR                                                                                | COREVEST AMERN FIN 2020-2 TR 3.376% 05/15/2052 144A                                                                              | CUSIP: 21872VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        4965 | PA      | $4940.36       | 0.00%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 12/01/2029#AL8077                                                                                                 | CUSIP: 3138EQ6P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66717 | PA      | $66062.60      | 0.00%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPR 2023-STON MTG TR                                                                                        | BPR 2023-STON MTG TR 7.497% 12/05/2039 144A                                                                                      | CUSIP: 05593GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      304000 | PA      | $317306.96     | 0.00%             | 2039-12-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-7                                                             | CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-7 A11 6.64343% 06/25/2055 144A                                                     | CUSIP: 16159TAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4203238 | PA      | $4211729.92    | 0.01%             | 2055-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | FX Forward: JPY/USD settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |           1 | NC      | $10390.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                                                | CUBESMART LP 2.25% 12/15/2028                                                                                                    | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |      865000 | PA      | $813947.03     | 0.00%             | 2028-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                                                  | VMED O2 UK FINANCING I PLC 4% 01/31/2029 REGS                                                                                    | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |     1470000 | PA      | $1869254.45    | 0.00%             | 2029-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DRYDEN 40 SENIOR LOAN FUND                                                                                  | DRYDEN 40 SENIOR LOAN FUND AR2 TSFR3M+115 08/15/2031 144A                                                                        | CUSIP: 26244GAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      207940 | PA      | $208083.37     | 0.00%             | 2031-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THPT 2023-THL MORTGAGE TRUST                                                                                | THPT 2023-THL MORTGAGE TRUST VAR 12/10/2034 144A                                                                                 | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       88366 | PA      | $89839.19      | 0.00%             | 2034-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BWAY TRUST 2025-1535                                                                                        | BWAY TRUST 2025-1535 A VAR 05/05/2030 144A                                                                                       | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       62000 | PA      | $64402.90      | 0.00%             | 2042-05-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                                    | ACADIA HEALTHCARE CO INC 5% 04/15/2029 144A                                                                                      | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      468000 | PA      | $457427.22     | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2024-B                                                                       | MARINER FINANCE ISSUANCE TRUST 2024-BA E 8.8% 11/20/2038 144A                                                                    | CUSIP: 56847GAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $4217738.00    | 0.01%             | 2038-11-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 10/01/2052#MA4786                                                                                                 | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2931920 | PA      | $2968168.58    | 0.01%             | 2052-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WAMU ASSET BACKED CTFS WAMU SER 2007 HE2 TR                                                                 | WAMU ABC WAMU SER 2007 HE2 TR STEP 04/25/2037                                                                                    | CUSIP: 92926SAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2293218 | PA      | $823347.98     | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 6.25% 05/26/2028 144A                                                                                         | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      995000 | PA      | $1030135.94    | 0.00%             | 2028-05-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS AMER 2021-3 TR                                                                                | HOME PARTNERS AMER 2021-3 TR 3.347% 01/17/2041 144A                                                                              | CUSIP: 43730XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      388055 | PA      | $358070.53     | 0.00%             | 2041-01-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                                                    | MSCI INC 5.25% 09/01/2035                                                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     3677000 | PA      | $3647569.29    | 0.01%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP CDS 06/20/30 UCGIM B                                                                                                   | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DCR              | CORP              | US        |     1000000 | NC      | $-464.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2061#BM7075                                                                                                   | CUSIP: 3140JB2H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      310098 | PA      | $265353.03     | 0.00%             | 2061-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                                           | SUNCOR ENERGY INC 6.8% 05/15/2038                                                                                                | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      213000 | PA      | $230406.30     | 0.00%             | 2038-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2012-149 GA 1.75% 06/25/2042                                                                      | CUSIP: 3136AA2T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      416543 | PA      | $389740.93     | 0.00%             | 2042-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.00% 10/40 #004835                                                                                                      | CUSIP: 36202FLQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      177390 | PA      | $180348.28     | 0.00%             | 2040-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.296%/VAR 07/23/2036                                                                                              | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      400000 | PA      | $470207.64     | 0.00%             | 2036-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 CLASS A PASS THROUGH TRUST                                                           | UNITED AIRLINES 2016-2 CLASS A PASS THROUGH TRUST 3.1% 04/07/2030                                                                | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       18085 | PA      | $17051.59      | 0.00%             | 2030-04-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-09-12                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $25277.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                                                       | WASHINGTON UNIVERSITY 3.524% 04/15/2054                                                                                          | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     2930000 | PA      | $2087212.75    | 0.00%             | 2054-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                                                    | NEW YORK LIFE GLOBAL FDG 3% 01/10/2028 144A                                                                                      | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      107000 | PA      | $104521.31     | 0.00%             | 2028-01-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERDELITE STATIC CLO 2024-1 LTD                                                                             | VERDELITE STATIC CLO 2024-1 LTD A TSFR3M+113 07/20/2032 144A                                                                     | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3762834 | PA      | $3760858.21    | 0.01%             | 2032-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B10 MTG TR                                                                                   | BENCHMARK 2019-B10 MORTGAGE TRUST 3.717% 03/15/2062                                                                              | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2373000 | PA      | $2308099.87    | 0.01%             | 2062-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 05/01/2053#FS4631                                                                                                 | CUSIP: 3140XLED6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3433345 | PA      | $3487595.64    | 0.01%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                                                         | JAPAN GOVERNMENT OF 2.4% 03/20/2055                                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   330750000 | PA      | $1940724.10    | 0.00%             | 2055-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OHA LOAN FUNDING 2015-1 LTD                                                                                 | OHA LOAN FUNDING LTD 2015-1A A1R4 TSFR3M+125 10/19/2038 144A                                                                     | CUSIP: 67109BDN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250000.00     | 0.00%             | 2038-10-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| INV 2024-IND MORTGAGE TRUST                                                                                 | INV 2024-IND A TSFR1M+174.19 11/15/2041 144A                                                                                     | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1496869.80    | 0.00%             | 2041-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MSCR TRUST MN11                                                                                 | FREDDIE MAC MSCR TRUST MN11 SOFR30A+265 07/25/2045                                                                               | CUSIP: 35563YAB6<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | CORP              | US        |     1875000 | PA      | $1873824.38    | 0.00%             | 2045-07-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.95% 05/15/2054                                                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1095485.31    | 0.00%             | 2054-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 US LLC                                                                                | AVOLON TERM B6 1LN 06/22/2030                                                                                                    | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |      786091 | PA      | $785965.69     | 0.00%             | 2030-06-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 02/01/2052#SD8193                                                                                                   | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15559300 | PA      | $12410745.07   | 0.03%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4.9% 07/15/2032                                                                                                     | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3920000 | PA      | $3968093.74    | 0.01%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.50% 12/38 #G06172                                                                                                         | CUSIP: 3128M8FM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15729 | PA      | $16372.51      | 0.00%             | 2038-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 5.5% 06/20/2038                                                                                   | CUSIP: 38375QK65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       11041 | PA      | $11492.77      | 0.00%             | 2038-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2053#MA5039                                                                                                 | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2318741 | PA      | $2340887.72    | 0.01%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 08/25/2055                                                                               | CUSIP: 3137HMDP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     5283837 | PA      | $5300039.06    | 0.01%             | 2055-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/CAD settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-84.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 5.7% 12/01/2036                                                                                     | CUSIP: 209111EQ2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11511.72      | 0.00%             | 2036-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047                                                                                     | CUSIP: 38380HES7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     2268454 | PA      | $2024296.10    | 0.00%             | 2047-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KW07 MTG TR                                                                                      | FREMF 2018-KW07 C MTG TR 0% 10/25/2031 144A                                                                                      | CUSIP: 30297NAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      380318 | PA      | $292339.11     | 0.00%             | 2031-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR CDA PASS THRU TR 2017-1                                                                                 | AIR CDA PASS THRU TR 2017-1 3.7% 07/15/2027 144A                                                                                 | CUSIP: 00908PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       36833 | PA      | $36531.66      | 0.00%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2034#BS4824                                                                                                 | CUSIP: 3140LFLE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      742207 | PA      | $640384.66     | 0.00%             | 2034-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                                            | CARLISLE COS INC 5.25% 09/15/2035                                                                                                | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1200166.93    | 0.00%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | OTC ECAL USD VS SEK @ 10.2 BRC                                                                                                   | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |    11360000 | NC      | $19666.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2015-C31                                                                            | WFCM 2015-C31 XA CSTR 11/48                                                                                                      | CUSIP: 94989WAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3031565 | PA      | $165.52        | 0.00%             | 2048-11-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 12/01/2032#BM5345                                                                                                   | CUSIP: 3140J95F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      312162 | PA      | $304966.79     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                                                    | ARES CLO AR2 TSFR3M+131 07/15/2038 144A                                                                                          | CUSIP: 04017WAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5230000 | PA      | $5254282.89    | 0.01%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                                               | APPLOVIN CORP 5.95% 12/01/2054                                                                                                   | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1440223.06    | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 10/37 #995073                                                                                                         | CUSIP: 31416BMW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29044 | PA      | $30617.25      | 0.00%             | 2037-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y P 3.87000 L 09/04/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -3700000 | NC      | $-360.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 01/01/2042#AJ5571                                                                                                 | CUSIP: 3138AXFM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45600 | PA      | $44272.03      | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 04/01/2052#SD1090                                                                                                   | CUSIP: 3132DNF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42018 | PA      | $33961.48      | 0.00%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 1.95% 01/15/2031                                                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      119000 | PA      | $105450.57     | 0.00%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 7.767%/VAR 11/16/2028 144A                                                                                | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      641000 | PA      | $686999.23     | 0.00%             | 2028-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 11/20/2046#MA4069                                                                                                   | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       93808 | PA      | $86951.54      | 0.00%             | 2046-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                                                     | BATH and BODY WORKS INC 6.875% 11/01/2035                                                                                        | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      297000 | PA      | $309328.47     | 0.00%             | 2035-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAFL 2024-RTL1 ISSUER LLC                                                                                   | CAFL 2024-RTL1 ISSUER LLC STEP 11/28/2031 144A                                                                                   | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1307000 | PA      | $1316216.70    | 0.00%             | 2031-11-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 03/20/2048#BG2382                                                                                                   | CUSIP: 3617GLUF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       36288 | PA      | $35483.66      | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                                                       | CIVITAS RESOURCES INC 8.375% 07/01/2028 144A                                                                                     | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      934000 | PA      | $969974.88     | 0.00%             | 2028-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 5.85% 07/02/2032                                                                                    | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4875000 | PA      | $4977375.00    | 0.01%             | 2032-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                                        | LIFEPOINT HEALTH INC 11% 10/15/2030 144A                                                                                         | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $110237.50     | 0.00%             | 2030-10-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4.15% 04/15/2032 144A                                                                                               | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      806000 | PA      | $780889.95     | 0.00%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR2 TR                                                                                           | AMSR 2021-SFR2 TR 2.278% 08/17/2038 144A                                                                                         | CUSIP: 00179VAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1117186.94    | 0.00%             | 2038-08-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                                        | FRONTIER COMMUNICATIONS HOLDINGS LLC 5% 05/01/2028 144A                                                                          | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4196000 | PA      | $4185100.05    | 0.01%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                                                          | HOWARD HUGHES CORP 4.125% 02/01/2029 144A                                                                                        | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      300000 | PA      | $286971.18     | 0.00%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 12/01/2041#AB4058                                                                                                 | CUSIP: 31417AQL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      230148 | PA      | $223265.34     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-5                                                                              | VELOCITY COML CAP LN TR 2024-5 M2 VAR 10/25/2054 144A                                                                            | CUSIP: 92261AAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      101600 | PA      | $101438.83     | 0.00%             | 2054-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOODGREEN 2017-2 TRUST                                                                                      | GOODGREEN 2017-2 TRUST 3.26% 10/15/2053 144A                                                                                     | CUSIP: 38218QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      113700 | PA      | $102552.10     | 0.00%             | 2053-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                                          | BAUSCH and LOMB TERM B 1LN 1/15/2031                                                                                             | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |      440000 | PA      | $440079.20     | 0.00%             | 2031-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 4% 02/01/2026#J14494                                                                                                   | CUSIP: 3128PT7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         362 | PA      | $361.27        | 0.00%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 02/20/2049#MA5763                                                                                                     | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2776054 | PA      | $2631399.74    | 0.01%             | 2049-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                                                       | AMRIZE FINANCE US LLC 4.7% 04/07/2028 144A                                                                                       | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3037148.73    | 0.01%             | 2028-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHILDRENS HOSP CORP                                                                                         | CHILDRENS HOSP CORP 4.115% 01/01/2047                                                                                            | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |      265000 | PA      | $216196.22     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 11/30/2026                                                                                                       | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11817300 | PA      | $11880079.41   | 0.03%             | 2026-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2023-2                                                                             | FOUNDATION FINANCE TRUST 2023-2A A 6.53% 06/15/2049 144A                                                                         | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200653 | PA      | $209621.49     | 0.00%             | 2049-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GMACM MTG LN TR                                                                                             | GMACM 2005-AR6 2A1 CSTR 11/35                                                                                                    | CUSIP: 36185MBJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1627035 | PA      | $1140141.64    | 0.00%             | 2035-11-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 4.5% 02/01/2038#MA4914                                                                                                 | CUSIP: 31418EN89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65916 | PA      | $66056.20      | 0.00%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                                                      | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 8.625% 03/15/2029 144A                                                    | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $324045.17     | 0.00%             | 2029-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SACO I INC                                                                                                  | SACO I INC 7% 08/25/2036 144A                                                                                                    | CUSIP: 073919AK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         207 | PA      | $197.24        | 0.00%             | 2036-08-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                                                    | TUCSON ELECTRIC POWER CO 4.85% 12/01/2048                                                                                        | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |      127000 | PA      | $110230.92     | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITY FINANCE PLC                                                                            | THAMES WATER UTILITY FIN PLC 6.5% 02/09/2034                                                                                     | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $185364.37     | 0.00%             | 2034-02-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.375% 05/15/2034                                                                                                      | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2900000 | PA      | $2956640.63    | 0.01%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                                              | PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A                                                                            | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      405000 | PA      | $418138.11     | 0.00%             | 2030-03-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                                                    | ENGIE SA 3.875% 03/06/2036 REGS                                                                                                  | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $589907.56     | 0.00%             | 2036-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                                               | DTE ENERGY CO 5.1% 03/01/2029                                                                                                    | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      300000 | PA      | $307605.40     | 0.00%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 5.375% 02/27/2053                                                                                                       | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      126000 | PA      | $119150.16     | 0.00%             | 2053-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                                        | DUKE ENERGY CORP NEW 3.95% 08/15/2047                                                                                            | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      445000 | PA      | $336416.09     | 0.00%             | 2047-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2052#FS5189                                                                                                 | CUSIP: 3140XLXT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      327897 | PA      | $298884.52     | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 5.25% 02/13/2034                                                                                          | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      962000 | PA      | $982916.77     | 0.00%             | 2034-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 4.05% 11/21/2039                                                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     8538000 | PA      | $7512900.91    | 0.02%             | 2039-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                                                      | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                                                    | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $94404.97      | 0.00%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2046#AS7822                                                                                                 | CUSIP: 3138WHVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      217296 | PA      | $201107.88     | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2014-1 LTD                                                                                         | VOYA CLO 2014-1 LTD AAR2 TSFR3M+125.161 04/18/2031 144A                                                                          | CUSIP: 92915PAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       51409 | PA      | $51429.24      | 0.00%             | 2031-04-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/41 #772072                                                                                                         | CUSIP: 36176PQZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       56424 | PA      | $54617.57      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                                                  | HILCORP ENERGY I LP/FIN CO 6% 04/15/2030 144A                                                                                    | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1034178.19    | 0.00%             | 2030-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                                                          | PRPM 2025-RPL1 A1 LLC 4% 03/25/2055 144A                                                                                         | CUSIP: 74390WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3248952 | PA      | $3185349.22    | 0.01%             | 2055-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 10/01/2052#FS3047                                                                                                   | CUSIP: 3140XJL50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2153894 | PA      | $2149613.15    | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2051#MA4438                                                                                                 | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21967694 | PA      | $18352861.75   | 0.04%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR1 TR                                                                                 | FIRSTKEY HOMES 2020-SFR1 TR 0% 08/17/2037 144A                                                                                   | CUSIP: 33767MAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3488234.75    | 0.01%             | 2037-08-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/01/2052#SD8275                                                                                                 | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      977516 | PA      | $944481.40     | 0.00%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAPPHIRE AVIATION FINANCE                                                                                   | SAPPHIRE AVIATION FINANCE 4.335% 03/15/2040 144A                                                                                 | CUSIP: 80307AAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      362410 | PA      | $332713.86     | 0.00%             | 2040-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.286%/VAR 11/19/2030                                                                                          | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2320000 | PA      | $2392397.80    | 0.01%             | 2030-11-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                                           | POST HLDGS INC 6.25% 02/15/2032 144A                                                                                             | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      105000 | PA      | $107862.93     | 0.00%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                                                     | PUBLIC SERVICE CO OF CO 5.25% 04/01/2053                                                                                         | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      750000 | PA      | $682368.30     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 5.936%/VAR 05/30/2035 144A                                                                                               | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1305000 | PA      | $1348528.30    | 0.00%             | 2035-05-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                                                         | PPL ELEC UTILS CORP 4.125% 06/15/2044                                                                                            | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1583580.82    | 0.00%             | 2044-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                              | FAIRFAX FINANCIAL HLDGS LTD 6% 12/07/2033                                                                                        | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     3200000 | PA      | $3364794.18    | 0.01%             | 2033-12-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS                                               | GOVERNMENT NATL MTG ASN MLFY R VAR 03/16/2063                                                                                    | CUSIP: 38380RXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13525858 | PA      | $1116056.45    | 0.00%             | 2063-03-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.375% 11/15/2040                                                                                    | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5875200 | PA      | $3744292.51    | 0.01%             | 2040-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 4/39 #930854                                                                                                          | CUSIP: 31412PE31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21390 | PA      | $21379.13      | 0.00%             | 2039-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 3.55% 02/15/2050                                                                                  | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      166000 | PA      | $119873.69     | 0.00%             | 2050-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                                                 | NYC TFA (PIT) 5.13% 2/1/2035                                                                                                     | CUSIP: 64971X6R4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      750000 | PA      | $769749.60     | 0.00%             | 2035-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AB7738                                                                                                 | CUSIP: 31417ES44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      524683 | PA      | $478955.02     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 2023-MIC TRUST/THE                                                                                          | THE 2023-MIC TRUST CSTR 12/05/2038 144A                                                                                          | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       82000 | PA      | $89173.10      | 0.00%             | 2038-12-05      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 01/01/2048#Q53334                                                                                                   | CUSIP: 3132XVV42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      177407 | PA      | $168683.44     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 11/01/2041#BT9396                                                                                                 | CUSIP: 3140LYNN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      375414 | PA      | $335562.70     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2052#                                                                                                       | CUSIP: 3133KNWJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2552705 | PA      | $2323646.02    | 0.01%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES1                                                                               | RCKT MORTGAGE TRUST 2024-CES1 1A1 6.025% 02/25/2044 144A                                                                         | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1187689 | PA      | $1197589.52    | 0.00%             | 2044-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                                  | DAVITA INC 6.875% 09/01/2032 144A                                                                                                | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      130000 | PA      | $134489.16     | 0.00%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BXG RECEIVABLES NT TR 2022-A                                                                                | BXG RECEIVABLES NT TR 2022-A A 4.12% 09/28/2037 144A                                                                             | CUSIP: 12434KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2565967 | PA      | $2541497.83    | 0.01%             | 2037-09-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CZ030005 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     5100000 | NC      | $-3404.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2050#MA4182                                                                                                   | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5447673 | PA      | $4370826.50    | 0.01%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 09/01/2054#CB9216                                                                                                   | CUSIP: 3140QVG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7215004 | PA      | $7386917.78    | 0.02%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055                                                                            | CUSIP: 3137HJYG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     4565938 | PA      | $4571069.33    | 0.01%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 2% 05/25/2045                                                                                         | CUSIP: 3136BBQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1116019 | PA      | $1057244.33    | 0.00%             | 2045-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 07/01/2043#AS0044                                                                                                 | CUSIP: 3138W9BN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      203902 | PA      | $185778.13     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.75% 07/20/2046#AS8107                                                                                                  | CUSIP: 36193UAG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       52207 | PA      | $48620.88      | 0.00%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                                                    | MARS INC 5.7% 05/01/2055 144A                                                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     4175000 | PA      | $4071248.87    | 0.01%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) 4.5% 02/25/2026                                                                                                | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2521000 | PA      | $2521959.44    | 0.01%             | 2026-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                              | FAIRFAX FINANCIAL HLDGS LTD 5.625% 08/16/2032                                                                                    | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     6600000 | PA      | $6808502.32    | 0.02%             | 2032-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BHG 2025-2CON                                                                                               | BHG 2025-2CON 4.84% 09/17/2036 144A                                                                                              | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1713607.14    | 0.00%             | 2036-09-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 1.594% 11/25/2028                                                                                     | CUSIP: 3136BBHB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      128316 | PA      | $120068.49     | 0.00%             | 2028-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN and PET CO                                                                                   | CENTRAL GARDEN and PET CO 4.125% 10/15/2030                                                                                      | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      206000 | PA      | $194843.58     | 0.00%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 4.75% 08/16/2056                                                                        | CUSIP: 38381MXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      111889 | PA      | $110891.42     | 0.00%             | 2056-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6% 03/15/2032                                                                                     | CUSIP: 31339W2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        6005 | PA      | $6198.38       | 0.00%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR12M+91.513 11/20/2067                                                                           | CUSIP: 38375U3B4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      479938 | PA      | $482879.27     | 0.00%             | 2067-11-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2047#BE9261                                                                                                 | CUSIP: 3140FVJF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13887 | PA      | $13621.68      | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | BOEING CO-THE SNR S* ICE                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |      300000 | NC      | $11337.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                                                 | NYC TFA (PIT) 1.97% 2/1/2033                                                                                                     | CUSIP: 64971XXC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2015000 | PA      | $1700404.30    | 0.00%             | 2033-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#FS9872                                                                                                   | CUSIP: 3140XR6J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      691455 | PA      | $559744.13     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 05/15/2042                                                                                        | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      990000 | PA      | $785271.09     | 0.00%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2041#AI6550                                                                                                 | CUSIP: 3138ALH42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71680 | PA      | $71616.26      | 0.00%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                                    | APTIV SWISS HOLDINGS LTD 6.875%/VAR 12/15/2054                                                                                   | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      245000 | PA      | $247623.47     | 0.00%             | 2054-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT SOFR30A+ 06/20/2071                                                                               | CUSIP: 38380Q3N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      679554 | PA      | $681949.01     | 0.00%             | 2071-06-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 5.847%/VAR 03/02/2027                                                                                          | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $704970.70     | 0.00%             | 2027-03-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 03/01/2054#CB8112                                                                                                   | CUSIP: 3140QUAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1455006 | PA      | $1491038.43    | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 11/01/2053#DA1079                                                                                                 | CUSIP: 3140A1FV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      450689 | PA      | $454571.55     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+74.448 10/20/2069                                                                            | CUSIP: 38380LH22<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    10462782 | PA      | $10480472.86   | 0.02%             | 2069-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 04/20/2055#MB0306                                                                                                   | CUSIP: 3618N5KU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2384772 | PA      | $2296302.63    | 0.01%             | 2055-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 1/1/43 #Q14326                                                                                                    | CUSIP: 3132HQYX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      111360 | PA      | $98907.21      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                                              | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      220000 | PA      | $216761.60     | 0.00%             | 2030-10-08      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2046#AS8335                                                                                                 | CUSIP: 3138WJHM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      108596 | PA      | $106690.92     | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC                          | DOMINOS PIZZA MASTER ISR LLC 3.668% 10/25/2049 144A                                                                              | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1196160 | PA      | $1150098.99    | 0.00%             | 2049-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAHAMAS COMWLTH                                                                                             | BAHAMAS COMWLTH 8.25% 06/24/2036 144A                                                                                            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      391000 | PA      | $403707.50     | 0.00%             | 2036-06-24      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K55 MORTGAGE TRUST                                                                               | FREMF 2016-K55 MORTGAGE TRUST VAR 04/25/2049 144A                                                                                | CUSIP: 30289HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      292553 | PA      | $290812.16     | 0.00%             | 2049-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 07/01/2041#CB1071                                                                                                   | CUSIP: 3140QLFM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2564318 | PA      | $2216251.80    | 0.00%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                                                      | FAIR ISAAC CORPORATION 6% 05/15/2033 144A                                                                                        | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      420000 | PA      | $425635.56     | 0.00%             | 2033-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                      | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 08/25/2048                                                           | CUSIP: 3137H3S94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      722880 | PA      | $641813.99     | 0.00%             | 2048-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2046#BC4754                                                                                                   | CUSIP: 3140F0H80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1503925 | PA      | $1438479.57    | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIDELIDADE CO DE SEGUROS SAPORTUGAL                                                                         | FIDELIDADE CO DE SEGUROS SAPORTUGAL 4.25%/VAR 09/04/2031 REGS                                                                    | CUSIP: N/A<br>LEI: 529900FNLE8ZOPUOT704       | Long             | DBT              | CORP              | PT        |      500000 | PA      | $590234.90     | 0.00%             | 2031-09-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-C34                                                                            | WELLS FARGO COML MTG TR 2016-C34 3.096% 5/15/49                                                                                  | CUSIP: 95000DBD2<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |     6124000 | PA      | $6037646.09    | 0.01%             | 2049-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.875% 08/15/2034                                                                                                      | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   149565000 | PA      | $146643816.07  | 0.33%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 05/01/2039#AL0524                                                                                                 | CUSIP: 3138EGSN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48959 | PA      | $49665.59      | 0.00%             | 2039-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2031#                                                                                                         | CUSIP: 3140NWLV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $4937669.50    | 0.01%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4.0% 02/15/2042#778869                                                                                                 | CUSIP: 36176XCE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28393 | PA      | $27488.98      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP                                                      | USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 7.125% 03/15/2029 144A                                                    | CUSIP: 91740PAG3<br>LEI: 549300ZWL4J1LYMOWK56 | Long             | DBT              | CORP              | US        |      645000 | PA      | $661174.02     | 0.00%             | 2029-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                                                                          | FS LUXEMBOURG SARL 8.625% 06/25/2033 144A                                                                                        | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $204036.00     | 0.00%             | 2033-06-25      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                                         | CALPINE CORPORATION 5.125% 03/15/2028 144A                                                                                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     4340000 | PA      | $4336817.48    | 0.01%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                                                                                | PERU LNG SRL 5.375% 03/22/2030 144A                                                                                              | CUSIP: 715604AA2<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |      166680 | PA      | $158471.01     | 0.00%             | 2030-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2050#CA7616                                                                                                   | CUSIP: 3140QFPA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2110447 | PA      | $1699208.57    | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                                            | WESTINGHOUSE AIR BRAKE TECH CORP STEP 09/15/2028                                                                                 | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    10335000 | PA      | $10469832.06   | 0.02%             | 2028-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 22 LTD / AIMCO CLO 22 LLC                                                                         | AIMCO CLO 22 LTD / AIMCO CLO 22 LLC A TSFR3M+150 04/19/2037 144A                                                                 | CUSIP: 00901UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1080000 | PA      | $1083537.00    | 0.00%             | 2037-04-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                                              | PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029                                                                                  | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2689000 | PA      | $2590700.35    | 0.01%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SECURITIZATION TR 2007 HE1                                                                        | HSI ASSET SECURITIZ TR 07 HE1 TSFR1M+25.448 01/25/2037                                                                           | CUSIP: 40430FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2189727 | PA      | $1699911.21    | 0.00%             | 2037-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2024-5                                                                              | VERUS SECURITIZATION TRUST 2024-5 6.192% 06/25/2069 144A                                                                         | CUSIP: 92540HAA4<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-CBDO         | CORP              | US        |     2795940 | PA      | $2833349.45    | 0.01%             | 2069-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                                                                    | BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A                                                                         | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1573500 | PA      | $1577922.66    | 0.00%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 01/01/2035#CA5039                                                                                                   | CUSIP: 3140QCS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150076 | PA      | $145167.88     | 0.00%             | 2035-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                                                | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                                                  | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $167019.32     | 0.00%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                                                        | PARAGUAY REPUBLIC OF 5.4% 03/30/2050 REGS                                                                                        | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     1019000 | PA      | $896898.33     | 0.00%             | 2050-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.75000 05/07/25-10Y LCH                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     7800000 | NC      | $52315.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                                   | SUNOCO LP 7.25% 05/01/2032 144A                                                                                                  | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      300000 | PA      | $317363.70     | 0.00%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES CSTR 12/25/2027                                                     | CUSIP: 3137FF3Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   138820249 | PA      | $1467899.19    | 0.00%             | 2027-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TRAVIS PERKINS PLC                                                                                          | TRAVIS PERKINS PLC 3.75% 02/17/2026 REGS                                                                                         | CUSIP: N/A<br>LEI: 2138001I27OUBAF22K83       | Long             | DBT              | CORP              | GB        |      255000 | PA      | $339826.95     | 0.00%             | 2026-02-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                                                    | CSX CORP 6.15% 05/01/2037                                                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1608084.19    | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                                                              | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.83% 10/16/2028                                                                  | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      635415 | PA      | $637292.66     | 0.00%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 6% 06/12/2034 144A                                                                                            | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      500000 | PA      | $512000.00     | 0.00%             | 2034-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                                                 | PAYCHEX INC 5.35% 04/15/2032                                                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      613000 | PA      | $634113.16     | 0.00%             | 2032-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                                            | ISRAEL STATE OF 5.5% 09/18/2033                                                                                                  | CUSIP: 46513EFG2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2685000 | PA      | $2873298.14    | 0.01%             | 2033-09-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                                                                                     | NATIONAL FUEL GAS CO NJ 5.5% 03/15/2030                                                                                          | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3926118.88    | 0.01%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+638.552 06/20/2036                                                                         | CUSIP: 38374NEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        7445 | PA      | $703.00        | 0.00%             | 2036-06-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 3.7% 12/01/2047                                                                                            | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      164000 | PA      | $123796.45     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                                                             | BANK 2021-BNK31 02/2054                                                                                                          | CUSIP: 06541ABN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $256200.70     | 0.00%             | 2054-02-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                                                       | ACCENTURE CAPITAL INC 4.5% 10/04/2034                                                                                            | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      370000 | PA      | $361382.14     | 0.00%             | 2034-10-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR                                                                                       | BAYVIEW COML ASSET TR TSFR1M+69.948 01/25/2036 144A                                                                              | CUSIP: 07324SCS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       24373 | PA      | $23031.34      | 0.00%             | 2036-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.02% 01/01/2032#BS4650                                                                                                | CUSIP: 3140LFEY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $3532826.40    | 0.01%             | 2032-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC                                                             | SIERRA TIMESHARE 2025-2A D RECEIVABLES FUNDING LLC 6.79% 04/20/2044 144A                                                         | CUSIP: 82653HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1541050 | PA      | $1559105.52    | 0.00%             | 2044-04-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2046#G08687                                                                                                 | CUSIP: 3128MJXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      323875 | PA      | $300637.97     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.75% 11/15/2047                                                                                     | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8364000 | PA      | $5873422.95    | 0.01%             | 2047-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 4.2% 07/15/2048                                                                                          | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       91000 | PA      | $72952.32      | 0.00%             | 2048-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 04/01/2054#SD7569                                                                                                   | CUSIP: 3132DVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5009768 | PA      | $5194890.43    | 0.01%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 2.85% 12/15/2032                                                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1553000 | PA      | $1380566.03    | 0.00%             | 2032-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                                              | EUROPEAN UNION 4% 04/04/2044 REGS                                                                                                | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     1300000 | PA      | $1555697.93    | 0.00%             | 2044-04-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                                                                   | ENPRO INC 6.125% 06/01/2033 144A                                                                                                 | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      185000 | PA      | $188776.96     | 0.00%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 08/15/2027                                                                                                       | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6790000 | PA      | $6803526.97    | 0.02%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 04/20/2072#CK2804                                                                                                    | CUSIP: 3617XXDH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      972828 | PA      | $1014881.39    | 0.00%             | 2072-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BXG RECEIVABLES NT TR 2020-A                                                                                | BXG RECEIVABLES NOTE TRUST 2020-A B 2.49% 02/28/2036 144A                                                                        | CUSIP: 05608TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      851933 | PA      | $826572.09     | 0.00%             | 2036-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.00% 3/42 #005334                                                                                                       | CUSIP: 36202F4T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      138398 | PA      | $140696.11     | 0.00%             | 2042-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASMODEE GROUP AB                                                                                            | ASMODEE GROUP AB 5.75% 12/15/2029 144A                                                                                           | CUSIP: N/A<br>LEI: 636700G5993BBAFDYD02       | Long             | DBT              | CORP              | SE        |     1120000 | PA      | $1374274.53    | 0.00%             | 2029-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 9.25%/VAR PERP 144A                                                                                                 | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |      200000 | PA      | $234877.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#CB1799                                                                                                   | CUSIP: 3140QL7M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7125096 | PA      | $5767883.68    | 0.01%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                                               | WACHOVIA CORP STEP 08/01/2026                                                                                                    | CUSIP: 337358BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $15416.76      | 0.00%             | 2026-08-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CY400081 08/17/61 S                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |     1000000 | NC      | $5110.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                                       | TENET HEALTHCARE CORP 6.125% 06/15/2030                                                                                          | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      788000 | PA      | $800035.12     | 0.00%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2048#BK1008                                                                                                   | CUSIP: 3140HEDN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27941 | PA      | $26603.14      | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2052#MA4548                                                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17388251 | PA      | $14510674.34   | 0.03%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRAZIL LETRAS DO TESOURO NACIONAL                                                                           | BRAZIL LETRAS DO TESOURO NACIONAL 0% 10/01/2025                                                                                  | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |   295500000 | PA      | $53812578.28   | 0.12%             | 2025-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TAURS 2025-UK2X                                                                                             | TAURS 2025-UK2X B SONIO+200 02/18/2035 REGS                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |      127152 | PA      | $172504.17     | 0.00%             | 2035-02-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: GBP/USD settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $6902.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 04/20/2043#MA0933                                                                                                   | CUSIP: 36179NBA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      200232 | PA      | $183185.76     | 0.00%             | 2043-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                                         | AFFIRM MASTER TRUST 4.67% 07/15/2033 144A                                                                                        | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3300000 | PA      | $3317856.63    | 0.01%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                             | PERMIAN RESOURCES OPERATING LLC 7% 01/15/2032 144A                                                                               | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      500000 | PA      | $518405.00     | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 8/15/40                                                                                                                  | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33992494 | PA      | $16295909.50   | 0.04%             | 2040-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2023-3                                                                              | VERUS SECURITIZATION TR 2023-3 B1 VAR 03/25/2068 144A                                                                            | CUSIP: 92539GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1210000 | PA      | $1214043.34    | 0.00%             | 2068-03-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 12/01/2052#SD8277                                                                                                 | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      789316 | PA      | $799075.10     | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SASOL FING USA LLC                                                                                          | SASOL FING USA LLC 4.375% 09/18/2026                                                                                             | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      810000 | PA      | $802661.40     | 0.00%             | 2026-09-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                                            | BAYER US FIN LLC 6.375% 11/21/2030 144A                                                                                          | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1867261.95    | 0.00%             | 2030-11-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.6% 09/01/2028#AN2497                                                                                                 | CUSIP: 3138LEX30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      355826 | PA      | $342237.40     | 0.00%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.98%/VAR 03/20/2030                                                                                               | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    23285000 | PA      | $22993825.03   | 0.05%             | 2030-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO LTD                                                                                             | INVESCO CLO LTD 2021-2A BR TSFR3M+ 07/15/2034 144A                                                                               | CUSIP: 46149MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2500000.00    | 0.01%             | 2034-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 03/01/2033#AB0066                                                                                                   | CUSIP: 31416VCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      191258 | PA      | $193483.11     | 0.00%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#MA4281                                                                                                   | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    37432817 | PA      | $29974949.79   | 0.07%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 02/01/2042#AJ1884                                                                                                 | CUSIP: 3138ATCW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      327669 | PA      | $309496.54     | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                                         | AFFIRM MASTER TRUST 4.99% 02/15/2033 144A                                                                                        | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1491000 | PA      | $1502258.54    | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 5.667%/VAR 04/25/2036                                                                                        | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $2178619.73    | 0.00%             | 2036-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2001-14 Z 6% 5/31                                                                                                            | CUSIP: 31359SWU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         472 | PA      | $480.13        | 0.00%             | 2031-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS LN FD XXIX DAC                                                                                 | CVC CORDATUS LN FD XXIX DAC BR 3MEUR+ 08/15/2038 144A                                                                            | CUSIP: N/A<br>LEI: 54930002S39B168UJK53       | Long             | ABS-CBDO         | CORP              | IE        |     2750000 | PA      | $3219914.61    | 0.01%             | 2038-08-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 2.6% 02/07/2030                                                                                    | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      622000 | PA      | $581685.62     | 0.00%             | 2030-02-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 6.2% 02/14/2059                                                                                                 | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       86000 | PA      | $85552.09      | 0.00%             | 2059-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 7.9% 07/25/2027 144A                                                                                          | CUSIP: 30259RAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      373005 | PA      | $378865.65     | 0.00%             | 2027-07-25      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 03/01/2045#Q31980                                                                                                 | CUSIP: 3132QNFW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       86904 | PA      | $78445.82      | 0.00%             | 2045-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                                                                         | SWF HOLDINGS I CORP 6.5% 10/01/2029 144A                                                                                         | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |      850000 | PA      | $340000.00     | 0.00%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                                                | INSULET CORP 6.5% 04/01/2033 144A                                                                                                | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |      120000 | PA      | $124409.88     | 0.00%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 6% 01/15/2036                                                                                     | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      470000 | PA      | $499499.63     | 0.00%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                                                                            | ACCO BRANDS CORP 4.25% 03/15/2029 144A                                                                                           | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |      462000 | PA      | $414418.90     | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2051#CB0090                                                                                                   | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2576993 | PA      | $2063569.66    | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4% 04/15/2029 144A                                                                                                  | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2785000 | PA      | $2766065.37    | 0.01%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU 2004-AR3 A1 CSTR 6/34                                                                                                       | CUSIP: 92922FNH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         376 | PA      | $348.60        | 0.00%             | 2034-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO                                                                   | CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 6.75% 02/15/2030 144A                                                                  | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $207244.00     | 0.00%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 1.5% 02/01/2041#MA4266                                                                                                 | CUSIP: 31418DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      559148 | PA      | $467557.64     | 0.00%             | 2041-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 09/01/2051#FS2766                                                                                                 | CUSIP: 3140XJCC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      219922 | PA      | $166912.89     | 0.00%             | 2051-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.50% 2/36 #745578                                                                                                          | CUSIP: 31403DJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         635 | PA      | $675.25        | 0.00%             | 2036-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLS 2015-2 PASS THRU TRS                                                                         | AMERICAN AIRLS 2015-2 PASS THRU TRS 4% 03/22/2029                                                                                | CUSIP: 02377BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49905 | PA      | $48606.87      | 0.00%             | 2029-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.81% 12/01/2028#BL1040                                                                                                | CUSIP: 3140HSEN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      468084 | PA      | $467294.39     | 0.00%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO-IV LTD / ROMARK CLO-IV LLC                                                                       | ROMARK CLO-IV LTD / ROMARK CLO-IV LLC A1 TSFR3M+143.161 07/10/2034 144A                                                          | CUSIP: 77588LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    13250000 | PA      | $13255300.00   | 0.03%             | 2034-07-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FLOURISHING TRADE and INVESTMENT LTD                                                                        | FLOURISHING TRADE and INVESTMENT LTD 11.035% 04/02/2028 144A                                                                     | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     1202188 | PA      | $1245827.42    | 0.00%             | 2028-04-02      | Fixed         | 0.11%                 | No            |                  3 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 01/48#MA4962                                                                                                        | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      176760 | PA      | $163288.43     | 0.00%             | 2048-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 4.25% 12/15/2041                                                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2195337.59    | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RCKT MTG TR 2024-CES-8                                                                                      | RCKT MTG TR 2024-CES-8 A1A STEP 11/25/2044 144A                                                                                  | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3081714 | PA      | $3085998.44    | 0.01%             | 2044-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q02020                                                                                                 | CUSIP: 3132GFG50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25952 | PA      | $26393.54      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                   | OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031                                                                                        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     9261000 | PA      | $10339600.89   | 0.02%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 4/41 #AI1116                                                                                                          | CUSIP: 3138AEG23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71457 | PA      | $71270.69      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#MA4326                                                                                                 | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4634060 | PA      | $3875859.45    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 5.365%/VAR 07/15/2028                                                                                         | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     4000000 | PA      | $4080938.68    | 0.01%             | 2028-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.887%/VAR 08/14/2027                                                                                          | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2285000 | PA      | $2315752.63    | 0.01%             | 2027-08-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#QE7991                                                                                                   | CUSIP: 3133BH2Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2363295 | PA      | $2213925.82    | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2048#BJ5803                                                                                                   | CUSIP: 3140H7NV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67962 | PA      | $64495.29      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2043#AR9126                                                                                                 | CUSIP: 3138W7D84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63720 | PA      | $56300.98      | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2043#AB7575                                                                                                   | CUSIP: 31417EMZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43409 | PA      | $39680.72      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2046#AS6522                                                                                                 | CUSIP: 3138WGG81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      261337 | PA      | $242276.40     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                                               | DTE ENERGY CO 5.85% 06/01/2034                                                                                                   | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      800000 | PA      | $840098.74     | 0.00%             | 2034-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+145 10/25/2053                                                                            | CUSIP: 3137HAT48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1640901 | PA      | $1657608.76    | 0.00%             | 2053-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM 20-H08 FC TSFR1M+76.448 02/20/2070                                                                  | CUSIP: 38380L7K3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      347321 | PA      | $348156.66     | 0.00%             | 2070-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2042#AK7569                                                                                                 | CUSIP: 3138ECMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18926 | PA      | $18879.92      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/INR settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3.43          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 04/15/2028                                                                                                       | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4691000 | PA      | $4708957.71    | 0.01%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 7.5%/VAR PERP                                                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |      490000 | PA      | $514370.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                                    | WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042                                                                                        | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1043000 | PA      | $702721.25     | 0.00%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 05/01/2053#CB6314                                                                                                   | CUSIP: 3140QSAQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      434430 | PA      | $430307.91     | 0.00%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN BLDRS and CONTRACTORS SUPPLY CO INC                                                                | AMERICAN BLDRS and CONTRACTORS SUPPLY CO INC 4% 01/15/2028 144A                                                                  | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      262000 | PA      | $256312.56     | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREYWOLF CLO II LTD                                                                                         | GREYWOLF CLO II LTD A1SR TSFR3M+140 04/15/2034 144A                                                                              | CUSIP: 398079AW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    35000000 | PA      | $35010325.00   | 0.08%             | 2034-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 01/01/2037#FS2747                                                                                                 | CUSIP: 3140XJBR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3749422 | PA      | $3360945.86    | 0.01%             | 2037-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | IFS 3.2409 07/15/2035 UKR                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     3601915 | NC      | $-10663.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST.                                                                                      | CCG RECEIVABLES TRUST. 4.48% 10/14/2032 144A                                                                                     | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1260000 | PA      | $1265218.29    | 0.00%             | 2032-10-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM9 TR                                                                                            | OBX 2024-NQM9 A1 TRUST VAR 01/25/2064 144A                                                                                       | CUSIP: 67119DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3247535 | PA      | $3279728.95    | 0.01%             | 2064-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SDAL TR 2025-DAL                                                                                            | SDAL TR 2025-DAL TSFR1M+244.132 04/15/2030 144A                                                                                  | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      122000 | PA      | $123068.43     | 0.00%             | 2042-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN BLDRS and CONTRACTORS SUPPLY CO INC                                                                | AMERICAN BLDRS and CONTRACTORS SUPPLY CO INC 3.875% 11/15/2029 144A                                                              | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       70000 | PA      | $66395.38      | 0.00%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                                                   | TORONTO DOMINION BANK 2% 09/10/2031                                                                                              | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      180000 | PA      | $158961.39     | 0.00%             | 2031-09-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                                                 | IVORY COAST (COTE D'IVOIRE) 4.875% 01/30/2032 REGS                                                                               | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     1930000 | PA      | $2084341.69    | 0.00%             | 2032-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                                                | GUARDIAN LIFE GLOBAL FUNDING 4.179% 09/26/2029 144A                                                                              | CUSIP: 40139LBJ1<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |      190000 | PA      | $190165.02     | 0.00%             | 2029-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2053#CB6539                                                                                                   | CUSIP: 3140QSHR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2644729 | PA      | $2735846.12    | 0.01%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                                           | STATE STREET CORP 6.7%/VAR PERP                                                                                                  | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |      178000 | PA      | $184225.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 1/42 #790493                                                                                                          | CUSIP: 36177JRP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11433 | PA      | $10750.08      | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 02/01/2053#CB5600                                                                                                 | CUSIP: 3140QRGJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1388090 | PA      | $1409156.20    | 0.00%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED LNS STRUCTURED TRANSACTION TR 144A                                                     | FREDDIE MAC SEASONED LNS STRUC TRANS TR SOFR30A+125 10/25/2034 144A                                                              | CUSIP: 35564CSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2839442 | PA      | $2889844.08    | 0.01%             | 2034-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2                                                               | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2 C 5.47% 12/16/2030                                                                 | CUSIP: 80287JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      740000 | PA      | $750907.01     | 0.00%             | 2030-12-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 04/01/2043#AB8897                                                                                                 | CUSIP: 31417F3F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      502282 | PA      | $458690.00     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.25% 09/30/2028                                                                                                       | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3299000 | PA      | $3075286.56    | 0.01%             | 2028-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HEICO CORP NEW                                                                                              | HEICO CORP NEW 5.25% 08/01/2028                                                                                                  | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1253879.78    | 0.00%             | 2028-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 3.5% 10/01/2055 #TBA                                                                                                   | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1800000 | PA      | $1625695.38    | 0.00%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 04/01/2031#AS6933                                                                                                 | CUSIP: 3138WGV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      525747 | PA      | $508716.49     | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX 2024-PALM                                                                                                | BX 2024-PALM TSFR1M+154.1 06/15/2037 144A                                                                                        | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      605769 | PA      | $606525.84     | 0.00%             | 2037-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 2.77% 09/01/2053                                                                                                       | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      291000 | PA      | $169866.70     | 0.00%             | 2053-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR3 TR                                                                           | PROGRESS RESIDENTIAL 2022-SFR3 TR 4.45% 04/17/2039 144A                                                                          | CUSIP: 74331UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4705000 | PA      | $4622723.67    | 0.01%             | 2039-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2051#QC7127                                                                                                   | CUSIP: 3133AR4L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      250999 | PA      | $202874.12     | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                                  | CARVANA CO PIK VAR 06/01/2030 144A                                                                                               | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $3007376.50    | 0.01%             | 2030-06-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 2.45% 07/15/2028                                                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     9865000 | PA      | $9113646.09    | 0.02%             | 2028-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                              | AIR LEASE CORP 5.3% 06/25/2026                                                                                                   | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3020993.22    | 0.01%             | 2026-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6                                                               | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6 6.4% 03/17/2031                                                                    | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $517686.90     | 0.00%             | 2031-03-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                                                        | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                                                | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5425000 | PA      | $5072475.91    | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC / CDK GLO                                                                                | CNT PRNT/CDK GLO II/FIN 8% 06/15/2029 144A                                                                                       | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $86917.53      | 0.00%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+145 11/25/2053                                                                            | CUSIP: 3136BQRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3950950 | PA      | $3984756.82    | 0.01%             | 2053-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 6.85%/VAR PERP                                                                                     | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     1160000 | PA      | $1194652.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                                  | FIRST QUANTUM MINERALS LTD 8% 03/01/2033 144A                                                                                    | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1335000 | PA      | $1386440.06    | 0.00%             | 2033-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 02/20/2052#MA7881                                                                                                   | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9113748 | PA      | $7767045.04    | 0.02%             | 2052-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 05/01/2052#                                                                                                         | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    20560630 | PA      | $19299671.39   | 0.04%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                             | SANTANDER UK GROUP HOLDINGS PLC 6.534%/VAR 01/10/2029                                                                            | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $209504.84     | 0.00%             | 2029-01-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MTN INC 4.875% 09/15/2027 144A                                                                                              | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      561000 | PA      | $557416.95     | 0.00%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                                          | BMW US CAPITAL LLC 5.05% 03/21/2030 144A                                                                                         | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $8534235.71    | 0.02%             | 2030-03-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2019 C-17                                                                     | UBS COMMERCIAL MORTGAGE TRUST 2019 C-17 2.6686% 10/15/2052                                                                       | CUSIP: 90278MAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1064955 | PA      | $1005668.44    | 0.00%             | 2052-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 9/40 #737454                                                                                                          | CUSIP: 3620ARH79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29739 | PA      | $30208.65      | 0.00%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 01/01/2053#MA4868                                                                                                   | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46803 | PA      | $46417.73      | 0.00%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.52%/VAR 10/27/2028                                                                                               | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2493000 | PA      | $2455320.77    | 0.01%             | 2028-10-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                                               | SUTTER HEALTH 4.091% 08/15/2048                                                                                                  | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      780000 | PA      | $618981.64     | 0.00%             | 2048-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 05/01/2033#710653                                                                                                   | CUSIP: 31401KQE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2906 | PA      | $2943.28       | 0.00%             | 2033-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 03/01/2036#BR4700                                                                                                 | CUSIP: 3140L3GJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49576 | PA      | $44470.04      | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 5 LTD                                                                                    | OHA CREDIT FUNDING 5 LTD AR TSFR3M+135 10/18/2037 144A                                                                           | CUSIP: 67113GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $451189.80     | 0.00%             | 2037-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | FSWP: JPY 0.683000 4/21/2027 FTO 0.68300                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -1697961056 | NC      | $28249.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 12/01/2043#C09055                                                                                                 | CUSIP: 31292SBY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      137617 | PA      | $132975.45     | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/01/2047#G61047                                                                                                 | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      254537 | PA      | $251105.94     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6% 04/15/2031                                                                                     | CUSIP: 3133TSQF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |          83 | PA      | $84.65         | 0.00%             | 2031-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                                                   | TRANSCANADA PIPELINES LTD 4.625% 03/01/2034                                                                                      | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      735000 | PA      | $708467.67     | 0.00%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2025                                                                                 | JOHN DEERE OWNER TRUST 2025 4.23% 03/15/2028 REGS                                                                                | CUSIP: 47800DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1800000 | PA      | $1801222.74    | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BN28                                                                                              | BANK 2020-BN28 1.584% 03/15/2063                                                                                                 | CUSIP: 06540YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8728567 | PA      | $7712593.80    | 0.02%             | 2063-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                      | FEDERAL HOME LN MTG CORP 4.5% 11/15/2040                                                                                         | CUSIP: 3137BE3R3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      350742 | PA      | $345630.48     | 0.00%             | 2040-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.75%/VAR 02/15/2056                                                                                          | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64681.46      | 0.00%             | 2056-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 06/01/2043#AT9645                                                                                                 | CUSIP: 3138WXWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8726 | PA      | $8074.57       | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 COML MTG TR                                                                                   | CSAIL 2016-C7 A4 3.21% 11/15/49                                                                                                  | CUSIP: 12637UAV1<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |     2690969 | PA      | $2669277.45    | 0.01%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                                                  | ELASTIC NV 4.125% 07/15/2029 144A                                                                                                | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |      780000 | PA      | $749550.83     | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS 2014-1 PASS THRU TR                                                                            | UNITED AIRLS 2014-1 PASS THRU TR 4% 10/11/2027                                                                                   | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49628 | PA      | $49528.34      | 0.00%             | 2027-10-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.123%/VAR 02/01/2029                                                                                             | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5851000 | PA      | $5975881.23    | 0.01%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WHARF 2025-DC E                                                                                             | WHARF 2025-DC E 7.85642% 07/15/2040 144A                                                                                         | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      198000 | PA      | $201458.17     | 0.00%             | 2040-07-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 09/01/2051#QC7480                                                                                                   | CUSIP: 3133ASJZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30083 | PA      | $28598.04      | 0.00%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 05/01/2033#K90513                                                                                                 | CUSIP: 3132J2SA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      329379 | PA      | $324015.09     | 0.00%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2046#BC2969                                                                                                 | CUSIP: 3140EXJP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12126 | PA      | $11222.98      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 4% 04/01/2052                                                                                           | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       83000 | PA      | $63411.34      | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+153 07/25/2054                                                                            | CUSIP: 3136BSMZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2034365 | PA      | $2047634.53    | 0.00%             | 2054-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2032#AO7654                                                                                                 | CUSIP: 3138LYQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20232 | PA      | $19736.08      | 0.00%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                                               | AIB GROUP PLC 5.32%/VAR 05/15/2031 144A                                                                                          | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $205230.48     | 0.00%             | 2031-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HLDGS INC                                                                                        | ZAYO GROUP HLDGS INC 4% 03/01/2027 144A                                                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      890000 | PA      | $860944.79     | 0.00%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2025-2                                                                 | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2025-2 5.465% 08/15/2050 144A                                                               | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1990000 | PA      | $2006897.89    | 0.00%             | 2050-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 7% 03/17/2027                                                                                         | CUSIP: 31359N4Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |           4 | PA      | $4.25          | 0.00%             | 2027-03-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 09/01/2051#MA4414                                                                                                 | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9988040 | PA      | $8344485.64    | 0.02%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 1% 03/20/2050                                                                                     | CUSIP: 38383CP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      290600 | PA      | $224747.85     | 0.00%             | 2050-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 22-64 GF SOFR30A+80 10/25/2052                                                                    | CUSIP: 3136BPDD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1960765 | PA      | $1935079.14    | 0.00%             | 2052-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 07/01/2053#CB6673                                                                                                 | CUSIP: 3140QSMX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2599193 | PA      | $2644324.82    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2046#Q42079                                                                                                 | CUSIP: 3132WFJZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9852 | PA      | $9130.15       | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1                                                 | GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1 4.52% 10/15/2027 144A                                                | CUSIP: 39154GAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5011184.00    | 0.01%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020                                                                          | VLS COMMERCIAL MORTGAGE TRUST 2020 2.453% 10/10/2042 144A                                                                        | CUSIP: 92858TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $244573.26     | 0.00%             | 2042-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2042#C04038                                                                                                 | CUSIP: 31292LPX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      307377 | PA      | $290638.28     | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP PAY 4.075 04/24/30                                                                                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |    10760000 | NC      | $369969.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 3/20/41 #004984                                                                                                     | CUSIP: 36202FRD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       42289 | PA      | $43823.95      | 0.00%             | 2041-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.35% 01/01/2029#AN4349                                                                                                | CUSIP: 3138LGZP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      241200 | PA      | $236524.24     | 0.00%             | 2029-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 3/38 #G04668                                                                                                          | CUSIP: 3128M6QV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       63216 | PA      | $64237.86      | 0.00%             | 2038-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 2.196% 02/04/2026                                                                                                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    36409000 | PA      | $36060051.41   | 0.08%             | 2026-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 01/20/2043#MA0698                                                                                                   | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3007117 | PA      | $2754246.91    | 0.01%             | 2043-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     1800000 | NC      | $-24159.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2032#AO7746                                                                                                 | CUSIP: 3138LYTC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2394 | PA      | $2330.58       | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | BARCLAYS BANKL PLC SNR SE ICE 12/20/2025                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    10600000 | NC      | $-41065.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 06/36#SB8106                                                                                                      | CUSIP: 3132D6AF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54535 | PA      | $48918.64      | 0.00%             | 2036-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 5% 03/16/2034                                                                                     | CUSIP: 38374FTH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       22123 | PA      | $22512.90      | 0.00%             | 2034-03-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR1 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR1 TRUST 5% 05/19/2039 144A                                                                                | CUSIP: 33768NAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1826000 | PA      | $1805843.70    | 0.00%             | 2039-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                               | CARNIVAL CORP 5.875% 06/15/2031 144A                                                                                             | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      865000 | PA      | $886750.43     | 0.00%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 7% 03/15/2032 144A                                                                                          | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104385.44     | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.842% 07/20/2071#CF8513                                                                                                 | CUSIP: 3617WAN63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2714000 | PA      | $2442659.94    | 0.01%             | 2071-07-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM8 TRUST                                                                                         | OBX 2023-NQM8 TRUST 7.248% 09/25/2063 144A                                                                                       | CUSIP: 67118CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      651434 | PA      | $659983.50     | 0.00%             | 2063-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                                              | PHILLIPS 66 CO 3.75% 03/01/2028                                                                                                  | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      695000 | PA      | $689362.55     | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 12/01/2042#AQ8684                                                                                                 | CUSIP: 3138MQUJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      283889 | PA      | $259705.74     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DK TRUST 2025-LXP                                                                                           | DK TRUST 2025-LXP D TSFR1M+ 08/15/2037 144A                                                                                      | CUSIP: 23292LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       84000 | PA      | $84052.50      | 0.00%             | 2037-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                                                          | ESSEX PORTFOLIO LP 5.5% 04/01/2034                                                                                               | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      525000 | PA      | $541834.15     | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                       | AMERICAN AIRLINES INC 7.25% 02/15/2028 144A                                                                                      | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       80000 | PA      | $82074.56      | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-1                                                                                                 | SCLP 2025-1 B 5.12% 02/27/2034 144A                                                                                              | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      239000 | PA      | $241786.88     | 0.00%             | 2034-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 23 LTD                                                                                            | AIMCO CLO 23 LTD A TSFR3M+113 04/20/2038 144A                                                                                    | CUSIP: 00901JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      385650 | PA      | $385265.12     | 0.00%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.412%/VAR 03/31/2031                                                                                              | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    15729000 | PA      | $15694028.61   | 0.04%             | 2031-03-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECS I LLC                                                                        | BEAR STEARNS ASSET BACKED SECS I LLC 05-2 M5 STEP 06/25/2035                                                                     | CUSIP: 073877CH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $611172.24     | 0.00%             | 2035-06-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 02/01/2043#C09031                                                                                                 | CUSIP: 31292SA83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      111668 | PA      | $98834.50      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                                                        | RLJ LODGING TRUST LP 4% 09/15/2029 144A                                                                                          | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93836.00      | 0.00%             | 2029-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                                                       | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 2.989% 07/01/2050                                                                          | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      865000 | PA      | $574808.76     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2052#FS9729                                                                                                 | CUSIP: 3140XRY33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      987986 | PA      | $836216.44     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 3/42 #794582                                                                                                          | CUSIP: 36177PCU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       46258 | PA      | $43570.84      | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR NOTE FUT (CBT)DEC25 TYZ5 CALL 114 09/26/2025                                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -84 | NC      | $-17062.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 4.7% 04/02/2027                                                                                                 | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      425000 | PA      | $427260.05     | 0.00%             | 2027-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6                                                                 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 XA CSTR 12/10/2049                                                                   | CUSIP: 17291EBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11990510 | PA      | $55074.81      | 0.00%             | 2049-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2053#CB6527                                                                                                 | CUSIP: 3140QSHD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1531186 | PA      | $1558251.04    | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                                       | TENET HEALTHCARE CORP 4.375% 01/15/2030                                                                                          | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      440000 | PA      | $427270.84     | 0.00%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 5.95% 01/28/2031                                                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5652000 | PA      | $5295924.00    | 0.01%             | 2031-01-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 8.5% 04/25/2035                                                                                             | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     4650000 | PA      | $5054550.00    | 0.01%             | 2035-04-25      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+663.552 08/25/2035                                                                        | CUSIP: 31394EWV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1144 | PA      | $75.56         | 0.00%             | 2035-08-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XVIII LTD                                                                                  | MARBLE POINT CLO XVIII LTD A1R2 TSFR3M+121 03/15/2038 144A                                                                       | CUSIP: 566076BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15250000 | PA      | $15249237.50   | 0.03%             | 2038-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2052#BW8859                                                                                                   | CUSIP: 3140N1ZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      477114 | PA      | $446958.82     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                                          | CENOVUS ENERGY INC 3.75% 02/15/2052                                                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     3795000 | PA      | $2578616.85    | 0.01%             | 2052-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                                    | NATIONSTAR MTG HLDGS INC 6.5% 08/01/2029 144A                                                                                    | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $281546.93     | 0.00%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 10/01/2053#SD8366                                                                                                   | CUSIP: 3132DWJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      318956 | PA      | $315730.60     | 0.00%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                                                                      | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A                                                           | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10889267 | PA      | $10882461.52   | 0.02%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 11/01/2052#CB5157                                                                                                 | CUSIP: 3140QQWT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107634 | PA      | $112152.07     | 0.00%             | 2052-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-NQM2                                                                   | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM2 A1 VAR 09/25/2065 144A                                                                 | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1648313 | PA      | $1660828.40    | 0.00%             | 2065-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                                                                | TELEFLEX INC 4.25% 06/01/2028 144A                                                                                               | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |      260000 | PA      | $254713.78     | 0.00%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 10/20/2046#MA4003                                                                                                     | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2416668 | PA      | $2170661.38    | 0.00%             | 2046-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                                                   | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                                                                 | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      195000 | PA      | $192381.48     | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                                                   | LINCOLN NATIONAL CORP IND 3.4% 01/15/2031                                                                                        | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2397237.30    | 0.01%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 4.3% 07/15/2048                                                                                                 | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8291.30       | 0.00%             | 2048-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNR 2011-94 SA TSFR1M+598.552 07/41                                                                                              | CUSIP: 38377WN83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       55409 | PA      | $5687.01       | 0.00%             | 2041-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 4.85% 01/15/2029                                                                                                | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      600000 | PA      | $612105.86     | 0.00%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BJ1310                                                                                                   | CUSIP: 3617HNN39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      127408 | PA      | $124423.56     | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 39 LTD                                                                                          | ELMWOOD CLO 39 LTD A1 TSFR3M+114 04/17/2038 144A                                                                                 | CUSIP: 289910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15250000 | PA      | $15309536.00   | 0.03%             | 2038-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                                           | BERKSHIRE HATHAWAY ENERGY COMPANY 2.85% 05/15/2051                                                                               | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       80000 | PA      | $48840.08      | 0.00%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 2.528% 11/18/2027 144A                                                                               | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    19073000 | PA      | $18305208.18   | 0.04%             | 2027-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                                       | QUIKRETE HOLDINGS INC 6.75% 03/01/2033 144A                                                                                      | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      240000 | PA      | $248767.68     | 0.00%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                                                    | SOUTH AFRICA REPUBLIC OF 5.875% 04/20/2032                                                                                       | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      900000 | PA      | $891913.50     | 0.00%             | 2032-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-RPL3                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2025-RPL3 4.1% 07/25/2065 144A                                                               | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1902156 | PA      | $1857366.84    | 0.00%             | 2065-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 5.05% 12/30/2026 144A                                                                                   | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1863623.40    | 0.00%             | 2026-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP                                                    | WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP 8.25% 10/01/2031 144A                                                   | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      405000 | PA      | $421271.69     | 0.00%             | 2031-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS                                               | GOVERNMENT NATL MTG ASN MLFY R SOFR30A+ 02/20/2054                                                                               | CUSIP: 38384JQR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     3534407 | PA      | $3546781.09    | 0.01%             | 2054-02-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.81% 09/01/2029#BS7011                                                                                                | CUSIP: 3140LHYH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2928054 | PA      | $2993541.44    | 0.01%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                                                 | ROYAL CARIBBEAN CRUISES LTD 6.25% 03/15/2032 144A                                                                                | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      375000 | PA      | $387030.00     | 0.00%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                                            | GEORGIA POWER CO 4.85% 03/15/2031                                                                                                | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      632000 | PA      | $647479.36     | 0.00%             | 2031-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2.5% 01/01/2052#FA0375                                                                                            | CUSIP: 3140W0MZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1742734 | PA      | $1458686.06    | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2050#SD7528                                                                                                   | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16146 | PA      | $13080.46      | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 11/01/2050#QB6612                                                                                                 | CUSIP: 3133ADKZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      248524 | PA      | $190639.84     | 0.00%             | 2050-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 01/01/2053#SD2186                                                                                                   | CUSIP: 3132DPNB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      850594 | PA      | $848106.23     | 0.00%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS L P /FERRELLGAS FIN                                                                              | FERRELLGAS L P /FERRELLGAS FIN 5.875% 04/01/2029 144A                                                                            | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1512000 | PA      | $1399732.58    | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 09/20/2049#MA6153                                                                                                     | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      533725 | PA      | $474890.67     | 0.00%             | 2049-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 02/15/2028                                                                                                       | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19703000 | PA      | $20002765.38   | 0.04%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                                                         | PUBLIC SVC ENTERPRISE GRP INC 5.2% 04/01/2029                                                                                    | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      300000 | PA      | $309412.51     | 0.00%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 5.25% 03/02/2030                                                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     4630000 | PA      | $4796188.80    | 0.01%             | 2030-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK MORTGAGE TRUST                                                                                | ONE 2021-PARK MORTGAGE TRUST TSFR1M+161.448 03/15/2036 144A                                                                      | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4133000 | PA      | $3924315.32    | 0.01%             | 2036-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                                              | SOLVENTUM CORP 5.4% 03/01/2029                                                                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      553000 | PA      | $576575.53     | 0.00%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                                                                                        | CCRR PARENT TERM B 1LN 3/6/2028                                                                                                  | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      111377 | PA      | $33413.00      | 0.00%             | 2028-03-06      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 08/20/2054#MA9851                                                                                                   | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5972335 | PA      | $6020825.42    | 0.01%             | 2054-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                                                       | WILLIAMS SCOTSMAN INC 7.375% 10/01/2031 144A                                                                                     | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      260000 | PA      | $271955.06     | 0.00%             | 2031-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 3.55%/VAR PERP                                                                                               | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | EP               | CORP              | US        |      770000 | PA      | $751340.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HDI AEROSPACE INTERMEDIATE HOLDING III CORP                                                                 | HEROUX DEVTEK TERM B 1LN 2/11/2032                                                                                               | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |      234412 | PA      | $234412.50     | 0.00%             | 2032-02-11      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 8.201%/VAR 11/16/2034 REGS                                                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      550000 | PA      | $815314.05     | 0.00%             | 2034-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                                                                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   154200000 | PA      | $106331741.80  | 0.24%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                                          | CYRUSONE DATA CENTERS ISSUER I LLC 5.91% 02/20/2050 144A                                                                         | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2590000 | PA      | $2651895.82    | 0.01%             | 2050-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: TRY/USD settle 2025-09-23                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $11157.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | LCH OIS SOFRV3.75% MAC 09/17/35                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     2837000 | NC      | $51485.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2042#AO9129                                                                                                   | CUSIP: 3138M1EB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      102932 | PA      | $99721.11      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 43 LTD                                                                                         | SYMPHONY CLO 43 LTD A1 TSFR3M+152 04/15/2037 144A                                                                                | CUSIP: 87170BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4315000 | PA      | $4330818.79    | 0.01%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      220000 | NC      | $35179.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 01/20/2053#MA8568                                                                                                   | CUSIP: 36179XQV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      424068 | PA      | $412046.83     | 0.00%             | 2053-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2043#BM1167                                                                                                   | CUSIP: 3140J5JM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95145 | PA      | $92377.16      | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048                                                                           | CUSIP: 3136BLMF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      941904 | PA      | $868219.45     | 0.00%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/2051#                                                                                                       | CUSIP: 3132DWCL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3274777 | PA      | $2982972.41    | 0.01%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 7/38 #AL0095                                                                                                          | CUSIP: 3138EGC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      533874 | PA      | $564381.66     | 0.00%             | 2038-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 7% 08/20/2055#DL5965                                                                                                     | CUSIP: 3618LHTW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1392763 | PA      | $1422559.08    | 0.00%             | 2055-08-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 09/01/2055 #TBA                                                                                                       | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   162409000 | PA      | $165649530.54  | 0.37%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 4.5% 02/15/2027                                                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      709000 | PA      | $709560.88     | 0.00%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/EUR settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $290296.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2996 ZD 5.5% 06/35                                                                                                           | CUSIP: 31395UZR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      149236 | PA      | $151361.82     | 0.00%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 04/30/2029                                                                                                      | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2800000 | PA      | $2895593.74    | 0.01%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2051#FM9068                                                                                                 | CUSIP: 3140XDCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      812898 | PA      | $683198.07     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                                                                     | AROUNDTOWN FINANCE SARL 7.875%/VAR PERP                                                                                          | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | EP               | CORP              | LU        |     2750000 | PA      | $2687831.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                                       | KINDER MORGAN INC DEL 5.05% 02/15/2046                                                                                           | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      200000 | PA      | $175485.84     | 0.00%             | 2046-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                                                 | EQUINOR ASA 3.7% 04/06/2050                                                                                                      | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      920000 | PA      | $695870.02     | 0.00%             | 2050-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 06/01/2052#RA7575                                                                                                   | CUSIP: 3133KPMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1388178 | PA      | $1390624.52    | 0.00%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                                                 | MATCH GROUP HLD II LLC 3.625% 10/01/2031 144A                                                                                    | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $180520.90     | 0.00%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12                                                              | WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052                                                                                     | CUSIP: 95001RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3181000 | PA      | $3181710.95    | 0.01%             | 2052-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2050#MA4158                                                                                                   | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    19262996 | PA      | $15455262.48   | 0.03%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/46#AS8573                                                                                                      | CUSIP: 3138WJQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      218602 | PA      | $202043.31     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                                    | WARNERMEDIA HOLDINGS INC 4.693% 05/17/2033                                                                                       | CUSIP: 934423AB0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      271000 | PA      | $281966.87     | 0.00%             | 2033-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 8/40 #741372                                                                                                          | CUSIP: 3620AVT51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       59517 | PA      | $59305.07      | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                                                     | BATH and BODY WORKS INC 6.75% 07/01/2036                                                                                         | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203466.00     | 0.00%             | 2036-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXVII                                                                                           | APIDOS CLO XXXVII A TSFR3M+139.161 10/22/2034 144A                                                                               | CUSIP: 03769HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1650000 | PA      | $1653960.00    | 0.00%             | 2034-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 5.512%/VAR 05/22/2031 144A                                                                               | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1050000 | PA      | $1075302.97    | 0.00%             | 2031-05-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                            | BRIXMOR OPERATING PARTNERSHIP LP 2.25% 04/01/2028                                                                                | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3523694.00    | 0.01%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                                   | INVITATION HOMES OPERATING PARTNERSHIP LP 4.95% 01/15/2033                                                                       | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     1870000 | PA      | $1865867.30    | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 05/51#SD7541                                                                                                        | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25485 | PA      | $20646.06      | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                                          | CNO GLOBAL FUNDING 5.875% 06/04/2027 144A                                                                                        | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      450000 | PA      | $461615.98     | 0.00%             | 2027-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2047#ZM4140                                                                                                 | CUSIP: 3131XXS51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6405 | PA      | $5942.27       | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG LII LTD / MADISON PK FDG LII LLC                                                             | MADISON PK FDG LII LTD / MADISON PK FDG LII LLC A TSFR3M+136.161 01/22/2035 144A                                                 | CUSIP: 55822BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5249000 | PA      | $5248989.50    | 0.01%             | 2035-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 01/01/2041#A96537                                                                                                 | CUSIP: 312945HN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12391 | PA      | $12602.36      | 0.00%             | 2041-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.56% 01/01/2033#BS7484                                                                                                | CUSIP: 3140LJJ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1441836 | PA      | $1459484.18    | 0.00%             | 2033-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                           | EVERSOURCE ENERGY 3.375% 03/01/2032                                                                                              | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      170000 | PA      | $155880.31     | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TR 2006-18                                                                                 | GSAA 2006-18 AF3A 5.772% 11/36                                                                                                   | CUSIP: 3622ELAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       43311 | PA      | $12206.99      | 0.00%             | 2036-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 09/20/2040#004799                                                                                                   | CUSIP: 36202FKL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      261813 | PA      | $246239.74     | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/01/2043#U99076                                                                                                 | CUSIP: 3132H7CN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53027 | PA      | $52682.19      | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2046#Q44628                                                                                                 | CUSIP: 3132WJEA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      971846 | PA      | $900601.24     | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                                                 | IVORY COAST (COTE D'IVOIRE) 5.25% 03/22/2030 REGS                                                                                | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     2973000 | PA      | $3394638.00    | 0.01%             | 2030-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 12/25/2054                                                                            | CUSIP: 3136BTXR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     6903138 | PA      | $6911561.31    | 0.02%             | 2054-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                                                   | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 5.026% 10/01/2029                                                                      | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     4320000 | PA      | $4373938.05    | 0.01%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-A                                                                                 | NELNET STUDENT LN TR 2021-A 2.85% 04/20/2062 144A                                                                                | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      142000 | PA      | $127821.95     | 0.00%             | 2062-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                                              | HOME DEPOT INC 1.875% 09/15/2031                                                                                                 | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      178000 | PA      | $155054.43     | 0.00%             | 2031-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 2.75% 05/15/2040                                                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      700000 | PA      | $508195.35     | 0.00%             | 2040-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 01/20/2055#MB0142                                                                                                     | CUSIP: 3618N5EQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9315873 | PA      | $8259842.50    | 0.02%             | 2055-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BAHA TRUST                                                                                              | THE BAHA TRUST 24-MAR B VAR 12/10/2029 144A                                                                                      | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      337000 | PA      | $351351.82     | 0.00%             | 2041-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM ARM 5.78% 10/35 #1N0063                                                                                                     | CUSIP: 3128QGB84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         138 | PA      | $144.04        | 0.00%             | 2035-10-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                             | PERMIAN RESOURCES OPERATING LLC 6.25% 02/01/2033 144A                                                                            | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      355000 | PA      | $361604.42     | 0.00%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 2.871%/VAR 04/19/2032 144A                                                                                           | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1359500.22    | 0.00%             | 2032-04-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING CO                                                                       | MAUSER PACKAGING SOLUTIONS HOLDING CO 9.25% 04/15/2027 144A                                                                      | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      400000 | PA      | $398166.32     | 0.00%             | 2027-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XI LTD / BATTALION CLO XI LLC                                                                 | BATTALION CLO XI LTD / BATTALION CLO XI LLC AR TSFR3M+141.161 04/24/2034 144A                                                    | CUSIP: 07132LAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    22750000 | PA      | $22759555.00   | 0.05%             | 2034-04-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 5.2% 02/15/2035                                                                                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2590000 | PA      | $2605812.73    | 0.01%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | ELIS SA SNR SE ICE                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     1500000 | NC      | $-26894.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                                                           | MACQUARIE AIRFINANCE HOLDINGS LTD 8.125% 03/30/2029 144A                                                                         | CUSIP: 55609NAB4<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $104246.20     | 0.00%             | 2029-03-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE and MANUFACTURING INC                                                                         | AMERICAN AXLE and MFG INC 6.5% 04/01/2027                                                                                        | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       59000 | PA      | $59275.53      | 0.00%             | 2027-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS RESTORATION FUNDING II LLC                                                                    | ENTERGY TEXAS RESTORATION FUNDING II LLC 3.697% 12/15/2036                                                                       | CUSIP: 29366NAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $79778.54      | 0.00%             | 2036-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 12/01/2033#C91737                                                                                                 | CUSIP: 3128P74W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65013 | PA      | $63864.60      | 0.00%             | 2033-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                                             | NCR ATLEOS CORP 9.5% 04/01/2029 144A                                                                                             | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     1432000 | PA      | $1552749.10    | 0.00%             | 2029-04-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 6.1%/VAR 04/13/2033 144A                                                                                 | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1520000 | PA      | $1587181.60    | 0.00%             | 2033-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                                           | POST HLDGS INC 4.625% 04/15/2030 144A                                                                                            | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      446000 | PA      | $430114.91     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 11/41 #AL1193                                                                                                         | CUSIP: 3138EHKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      129758 | PA      | $126108.38     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                                                   | AETNA INC 4.5% 05/15/2042                                                                                                        | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |        6000 | PA      | $4992.32       | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SPA                                                                               | CASSA DEPOSITI E PRESTITI SPA 5.75% 05/05/2026 144A                                                                              | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     1200000 | PA      | $1210213.22    | 0.00%             | 2026-05-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DBWF 2016-85T MORTGAGE TRUST                                                                                | DBWF 2016-85T MORTGAGE TRUST 3.791% 12/10/2036 144A                                                                              | CUSIP: 23307CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1390000 | PA      | $1357325.27    | 0.00%             | 2036-12-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG 2013-51 GI 3% 10/25/2032                                                                                            | CUSIP: 3136AECM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      190921 | PA      | $6866.98       | 0.00%             | 2032-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                                               | LOWES COS INC 3.75% 04/01/2032                                                                                                   | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1904000 | PA      | $1807954.60    | 0.00%             | 2032-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 11/01/2045#G08677                                                                                                 | CUSIP: 3128MJXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      230196 | PA      | $220746.61     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PARK G                                                                                            | MRCD 2019-PARK G 2.71752% 12/15/2036 144A                                                                                        | CUSIP: 55348UAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1228000 | PA      | $748957.20     | 0.00%             | 2036-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERSTATE PWR and LT CO                                                                                    | INTERSTATE PWR and LT CO 5.45% 09/30/2054                                                                                        | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     2165000 | PA      | $2047935.79    | 0.00%             | 2054-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 10/01/2050#SD8098                                                                                                   | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2617987 | PA      | $2100487.25    | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MTG TR 2024-RTL4                                                                   | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4 STEP 02/25/2030 144A                                                           | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      404000 | PA      | $406416.61     | 0.00%             | 2030-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                                                    | ARCH CAP FIN LLC 4.011% 12/15/2026                                                                                               | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     8495000 | PA      | $8480005.73    | 0.02%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/42#AQ6804                                                                                                      | CUSIP: 3138MNR28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8261 | PA      | $7764.91       | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SWCH COML MTG TR 2025-DATA                                                                                  | SWCH COML MTG TR 2025-DATA TSFR1M+144.29 03/15/2042 144A                                                                         | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4650000 | PA      | $4615150.58    | 0.01%             | 2042-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 12/09/2025                                                                                                          | CUSIP: 912797RW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1710000 | PA      | $1691282.24    | 0.00%             | 2025-12-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CARDIFF AUTO RECEIVABLES SECURITISATION 2024-1                                                              | CARDIFF AUTO RECEIVABLES SECURITISATION 2024-1 SONIO+260 08/20/2031 REGS                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $137245.11     | 0.00%             | 2031-08-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO                                                        | MAIN STREET SPORTS GROUP WT 06/30/2026                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       63385 | NS      | $22124.15      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY451600 12/16/72 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      720000 | NC      | $-2563.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 2/42 #766918                                                                                                          | CUSIP: 36176HYP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      162985 | PA      | $152704.16     | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GNMA 2017-H06 FA T1Y+35 08/66                                                                                                    | CUSIP: 38376RV60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      145183 | PA      | $144573.66     | 0.00%             | 2066-08-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LV TR 2024-SHOW                                                                                             | LV TR 2024-SHOW A VAR 10/10/2029 144A                                                                                            | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       22005 | PA      | $22325.88      | 0.00%             | 2041-10-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 06/20/2053#CV9606                                                                                                     | CUSIP: 3618F6U79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      797093 | PA      | $831016.50     | 0.00%             | 2053-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM8 TRUST                                                                                         | OBX 2024-NQM8 A1 TRUST 6.233% 05/25/2064 144A                                                                                    | CUSIP: 67119CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1710677 | PA      | $1730794.67    | 0.00%             | 2064-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                                                                                    | ROCKETMTGE C0-ISSUER INC 2.875% 10/15/2026 144A                                                                                  | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      393000 | PA      | $384691.12     | 0.00%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A                                                                                      | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      383000 | PA      | $381965.82     | 0.00%             | 2027-07-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 06/25/2029                                                                                    | CUSIP: 3137FNAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5143082 | PA      | $157219.39     | 0.00%             | 2029-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                          | VICI PROPERTIES LP 5.75% 04/01/2034                                                                                              | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      855000 | PA      | $879275.62     | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                                    | IHEARTCOMMUNICATIONS INC 9.125% 05/01/2029 144A                                                                                  | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      465193 | PA      | $398571.25     | 0.00%             | 2029-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 1.45% 09/15/2026                                                                                             | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       82000 | PA      | $79638.07      | 0.00%             | 2026-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                                                         | NUSTAR LOGISTICS LP 6.375% 10/01/2030                                                                                            | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      174000 | PA      | $180158.21     | 0.00%             | 2030-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2052#MA4701                                                                                                 | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3581286 | PA      | $3463615.54    | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 10/01/2050#CA7531                                                                                                   | CUSIP: 3140QFLM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16064 | PA      | $14213.05      | 0.00%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                                                                           | BEAR STRNS ASSET BCKD SEC I TR STEP 12/25/2035                                                                                   | CUSIP: 07387UAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      592774 | PA      | $572158.66     | 0.00%             | 2035-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV                                                                                          | BACARDI MARTINI BV YCP 0% 10/09/2025                                                                                             | CUSIP: 05634EX98<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $994465.00     | 0.00%             | 2025-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                                                     | XPO INC 6.25% 06/01/2028 144A                                                                                                    | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      213000 | PA      | $216699.17     | 0.00%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 20YR 3.5% 12/01/2036#BM3680                                                                                            | CUSIP: 3140J8CS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99087 | PA      | $96756.54      | 0.00%             | 2036-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                                                   | CUSIP: 3137H5UF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      739616 | PA      | $648716.66     | 0.00%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA FHAL 4% 08/01/2048#CA2171                                                                                                   | CUSIP: 3140Q9MV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      282241 | PA      | $267665.72     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                                                        | APPALACHIAN POWER CO 5.65% 04/01/2034                                                                                            | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1035318.19    | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                                                          | UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST 4.15% 02/25/2033                                                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       31089 | PA      | $30068.98      | 0.00%             | 2033-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 10/01/2051#QC9556                                                                                                 | CUSIP: 3133AUTM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      528556 | PA      | $447526.82     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLDGS INC                                                                                    | NATIONSTAR MTG HLDGS INC 5.75% 11/15/2031 144A                                                                                   | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2019022.00    | 0.00%             | 2031-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 04/20/2052#                                                                                                           | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12362596 | PA      | $10128509.54   | 0.02%             | 2052-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 3.75% 03/01/2045                                                                                                | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      242000 | PA      | $187850.61     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                                                     | PUBLIC SERVICE CO OF CO 2.7% 01/15/2051                                                                                          | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      198000 | PA      | $115507.64     | 0.00%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                                              | DCLI BIDCO LLC 7.75% 11/15/2029 144A                                                                                             | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1357646.68    | 0.00%             | 2029-11-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                                                         | GRAY TELEVISION INC 7.25% 08/15/2033 144A                                                                                        | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197032.92     | 0.00%             | 2033-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                                                 | METLIFE INC 4.125% 08/13/2042                                                                                                    | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       49000 | PA      | $41118.11      | 0.00%             | 2042-08-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 6.184% 08/29/2031                                                                                       | CUSIP: 345397H30<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      400000 | PA      | $541109.50     | 0.00%             | 2031-08-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 06/01/2041#MA4364                                                                                                   | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10080724 | PA      | $8723132.35    | 0.02%             | 2041-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.5% 09/15/2043#711804                                                                                                 | CUSIP: 36297GX96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      476920 | PA      | $445995.75     | 0.00%             | 2043-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP 5.136% 07/02/2031 144A                                                                                          | CUSIP: 62954WAN5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $257043.07     | 0.00%             | 2031-07-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                                                                    | BX COML MTG TR 2024-GPA3 TSFR1M+164.233 12/15/2039 144A                                                                          | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      132959 | PA      | $133332.88     | 0.00%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 4.125% 08/17/2027                                                                                       | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      895000 | PA      | $877878.28     | 0.00%             | 2027-08-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MORTGAGE LOAN TRUST 25-RP1 SA VAR 01/25/2064 144A                                                                      | CUSIP: 17332HAM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       18854 | PA      | $16688.14      | 0.00%             | 2064-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                                                      | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    46980100 | PA      | $43854822.14   | 0.10%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                                                | WP CAREY INC 3.85% 07/15/2029                                                                                                    | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1696684.76    | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4 B1 VAR 07/25/2065 144A                                                             | CUSIP: 64832FAG1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-CBDO         | CORP              | US        |      125000 | PA      | $124933.63     | 0.00%             | 2065-07-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                                                | SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030                                                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    13346000 | PA      | $13384588.76   | 0.03%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT TR 2024-EXTR                                                                                            | EQT TR 2024-EXTR A VAR 07/05/2041 144A                                                                                           | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      705000 | PA      | $721726.20     | 0.00%             | 2041-07-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2052#FS8908                                                                                                 | CUSIP: 3140XQ3S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3908454 | PA      | $3325157.10    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/49#MA3833                                                                                                      | CUSIP: 31418DHK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      511363 | PA      | $430413.18     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 01/20/2047#MA4198                                                                                                   | CUSIP: 36179SUX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      119356 | PA      | $118051.81     | 0.00%             | 2047-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DRYDEN 73 EURO CLO 2019 BV                                                                                  | DRYDEN 73 EURO CLO 2019 BV A1 3MEUR+94 01/15/2034 144A                                                                           | CUSIP: N/A<br>LEI: 7245006HR170Y6CVKT47       | Long             | ABS-CBDO         | CORP              | IE        |     3698065 | PA      | $4320564.59    | 0.01%             | 2034-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2039#AL6611                                                                                                   | CUSIP: 3138EPKZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      210711 | PA      | $213586.09     | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                     | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL A TSFR1M+154.123 05/15/2037 144A                                                         | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      492000 | PA      | $492768.75     | 0.00%             | 2037-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#RA7843                                                                                                   | CUSIP: 3133KPWC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8032619 | PA      | $7527437.52    | 0.02%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                 | NUTRIEN LTD 5.2% 06/21/2027                                                                                                      | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     5775000 | PA      | $5865598.37    | 0.01%             | 2027-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 11/01/2040#AE8265                                                                                                 | CUSIP: 31419KFF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7594 | PA      | $7422.80       | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                                           | HERC HOLDINGS INC 5.5% 07/15/2027 144A                                                                                           | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      372000 | PA      | $371596.75     | 0.00%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                         | SYNCHRONY FINANCIAL 5.935%/VAR 08/02/2030                                                                                        | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     2546000 | PA      | $2636833.57    | 0.01%             | 2030-08-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                                                            | ARETEC GROUP INC 7.5% 04/01/2029 144A                                                                                            | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100345.90     | 0.00%             | 2029-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                                                               | CORECIVIC INC 8.25% 04/15/2029                                                                                                   | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |      175000 | PA      | $185214.40     | 0.00%             | 2029-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                                                         | JAPAN GOVERNMENT OF 2.3% 12/20/2054                                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   534250000 | PA      | $3063425.96    | 0.01%             | 2054-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 TR                                                                                            | OBX 2021-NQM3 TR 1.054% 07/25/2061 144A                                                                                          | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10140311 | PA      | $8345844.06    | 0.02%             | 2061-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                      | EXTRA SPACE STORAGE LP 3.9% 04/01/2029                                                                                           | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      610000 | PA      | $600465.40     | 0.00%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2039#AW8233                                                                                                   | CUSIP: 3138XYEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82375 | PA      | $80178.63      | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JORDAN KINGDOM OF                                                                                           | JORDAN KINGDOM OF 6.125% 01/29/2026 REGS                                                                                         | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $200376.00     | 0.00%             | 2026-01-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RR 7 LTD                                                                                                    | RR 7 LTD A1AB TSFR3M+134 01/15/2037 144A                                                                                         | CUSIP: 74980EAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7731000 | PA      | $7741204.92    | 0.02%             | 2037-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                                                    | APA CORP 5.25% 02/01/2042 144A                                                                                                   | CUSIP: 03743QAJ7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |       73000 | PA      | $57357.59      | 0.00%             | 2042-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2052#SD1863                                                                                                   | CUSIP: 3132DPB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      819734 | PA      | $818617.18     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.654% 06/25/2029                                                                                 | CUSIP: 3137FNAY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1462765 | PA      | $1390734.06    | 0.00%             | 2029-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 11/46#MA4071                                                                                                        | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      309655 | PA      | $307194.41     | 0.00%             | 2046-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC 7.0816% 07/15/2043 144A                                                          | CUSIP: 95004AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $112438.45     | 0.00%             | 2043-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 02/01/2044#Q24973                                                                                                 | CUSIP: 3132M5FN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34796 | PA      | $33516.36      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/GBP settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $244585.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2047#AS9811                                                                                                   | CUSIP: 3138WK3V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36984 | PA      | $37373.26      | 0.00%             | 2047-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/INR settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $5.15          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOCA CLO XXV DESIGNATED ACTIVITY CO                                                                        | AVOCA CLO XXV DESIGNATED ACTIVITY CO A 3MEUR+96 10/15/2034 144A                                                                  | CUSIP: N/A<br>LEI: 54930084KZX5P0I22S35       | Long             | ABS-CBDO         | CORP              | IE        |     5000000 | PA      | $5835402.72    | 0.01%             | 2034-10-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                                                     | BATH and BODY WORKS INC 7.5% 06/15/2029                                                                                          | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      552000 | PA      | $566880.26     | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AASET 2021-1 TR                                                                                             | AASET 2021-1 TR 2.95% 11/16/2041 144A                                                                                            | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2766381 | PA      | $2646387.54    | 0.01%             | 2041-11-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF OK                                                                                     | PUBLIC SERVICE CO OF OK 5.45% 01/15/2036                                                                                         | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     3580000 | PA      | $3623984.09    | 0.01%             | 2036-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UPGRADE RECEIVABLES TRUST 2024-1A                                                                           | UPGRADE RECEIVABLES TRUST 2024-1A 5.37% 02/18/2031 144A                                                                          | CUSIP: 91533NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      129462 | PA      | $129545.85     | 0.00%             | 2031-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 6.25% 03/15/2033                                                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $4167802.31    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 2025-RPL1 SA 0% 01/25/2064 144A                                                                   | CUSIP: 362954AH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       14925 | PA      | $14673.08      | 0.00%             | 2064-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 03/01/2043#Q16470                                                                                                 | CUSIP: 3132J7T44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       77394 | PA      | $71154.01      | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD 2022                                                                                      | CEDAR FUNDING LTD 2022 A TSFR3M+132 04/20/2035 144A                                                                              | CUSIP: 15032QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7060000 | PA      | $7059929.40    | 0.02%             | 2035-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 5/15/42                                                                                                                  | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      557284 | PA      | $240208.31     | 0.00%             | 2042-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU MTG PASS THROUGH CTFS VAR 10/25/2034                                                                                        | CUSIP: 92922FYA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2842 | PA      | $2726.47       | 0.00%             | 2034-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4.0% 08/15/2040#721759                                                                                                 | CUSIP: 3620A7ZY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       68915 | PA      | $66944.71      | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 02/25/2055                                                                            | CUSIP: 3137HJZC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1365081 | PA      | $1361688.98    | 0.00%             | 2055-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.875% 02/28/2027                                                                                                      | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5213000 | PA      | $5073918.78    | 0.01%             | 2027-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0.0% 05/15/2044                                                                                                          | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14845000 | PA      | $5682268.60    | 0.01%             | 2044-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                                                                | ANTERO RESOURCES CORP 5.375% 03/01/2030 144A                                                                                     | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     3238000 | PA      | $3261647.11    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 05/01/2052#QE4719                                                                                                   | CUSIP: 3133BEG49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41338 | PA      | $38647.74      | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMSR 2023-SFR1 TR                                                                                           | AMSR 2023-SFR1 TR 4% 04/17/2040 144A                                                                                             | CUSIP: 66981XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4644946 | PA      | $4355324.79    | 0.01%             | 2040-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2043#AU2854                                                                                                   | CUSIP: 3138X2E42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69586 | PA      | $67277.16      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2025-R1                                                                                           | CIM TRUST 2025-R1 5% 02/25/2099 144A                                                                                             | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5080812 | PA      | $5033827.82    | 0.01%             | 2099-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                                                       | ZF NORTH AMER CAP INC 6.75% 04/23/2030 144A                                                                                      | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      325000 | PA      | $316769.77     | 0.00%             | 2030-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 01/01/2041#MA4232                                                                                                   | CUSIP: 31418DV25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1314890 | PA      | $1142144.38    | 0.00%             | 2041-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                                                      | PLANET FITNESS MASTER ISSUER LLC 18-1A 4.008% 12/05/2051 144A                                                                    | CUSIP: 72703PAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4051890 | PA      | $3774771.52    | 0.01%             | 2051-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 6% 07/01/2039#SB1215                                                                                                   | CUSIP: 3132CXK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8736204 | PA      | $9020134.08    | 0.02%             | 2039-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.017%/VAR 10/31/2038                                                                              | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3978000 | PA      | $3499012.08    | 0.01%             | 2038-10-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                                                | HUDSON PACIFIC PROPERTIES LP 3.95% 11/01/2027                                                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      815000 | PA      | $779128.02     | 0.00%             | 2027-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.37% 05/01/2033#BS8546                                                                                                | CUSIP: 3140LKP80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      487100 | PA      | $486667.11     | 0.00%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS                                                                                      | CWHL 05-R2 1AF1 TSFR1M+34 6/35                                                                                                   | CUSIP: 12669GN64<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       35425 | PA      | $34169.98      | 0.00%             | 2035-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                                 | ASBURY AUTOMOTIVE GROUP INC 4.75% 03/01/2030                                                                                     | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       36000 | PA      | $35160.27      | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC                                                                     | ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC A1R TSFR3M+118 04/20/2038 144A                                                           | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4331000 | PA      | $4331584.69    | 0.01%             | 2038-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2047#BD2436                                                                                                 | CUSIP: 3140F9V69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      316978 | PA      | $292967.74     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 01/01/2052#QD4350                                                                                                   | CUSIP: 3133B1ZP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      593985 | PA      | $520157.44     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 7.875%/VAR 06/15/2054                                                                                       | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      166000 | PA      | $164101.56     | 0.00%             | 2054-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC                                                             | ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 4.125% 08/15/2026 144A                                                           | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      834000 | PA      | $792300.00     | 0.00%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 06/20/2042#MA0154                                                                                                   | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      117568 | PA      | $110128.69     | 0.00%             | 2042-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-INV2 TR                                                                                           | GCAT 2025-INV2 TR 6% 05/25/2055 144A                                                                                             | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7594642 | PA      | $7699068.45    | 0.02%             | 2055-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 05/01/2054#                                                                                                         | CUSIP: 3140QUNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4621780 | PA      | $4733348.96    | 0.01%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC T5Y+NA 01/17/2040                                                                                                  | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99240.14      | 0.00%             | 2040-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/EUR settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $2049.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE                                                                       | VERICREST OPPORTUNITY LOAN TRANSFEREE STEP 08/25/2051 144A                                                                       | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1545290 | PA      | $1544607.44    | 0.00%             | 2051-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 MTG TR                                                                                       | COMM 2024-WCL1 E MTG TR TSFR1M+448.7 07/15/2034 144A                                                                             | CUSIP: 20047DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      313000 | PA      | $310380.32     | 0.00%             | 2041-06-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 03/20/2052#                                                                                                           | CUSIP: 36179WZC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      642053 | PA      | $605236.20     | 0.00%             | 2052-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 6.3% 04/15/2040                                                                                                 | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3771899.92    | 0.01%             | 2040-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                                             | BANK 2019-BN21 A5 2.851% 10/17/2052                                                                                              | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      838000 | PA      | $784101.01     | 0.00%             | 2052-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 02/20/2052#MA7882                                                                                                     | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1545071 | PA      | $1369804.12    | 0.00%             | 2052-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                               | DISH DBS CORP 7.75% 07/01/2026                                                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $534875.00     | 0.00%             | 2026-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 6.35% 11/30/2037                                                                                  | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6528.80       | 0.00%             | 2037-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ARIA                                                                                             | BX TR 2021-ARIA TSFR1M+101.358 91 10/15/2036 144A                                                                                | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      129000 | PA      | $129000.00     | 0.00%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 11/01/2035#MA4178                                                                                                 | CUSIP: 31418DUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12998 | PA      | $11680.08      | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 04/51#MA7311                                                                                                          | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      565993 | PA      | $463622.28     | 0.00%             | 2051-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC STEP 08/25/2035                                                                                                        | CUSIP: 12667GYX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1072104 | PA      | $976039.74     | 0.00%             | 2035-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 5.375% 09/27/2054                                                                                                    | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       60000 | PA      | $53444.57      | 0.00%             | 2054-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS STRUCTURED PRODS TR 2007 EMX1                                                                  | BEAR STEARNS STR PR TR 07 EMX1 M1 STEP 03/25/2037 144A                                                                           | CUSIP: 07402LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      118552 | PA      | $117823.59     | 0.00%             | 2037-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| POINT AU ROCHE PK CLO LTD / PT AU ROCHE PK CLO LLC                                                          | POINT AU ROCHE PK CLO LTD / PT AU ROCHE PK CLO LLC A TSFR3M+134.161 07/20/2034 144A                                              | CUSIP: 73052VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250065.50     | 0.00%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 17 LTD / AIMCO CLO 17 LLC                                                                         | AIMCO CLO 17 LTD / AIMCO CLO 17 LLC A1R TSFR3M+135 07/20/2037 144A                                                               | CUSIP: 00889JAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4828000 | PA      | $4845617.37    | 0.01%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2051#CA8955                                                                                                 | CUSIP: 3140QG5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14416 | PA      | $12102.15      | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                                    | VENTURE GLOBAL CALCASIEU 3.875% 08/15/2029 144A                                                                                  | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     4480000 | PA      | $4294934.78    | 0.01%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 03/01/2044#Q25146                                                                                                 | CUSIP: 3132M5L34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       57623 | PA      | $57414.12      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KW06 MTG TR                                                                                      | FREMF 2018-KW06 X2B MTG TR 0.1% 06/25/2028 144A                                                                                  | CUSIP: 30306WAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      486684 | PA      | $1127.26       | 0.00%             | 2028-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 03/01/2053#SD7559                                                                                                 | CUSIP: 3132DVMG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11272047 | PA      | $11513563.16   | 0.03%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 5.9% 03/01/2033                                                                                          | CUSIP: 341099CB3<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12835.61      | 0.00%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RAD CLO 21 LTD                                                                                              | RAD CLO 21 LTD A1R TSFR3M+107 01/25/2037 144A                                                                                    | CUSIP: 750099AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249323.00     | 0.00%             | 2037-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.2% 10/03/2047                                                                                                        | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      795000 | PA      | $596197.66     | 0.00%             | 2047-10-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                                                       | TIME WARNER CABLE LLC 5.875% 11/15/2040                                                                                          | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      930000 | PA      | $888573.75     | 0.00%             | 2040-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF 5513 MF GT SOFR30A+ 11/25/2054                                                                       | CUSIP: 3137HKEX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    19203693 | PA      | $19165503.00   | 0.04%             | 2054-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DIGICEL LTD                                                                                                 | DIGICEL LTD                                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      104255 | NS      | $1342804.40    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.125% 08/15/2040                                                                                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11663400 | PA      | $7180280.63    | 0.02%             | 2040-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                                 | ASBURY AUTOMOTIVE GROUP INC 4.625% 11/15/2029 144A                                                                               | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      385000 | PA      | $373907.23     | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                                                         | QUEBEC PROVINCE CDA 4.45% 09/01/2034                                                                                             | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    14000000 | PA      | $10675006.37   | 0.02%             | 2034-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                                             | MURPHY OIL CORP 6% 10/01/2032                                                                                                    | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      130000 | PA      | $126607.66     | 0.00%             | 2032-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     1900000 | NC      | $-25501.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: USD/GBP settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $41834.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53                                                                      | HTL COMMERCIAL MORTGAGE TRUST 2024-T53 A VAR 05/10/2039 144A                                                                     | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101417.88     | 0.00%             | 2039-05-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 3.5% 08/15/2039                                                                                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $832019.01     | 0.00%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 10/1/33 #A14237                                                                                                   | CUSIP: 31296NV61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       98495 | PA      | $99905.98      | 0.00%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 11/51#MA7705                                                                                                        | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2306303 | PA      | $1965149.08    | 0.00%             | 2051-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                        | ZF EUROPE FINANCE BV 7% 06/12/2030 REGS                                                                                          | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $238892.63     | 0.00%             | 2030-06-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 6.25% 05/15/2030                                                                                     | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2860000 | PA      | $3173482.83    | 0.01%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 3.49% 05/28/2030                                                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $960845.54     | 0.00%             | 2030-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR CDA PASS THRU TR 2017-1                                                                                 | AIR CDA PASS THRU TR 2017-1 3.55% 07/15/2031 144A                                                                                | CUSIP: 00908PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       22456 | PA      | $21165.03      | 0.00%             | 2031-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYRA MUSIC ASSETS DELAWARE LP                                                                               | LYRA MUSIC ASSETS DELAWARE LP 24-2A A2 5.76% 12/22/2064 144A                                                                     | CUSIP: 552339AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      379455 | PA      | $385081.47     | 0.00%             | 2064-12-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                                                         | PPL ELEC UTILS CORP 6.25% 05/15/2039                                                                                             | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      350000 | PA      | $384030.59     | 0.00%             | 2039-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B4 MTG TR                                                                                    | BENCHMARK MTG TR 2018-B4 A5 4.121% 07/15/2051                                                                                    | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      949000 | PA      | $939426.58     | 0.00%             | 2051-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                                                     | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+150 10/25/2041 144A                                                              | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1578169 | PA      | $1583701.93    | 0.00%             | 2041-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND I LLC                                                                                    | OWN EQUIPMENT FUND I LLC 5.7% 12/20/2032 144A                                                                                    | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2198627 | PA      | $2235586.74    | 0.01%             | 2032-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2051#BR8460                                                                                                 | CUSIP: 3140L7MJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1800832 | PA      | $1496622.17    | 0.00%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MSCR 2021-MN3 M1                                                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK 21-MN3 M1 SOFR30A+ 11/25/2051 144A                                                | CUSIP: 35563GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       84483 | PA      | $84651.82      | 0.00%             | 2051-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 03/01/2032#SB0878                                                                                                 | CUSIP: 3132CW6P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1780297 | PA      | $1718104.08    | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 08/01/2042#FS3742                                                                                                   | CUSIP: 3140XKEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      685074 | PA      | $590113.02     | 0.00%             | 2042-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2052#QF3378                                                                                                   | CUSIP: 3133BQXF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      364454 | PA      | $363957.52     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.536%/VAR 01/28/2036                                                                              | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      460000 | PA      | $474329.46     | 0.00%             | 2036-01-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-3 RECEIVABLES FUNDING LLC                                                             | SIERRA TIMESHARE 2023-3 RECEIVABLES FUNDING LLC 9.44% 09/20/2040 144A                                                            | CUSIP: 826944AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      327481 | PA      | $342755.99     | 0.00%             | 2040-09-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                                   | IQVIA INC 5% 10/15/2026 144A                                                                                                     | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      190000 | PA      | $189825.43     | 0.00%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC                                                                                | ADTALEM GLOBAL EDUCATION INC 5.5% 03/01/2028 144A                                                                                | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |      445000 | PA      | $443132.20     | 0.00%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS GROUP                                                    | JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS GROUP 5.95% 04/20/2035 144A                                                   | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1325515.50    | 0.00%             | 2035-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SHR TR 2024-LXRY                                                                                            | SHR TR 2024-LXRY TSFR1M+195 10/15/2041 144A                                                                                      | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      498000 | PA      | $499493.35     | 0.00%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/01/2051#CB1109                                                                                                   | CUSIP: 3140QLGT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20359 | PA      | $16334.67      | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 12/20/2042 #MA0625                                                                                                  | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1999029 | PA      | $1869926.62    | 0.00%             | 2042-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                                                 | AMEREN CORP 3.5% 01/15/2031                                                                                                      | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      119000 | PA      | $113703.09     | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 06/01/2054#SD7571                                                                                                 | CUSIP: 3132DVMU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3425287 | PA      | $3605735.53    | 0.01%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                                          | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 04/03/2026                                                              | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     4282000 | PA      | $4278292.47    | 0.01%             | 2026-04-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2039#AV6581                                                                                                   | CUSIP: 3138XJJ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      339720 | PA      | $331442.69     | 0.00%             | 2039-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORP                                                                               | WISCONSIN PUBLIC SERVICE CORP 4.752% 11/01/2044                                                                                  | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26777.59      | 0.00%             | 2044-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE CORP                                                                                      | CREDIT ACCEPTANCE CORP 6.625% 03/15/2030 144A                                                                                    | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101293.61     | 0.00%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.294%/VAR 07/22/2035                                                                                      | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      291000 | PA      | $296629.68     | 0.00%             | 2035-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                                                 | MCAFEE TERM 1LN 03/01/2029                                                                                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |       44781 | PA      | $42598.14      | 0.00%             | 2029-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.6% 03/09/2026                                                                                                    | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3503034.19    | 0.01%             | 2026-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      900000 | NC      | $59819.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2051#CB0290                                                                                                   | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      860191 | PA      | $689349.66     | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-7                                                                             | ANGEL OAK MORTGAGE TRUST 2023-7 4.8% 11/25/2067 144A                                                                             | CUSIP: 03466DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      431004 | PA      | $431731.44     | 0.00%             | 2067-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.5% 05/15/2040                                                                                   | CUSIP: 3137A05F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       15604 | PA      | $15621.78      | 0.00%             | 2040-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2031#AN2625                                                                                                 | CUSIP: 3138LE4K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      321667 | PA      | $294643.02     | 0.00%             | 2031-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST                                                                    | BREX COMMERCIAL CHARGE CARD MASTER TRUST 6.05% 07/15/2027 144A                                                                   | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      134000 | PA      | $134941.22     | 0.00%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 6.125% 08/03/2065                                                                                                    | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1194000 | PA      | $1159163.72    | 0.00%             | 2065-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2044#AS3651                                                                                                 | CUSIP: 3138WDBV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1291336 | PA      | $1279172.46    | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 6.43% 10/27/2059 144A                                                                     | CUSIP: 39571XAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      664000 | PA      | $680779.01     | 0.00%             | 2059-10-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE 6% 04/22/2064 144A                                                                                         | CUSIP: 268317BB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     8200000 | PA      | $7766586.62    | 0.02%             | 2064-04-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MTN COML MTG TR 2022-LPFL                                                                                   | MTN COML MTG TR 2022-LPFL TSFR1M+139.69 03/15/2039 144A                                                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99937.50      | 0.00%             | 2039-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                                            | GEORGIA POWER CO 3.7% 01/30/2050                                                                                                 | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      356000 | PA      | $263005.16     | 0.00%             | 2050-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 3.75% 06/01/2047                                                                                   | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $903093.13     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      400000 | NC      | $26586.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 03/01/2036#CA9437                                                                                                   | CUSIP: 3140QHPX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      220714 | PA      | $202728.71     | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                      | FX Forward: MXN/USD settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |           1 | NC      | $334424.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.641000 04/15/2029 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -3472000 | NC      | $3336.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                                               | COHERENT CORP 5% 12/15/2029 144A                                                                                                 | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      883000 | PA      | $867771.96     | 0.00%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2045#BM5975                                                                                                   | CUSIP: 3140JAT99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      615865 | PA      | $563090.60     | 0.00%             | 2045-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.559%/VAR 04/23/2027                                                                                | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1736000 | PA      | $1727354.72    | 0.00%             | 2027-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2052#MA4684                                                                                                 | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    22066491 | PA      | $21341450.23   | 0.05%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 06/01/2036#SB8107                                                                                                   | CUSIP: 3132D6AG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1997356 | PA      | $1835843.14    | 0.00%             | 2036-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2052#CB3234                                                                                                   | CUSIP: 3140QNSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3826558 | PA      | $3352142.94    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                                                                  | ALLIANT ENERGY FINANCE LLC 5.4% 06/06/2027 144A                                                                                  | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2175922.74    | 0.00%             | 2027-06-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1                                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 6.496% 11/25/2069 144A                                                  | CUSIP: 617932AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      128000 | PA      | $129539.56     | 0.00%             | 2069-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 09/01/2052#SD8261                                                                                                   | CUSIP: 3132DWFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2059694 | PA      | $2118425.93    | 0.00%             | 2052-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                                          | AUTONATION INC DEL 4.75% 06/01/2030                                                                                              | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      953000 | PA      | $956390.67     | 0.00%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TR 2024-ATRM                                                                         | ATRIUM HOTEL PORTFOLIO TR 2024-ATRM 5.58952% 11/10/2029 144A                                                                     | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      410000 | PA      | $417905.95     | 0.00%             | 2029-11-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 10/01/2053#RJ0002                                                                                                 | CUSIP: 3142GQAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      908874 | PA      | $952210.33     | 0.00%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.824%/VAR 01/20/2028                                                                                | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      525000 | PA      | $521966.69     | 0.00%             | 2028-01-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                                                | SABINE PASS LIQUEFACTION LLC 5% 03/15/2027                                                                                       | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     3030000 | PA      | $3047143.07    | 0.01%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLT 2024-3 MTG LN TR                                                                                       | COLT 2024-3 MORTGAGE LOAN TRUST 6.393% 06/25/2069 144A                                                                           | CUSIP: 19688VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1709354 | PA      | $1731418.68    | 0.00%             | 2069-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS-THROUGH TR 2007-8                                                                              | CHL MTG PASS-THROUGH TR 2007-8 1A12 5.875% 01/25/2038                                                                            | CUSIP: 12545AAM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      844113 | PA      | $345984.45     | 0.00%             | 2038-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.82% 04/01/2032#BL6367                                                                                                | CUSIP: 3140HYCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1006017 | PA      | $873670.78     | 0.00%             | 2032-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MN                                                                                               | UNIV MINNESOTA 4.048% 4/1/2052                                                                                                   | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1060000 | PA      | $840804.19     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                               | UNITED RENTALS NORTH AMER INC 4% 07/15/2030                                                                                      | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      175000 | PA      | $167152.09     | 0.00%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.78% 04/01/2026#AN1222                                                                                                | CUSIP: 3138LDLC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      204787 | PA      | $202713.86     | 0.00%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD                                                                 | AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A                                                               | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3160506 | PA      | $3275378.31    | 0.01%             | 2049-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                                                         | BROWN and BROWN INC 5.55% 06/23/2035                                                                                             | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      405000 | PA      | $412810.22     | 0.00%             | 2035-06-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.35% 02/15/2033                                                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1737892.20    | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 3.375% 02/15/2030                                                                                                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     4420000 | PA      | $4027961.03    | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 3                                                                                | BAYVIEW COML ASSET TR 2007 3 TSFR1M+54.948 07/25/2037 144A                                                                       | CUSIP: 07325YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14115 | PA      | $13257.66      | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.475%/VAR 01/21/2028                                                                                             | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      400000 | PA      | $390450.67     | 0.00%             | 2028-01-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                                                                            | VITAL ENERGY INC 7.875% 04/15/2032 144A                                                                                          | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      400000 | PA      | $394116.04     | 0.00%             | 2032-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BOSCH (ROBERT) GMBH                                                                                         | BOSCH (ROBERT) GMBH 4.375% 06/02/2043 REGS                                                                                       | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $346933.03     | 0.00%             | 2043-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 04/51#MA7312                                                                                                        | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1197441 | PA      | $1021061.41    | 0.00%             | 2051-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                                                 | EQUINOR ASA 3.95% 05/15/2043                                                                                                     | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $251928.33     | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.32% 03/01/2029#AN4786                                                                                                | CUSIP: 3138LHJ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      898804 | PA      | $879804.05     | 0.00%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                                                | US FOODS INC 4.75% 02/15/2029 144A                                                                                               | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98499.02      | 0.00%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 07/01/2032#G18651                                                                                                 | CUSIP: 3128MMWM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      569037 | PA      | $548491.16     | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | FX Forward: GBP/USD settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $67167.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885802 12/15/56 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      200000 | NC      | $25220.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                                                       | HUB INTERNATIONAL LTD 7.375% 01/31/2032 144A                                                                                     | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105183.10     | 0.00%             | 2032-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                                                    | ELANCO ANIMAL HEALTH INC VAR 08/28/2028                                                                                          | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     1693000 | PA      | $1762597.54    | 0.00%             | 2028-08-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.428000 04/15/2030 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -4338110 | NC      | $36516.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2051#RA6347                                                                                                   | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      617515 | PA      | $541341.61     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2052#FS3056                                                                                                   | CUSIP: 3140XJME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1375847 | PA      | $1097432.41    | 0.00%             | 2052-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                                                                         | VIRGIN MONEY UK PLC 7.625%/VAR 08/23/2029 REGS                                                                                   | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1311668.70    | 0.00%             | 2029-08-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                                                | ING GROEP NV 3%/VAR 08/17/2031 REGS                                                                                              | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $3010995.01    | 0.01%             | 2031-08-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 08/20/2043#MA1225                                                                                                   | CUSIP: 36179NLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       54090 | PA      | $52146.41      | 0.00%             | 2043-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      900000 | NC      | $-12079.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                                | UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A                                                                                | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      425000 | PA      | $437945.93     | 0.00%             | 2031-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SOFI PERS LN TR 2024-1                                                                                      | SOFI PERS LN TR 2024-1A R1 0% 02/12/2031 144A                                                                                    | CUSIP: 83407R105<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       10000 | PA      | $291749.19     | 0.00%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 04/01/2052#SD7554                                                                                                 | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2826504 | PA      | $2392311.15    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 8% 12/01/2036#AL0379                                                                                                   | CUSIP: 3138EGM50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7247 | PA      | $7597.68       | 0.00%             | 2036-12-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNPI SWAP CDS 06/20/30 DB B                                                                                                      | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |      850000 | NC      | $10478.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 05/01/2055#CC0404                                                                                                   | CUSIP: 3140Y6NW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2232197 | PA      | $2312066.21    | 0.01%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 3.742%/VAR 01/07/2033                                                                             | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     4060000 | PA      | $3719716.01    | 0.01%             | 2033-01-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FLAT 2025-30A                                                                                               | FLAT 2025-30A A1 TSFR3M+116 04/15/2038 144A                                                                                      | CUSIP: 33882MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3505000 | PA      | $3502847.93    | 0.01%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2050#QA7250                                                                                                   | CUSIP: 3133A2BT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2289282 | PA      | $2022627.38    | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4% 11/15/2042                                                                                        | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8455700 | PA      | $7660005.44    | 0.02%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 3.073%/VAR 05/22/2028                                                                                          | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     5999000 | PA      | $5884613.05    | 0.01%             | 2028-05-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| RR 34 LTD                                                                                                   | RR 34 LTD A1R TSFR3M+135 10/15/2039 144A                                                                                         | CUSIP: 74988WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2273000 | PA      | $2280955.50    | 0.01%             | 2039-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#FS7871                                                                                                   | CUSIP: 3140XPW96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3128977 | PA      | $2531002.83    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTERNATIONAL FINANCE LTD / DIFL US LLC                                                             | DIGICEL INTERNATIONAL FINANCE LTD / DIFL US LLC 8.625% 08/01/2032 144A                                                           | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |     3680000 | PA      | $3761574.56    | 0.01%             | 2032-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV2 TRUST                                                                                         | TRK 2021-INV2 B1 TRUST 4.104% 11/25/2056 144A                                                                                    | CUSIP: 87267TAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      148000 | PA      | $126580.46     | 0.00%             | 2056-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 12/39 #AC4467                                                                                                         | CUSIP: 31417N6D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12360 | PA      | $12350.98      | 0.00%             | 2039-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                           | NEWELL BRANDS INC 8.5% 06/01/2028 144A                                                                                           | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      465000 | PA      | $490912.13     | 0.00%             | 2028-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC CP 0% 09/12/2025                                                                                                         | CUSIP: 40412BWC3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2694896.46    | 0.01%             | 2025-09-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                                                       | INDONESIA REPUBLIC OF 3.4% 09/18/2029                                                                                            | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      420000 | PA      | $408009.00     | 0.00%             | 2029-09-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.75% 04/30/2026                                                                                                       | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9596200 | PA      | $9394642.28    | 0.02%             | 2026-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2050#SD8090                                                                                                   | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    25400633 | PA      | $20395542.15   | 0.05%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO II LTD / WHITEBOX CLO II LLC                                                                   | WHITEBOX CLO II LTD / WHITEBOX CLO II LLC A1R2 TSFR3M+138 10/24/2037 144A                                                        | CUSIP: 96466CAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      911000 | PA      | $913954.37     | 0.00%             | 2037-10-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                                                        | HEIMSTADEN BOSTAD AB EUSA5+NA PERP REGS                                                                                          | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | EP               | CORP              | SE        |      185000 | PA      | $212252.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                      | FX Forward: USD/CAD settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | CH        |           1 | NC      | $-188.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#CB3038                                                                                                   | CUSIP: 3140QNLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      628705 | PA      | $504624.43     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR/2.885 05/25/2029                                                                              | CUSIP: 3136B5NV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      784343 | PA      | $753227.12     | 0.00%             | 2029-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLT XCIV LLC                                                                                               | VOLT XCIV LLC 2.2395% 02/27/2051 144A                                                                                            | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      116053 | PA      | $116000.44     | 0.00%             | 2051-02-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KAISER FNDTN HOSPS                                                                                          | KAISER FNDTN HOSPS 3.002% 06/01/2051                                                                                             | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      975000 | PA      | $623434.22     | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 04/01/2041#                                                                                                         | CUSIP: 3133KYU98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33430 | PA      | $28959.59      | 0.00%             | 2041-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                                                                     | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   101653000 | PA      | $90947668.44   | 0.20%             | 2054-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                             | XCEL ENERGY INC 4% 06/15/2028                                                                                                    | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1696929.73    | 0.00%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                                                       | SUBWAY FDG LLC ISSUER 5.246% 07/30/2054 144A                                                                                     | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5260250 | PA      | $5256673.03    | 0.01%             | 2054-07-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 3/41 #004978                                                                                                       | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1608908 | PA      | $1600469.78    | 0.00%             | 2041-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                                                         | JAPAN GOVERNMENT OF 0.9% 09/20/2034                                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    95000000 | PA      | $611812.80     | 0.00%             | 2034-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC STEP 02/25/2035                                                                                                        | CUSIP: 12667FD51<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      887254 | PA      | $813178.52     | 0.00%             | 2035-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2% 11/01/2051#FA0376                                                                                              | CUSIP: 3140W0M28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      663695 | PA      | $532501.71     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 10/41 #005204                                                                                                      | CUSIP: 36202FX92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      979750 | PA      | $974318.96     | 0.00%             | 2041-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | ICE: (CDX.NA.HY.44.V1) 5.000 06/20/30                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    66303734 | NC      | $1862205.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 09/42#G07184                                                                                                        | CUSIP: 3128M9J52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      178964 | PA      | $173819.49     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                                   | CAESARS ENTERTAINMENT INC 7% 02/15/2030 144A                                                                                     | CUSIP: 12769GAB6<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2714559.75    | 0.01%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2050#SD7527                                                                                                   | CUSIP: 3132DVLG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2061329 | PA      | $1670612.85    | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG TR                                                                                            | JP MORGAN MTG TR 5.5% 09/25/2034                                                                                                 | CUSIP: 466247EY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         500 | PA      | $490.08        | 0.00%             | 2034-09-25      | Fixed         | 0.06%                 | No            |                  3 | On Loan: No      |
| HEALTHEQUITY INC                                                                                            | HEALTHEQUITY INC 4.5% 10/01/2029 144A                                                                                            | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |      260000 | PA      | $251338.96     | 0.00%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 05/01/2053#FS4662                                                                                                 | CUSIP: 3140XLFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2863101 | PA      | $3012143.23    | 0.01%             | 2053-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARBOUR CLO VII DESIGNATED ACTIVITY CO                                                                       | ARBOUR CLO VII DESIGNATED ACTIVITY CO BR 3MEUR+205 12/15/2038 144A                                                               | CUSIP: N/A<br>LEI: 635400S59B1EE8UDJW07       | Long             | ABS-CBDO         | CORP              | IE        |     5450000 | PA      | $6382885.68    | 0.01%             | 2038-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | OIS CAD CAONREPO-3.00000 01/23/25 9Y* LC                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -14000000 | NC      | $-9446.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FUGUE FINANCE LLC                                                                                           | NORD ANGLIA EDUCATION TERM B 1LN 01/09/2032                                                                                      | CUSIP: N/A<br>LEI: 254900Y4DWBRGAFENC88       | Long             | LON              | CORP              | US        |      181283 | PA      | $181574.46     | 0.00%             | 2032-01-09      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORP                                                                                              | FLOWSERVE CORP 2.8% 01/15/2032                                                                                                   | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |      405000 | PA      | $355044.91     | 0.00%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 11/01/2041#RB5135                                                                                                   | CUSIP: 3133KYV48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1615575 | PA      | $1392420.67    | 0.00%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 12/39 #890385                                                                                                         | CUSIP: 31410LF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      125271 | PA      | $132398.47     | 0.00%             | 2039-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                                                       | VICI PROPERTIES LP / VICI NOTE CO INC 3.875% 02/15/2029 144A                                                                     | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4237000 | PA      | $4136003.69    | 0.01%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MI UNIV REVS                                                                                     | UNIV MICH REVS 2.437% 4/1/2040                                                                                                   | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      570000 | PA      | $432694.47     | 0.00%             | 2040-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                                                        | RANGE RESOURCES CORP 8.25% 01/15/2029                                                                                            | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      394000 | PA      | $404343.68     | 0.00%             | 2029-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 5.05% 03/15/2034                                                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $1793028.21    | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2039#AA8725                                                                                                 | CUSIP: 31416SVT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8247 | PA      | $8372.05       | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H1 MORTGAGE TRUST                                                                                | CROSS 2025-H1 MORTGAGE TRUST 5.735% 02/25/2070 144A                                                                              | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1542586 | PA      | $1555944.44    | 0.00%             | 2070-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                                                        | SONIC AUTOMOTIVE INC 4.625% 11/15/2029 144A                                                                                      | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      268000 | PA      | $260526.61     | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 01/01/2051#MA4236                                                                                                 | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5469431 | PA      | $4151104.09    | 0.01%             | 2051-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHLMC MULTIFAM STRUCTURED PASS THROUGH 2018-K072 A2 3.444% 12/25/2027                                                            | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3300000 | PA      | $3262776.33    | 0.01%             | 2027-12-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 02/01/2045#MA2189                                                                                                 | CUSIP: 31418BNF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16093 | PA      | $14511.61      | 0.00%             | 2045-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2046#BA7492                                                                                                   | CUSIP: 3140ECKE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16951 | PA      | $16192.29      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                                              | TRANSOCEAN INC 8% 02/01/2027 144A                                                                                                | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      180000 | PA      | $179682.32     | 0.00%             | 2027-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                                                                                 | FIDELITY US BOND INDEX FUNDFIDELITY ADV                                                                                          | CUSIP: 316146356<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |    30056716 | NS      | $314693817.45  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 0.5% 10/31/2027                                                                                                        | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    63895000 | PA      | $59791742.97   | 0.13%             | 2027-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                                                       | VENTURE GLOBAL PLAQUE 6.5% 01/15/2034 144A                                                                                       | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1194000 | PA      | $1246496.60    | 0.00%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                                                                              | EG GROUP TERM B 1LN 02/07/2028                                                                                                   | CUSIP: N/A<br>LEI: 549300BY1CRYVPEG9R57       | Long             | LON              | CORP              | US        |        4962 | PA      | $4981.56       | 0.00%             | 2028-02-07      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.375% 05/15/2044                                                                                    | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3476000 | PA      | $2832261.10    | 0.01%             | 2044-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                                         | EMERA US FINANCE LP 4.75% 06/15/2046                                                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $270828.14     | 0.00%             | 2046-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 3% 05/20/2051                                                                                     | CUSIP: 38383R2G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      281101 | PA      | $48032.59      | 0.00%             | 2051-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+94.448 08/20/2066                                                                            | CUSIP: 38376RXT8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       46731 | PA      | $46867.61      | 0.00%             | 2066-08-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 3% 05/25/2048                                                                                                         | CUSIP: 3136BMAC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      483054 | PA      | $445368.32     | 0.00%             | 2048-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                                                        | ROCKET COS INC 6.125% 08/01/2030 144A                                                                                            | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      375000 | PA      | $385856.25     | 0.00%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 11/01/2042#AB6903                                                                                                 | CUSIP: 31417DU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      108679 | PA      | $99817.97      | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#CA9381                                                                                                   | CUSIP: 3140QHM77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63912 | PA      | $51178.76      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO II LTD                                                                                          | ELMWOOD CLO II LTD A1RR TSFR3M+135 10/20/2037 144A                                                                               | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    22750000 | PA      | $22830216.50   | 0.05%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                                                 | IVORY COAST (COTE D'IVOIRE) 8.075% 04/01/2036 144A                                                                               | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      480000 | PA      | $475800.00     | 0.00%             | 2036-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2053#SD8371                                                                                                   | CUSIP: 3132DWJQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    24724577 | PA      | $24474545.23   | 0.05%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 1.898%/VAR 07/23/2031                                                                                | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      718000 | PA      | $638299.73     | 0.00%             | 2031-07-23      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                             | PERMIAN RESOURCES OPERATING LLC 5.375% 01/15/2026 144A                                                                           | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       95000 | PA      | $94991.10      | 0.00%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNMA II 4.5% 6/45#MA2894                                                                                                         | CUSIP: 36179RGB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       54243 | PA      | $53813.52      | 0.00%             | 2045-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      150000 | NC      | $23986.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2023-1                                                                      | CITIZENS AUTO RECEIVABLES TRUST 2023-1 5.84% 01/18/2028 144A                                                                     | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10454003 | PA      | $10523723.03   | 0.02%             | 2028-01-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/GBP settle 2025-10-10                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $557.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 2.783% 01/23/2031                                                                                               | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      772000 | PA      | $706766.00     | 0.00%             | 2031-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                                                      | PATRICK INDUSTRIES INC 6.375% 11/01/2032 144A                                                                                    | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |      250000 | PA      | $253600.75     | 0.00%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 6/37 #939637                                                                                                          | CUSIP: 31413ALS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2976 | PA      | $3149.90       | 0.00%             | 2037-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 09/01/2040#C03520                                                                                                 | CUSIP: 31292K4D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       94123 | PA      | $91784.25      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 10/25/2055                                                                                    | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      618851 | PA      | $89782.24      | 0.00%             | 2055-10-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                                                      | CACI INTERNATIONAL INC 6.375% 06/15/2033 144A                                                                                    | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      240000 | PA      | $247546.15     | 0.00%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.125% 08/31/2028                                                                                                      | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2715000 | PA      | $2526222.66    | 0.01%             | 2028-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 06/20/2046#MA3737                                                                                                     | CUSIP: 36179SEJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      200448 | PA      | $191569.12     | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2039#                                                                                                         | CUSIP: 312936EZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      154722 | PA      | $151074.67     | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5% 08/15/2034                                                                                     | CUSIP: 31395EDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1817 | PA      | $1846.67       | 0.00%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2048#BJ4617                                                                                                   | CUSIP: 3140H6DX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84008 | PA      | $80352.75      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.35% 01/25/2028                                                                                  | CUSIP: 3137FETN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3600000 | PA      | $3552493.68    | 0.01%             | 2028-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 11/32#ZA3931                                                                                                      | CUSIP: 31329MLL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      940573 | PA      | $905062.72     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2046#BC6149                                                                                                 | CUSIP: 3140F1ZP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      139664 | PA      | $129259.16     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2053#BY4772                                                                                                   | CUSIP: 3140NMJS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2122055 | PA      | $2187207.07    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 08/01/2046#Q42260                                                                                                   | CUSIP: 3132WFQN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35956 | PA      | $32303.70      | 0.00%             | 2046-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6% 09/01/2055 #TBA                                                                                                     | CUSIP: 01F060691<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -33183000 | PA      | $-33903694.94  | -0.08%            | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 5.282% 04/02/2050                                                                                               | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      662000 | PA      | $586439.33     | 0.00%             | 2050-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 08/01/2046#Q42657                                                                                                 | CUSIP: 3132WF5T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      122090 | PA      | $113139.59     | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAURS 2025-UK2X                                                                                             | TAURS 2025-UK2X SONIO+320 02/18/2035 REGS                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      339089 | PA      | $460847.71     | 0.00%             | 2035-02-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045                                | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2825000 | PA      | $2747793.15    | 0.01%             | 2045-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CTRS ISSUER LLC / VANTAGE DATA CTRS CDA QC4 LTD PARTNERSHIP                           | RETAINED VANTAGE DATA CTRS ISSUER LLC / VANTAGE DATA CTRS CDA QC4 LTD PARTNERSHIP 5.091% 08/15/2050 144A                         | CUSIP: 76134KAM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      546000 | PA      | $548457.00     | 0.00%             | 2050-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                                                     | HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A                                                                                     | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      365000 | PA      | $377775.00     | 0.00%             | 2029-06-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V14 MTG TR                                                                                   | BENCHMARK 2025-V14 MTG TR 5.6599% 04/15/2057                                                                                     | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11710000 | PA      | $12282452.72   | 0.03%             | 2057-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 08/01/2036#SB8114                                                                                                 | CUSIP: 3132D6AP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       74427 | PA      | $66715.53      | 0.00%             | 2036-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                            | CSC HOLDINGS LLC 11.75% 01/31/2029 144A                                                                                          | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1684000 | PA      | $1544629.30    | 0.00%             | 2029-01-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                            | ALTICE USA TERM B6 1LN 01/18/2028                                                                                                | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |       97500 | PA      | $97118.78      | 0.00%             | 2028-01-18      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BX 2021-BXMF                                                                                                | BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A                                                                                       | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1777657 | PA      | $1776546.07    | 0.00%             | 2026-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+140 03/25/2055                                                                            | CUSIP: 3137HKBM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     9084368 | PA      | $9114954.30    | 0.02%             | 2055-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                                                   | CUSIP: 3137H5VK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      640333 | PA      | $561585.95     | 0.00%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/JPY settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $12631.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 3/41 #783262                                                                                                          | CUSIP: 36241LTT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       22299 | PA      | $22220.62      | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREAT PORTLAND ESTATES PLC                                                                                  | GREAT PORTLAND ESTATES PLC 5.375% 09/25/2031 REGS                                                                                | CUSIP: N/A<br>LEI: 213800JMEDD2Q4N1MC42       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $403636.50     | 0.00%             | 2031-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2024-PAT                                                                                              | BX TR 2024-PAT D TSFR1M+538.9 03/15/2026 144A                                                                                    | CUSIP: 05612FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155000 | PA      | $156535.18     | 0.00%             | 2041-03-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                                                          | CROWN AMERICAS LLC 5.875% 06/01/2033 144A                                                                                        | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      440000 | PA      | $445062.20     | 0.00%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | FX Forward: USD/GBP settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-67385.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                                            | BAYER US FIN LLC 6.125% 11/21/2026 144A                                                                                          | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5494882.64    | 0.01%             | 2026-11-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BXMT 2020-FL3 LTD                                                                                           | BXMT 2020-FL3 LTD STEP 03/15/2037 144A                                                                                           | CUSIP: 05608XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     1291776 | PA      | $1290131.40    | 0.00%             | 2037-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARCHIMEDES DEBT MERGER SUB LLC                                                                              | ANTYLIA SCIENTIFIC TERM 1LN 05/14/2032                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      172027 | PA      | $168443.69     | 0.00%             | 2032-05-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| 1988 CLO 2 LTD                                                                                              | 1988 CLO 2 LTD A1R TSFR3M+120 04/15/2038 144A                                                                                    | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249799.50     | 0.00%             | 2038-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 5.679%/VAR 01/05/2035                                                                                   | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $207288.47     | 0.00%             | 2035-01-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                                 | PEPSICO INC 2.75% 10/21/2051                                                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      360000 | PA      | $222187.98     | 0.00%             | 2051-10-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 02/01/2055#CB9989                                                                                                   | CUSIP: 3140QWC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2934968 | PA      | $3039982.43    | 0.01%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | FSWP: JPY 0.698000 5/11/2027 FTO                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -1355925736 | NC      | $22482.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 05/01/2043#AR5169                                                                                                 | CUSIP: 3138W2W76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      238778 | PA      | $216517.69     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/EUR settle 2025-10-10                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $120286.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/47#MA3088                                                                                                        | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      297556 | PA      | $282840.76     | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.85% 04/06/2030                                                                                        | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2471000 | PA      | $2582626.71    | 0.01%             | 2030-04-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040                                                                                     | CUSIP: 3137FXBN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      373103 | PA      | $338021.14     | 0.00%             | 2040-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#FM6343                                                                                                   | CUSIP: 3140XABM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      163775 | PA      | $132527.64     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 11/01/2053#RJ0135                                                                                                   | CUSIP: 3142GQEH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      903467 | PA      | $843752.43     | 0.00%             | 2053-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE C0-ISSUER INC                                                                                    | ROCKETMTGE C0-ISSUER INC 3.625% 03/01/2029 144A                                                                                  | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $252640.40     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HF1 MORTGAGE TRUST                                                                                 | MCR 2024-HF1 A MORTGAGE TRUST TSFR1M+179.3 12/15/2041 144A                                                                       | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1142000 | PA      | $1143427.50    | 0.00%             | 2041-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2050#MA4211                                                                                                   | CUSIP: 31418DVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2533777 | PA      | $2220431.98    | 0.00%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/2032#U80074                                                                                                 | CUSIP: 3132G7CK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17308 | PA      | $16900.65      | 0.00%             | 2032-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2052#SD0958                                                                                                 | CUSIP: 3132DNB36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1549051 | PA      | $1416829.15    | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST 2025-1                                                                          | OCCU AUTO RECEIVABLES TRUST 2025-1 4.81% 11/15/2029 144A                                                                         | CUSIP: 67098SAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $704606.21     | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                                          | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032                                                               | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     4640000 | PA      | $4248065.23    | 0.01%             | 2032-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.8% 04/01/2031                                  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      625000 | PA      | $562381.53     | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: BRL/USD settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $9555.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                                              | AMAZON.COM INC 2.5% 06/03/2050                                                                                                   | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      250000 | PA      | $148812.99     | 0.00%             | 2050-06-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050                                                                           | CUSIP: 3137H5MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      237565 | PA      | $205085.30     | 0.00%             | 2050-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H7 MORTGAGE TRUST                                                                                | CROSS 2024-H7 A1 MORTGAGE TRUST 5.585% 11/25/2069 144A                                                                           | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1413482 | PA      | $1421197.05    | 0.00%             | 2069-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: USD/BRL settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-217467.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-10-10                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $862.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAST MILE LOGISTICS PAN EURO FINANCE DAC                                                                    | LAST MILE LOGISTICS PAN EURO FINANCE DAC 3MEUR+270 08/17/2033 REGS                                                               | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |      176734 | PA      | $206174.72     | 0.00%             | 2033-08-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/01/2050#MA4077                                                                                                   | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10872483 | PA      | $8730104.64    | 0.02%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LENDMARK FDG TR 2021-2                                                                                      | LENDMARK FDG TR 2021-2 4.46% 04/20/2032 144A                                                                                     | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2787586.50    | 0.01%             | 2032-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      200000 | NC      | $13293.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 08/01/2031#V61273                                                                                                 | CUSIP: 3132KFMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      430610 | PA      | $416777.07     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                                                         | EQUINIX EUROPE 2 FINANCING CORP LLC 5.5% 06/15/2034                                                                              | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      566000 | PA      | $580204.22     | 0.00%             | 2034-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 12/01/2053#FS6525                                                                                                 | CUSIP: 3140XNHB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      386352 | PA      | $406186.44     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HERO FDG 2017-2                                                                                             | HERO FDG 2017-2A A2 4.07% 09/20/2048 144A                                                                                        | CUSIP: 42771LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       47674 | PA      | $45528.74      | 0.00%             | 2048-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                                             | OHIOHEALTH CORP 2.297% 11/15/2031                                                                                                | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     8505000 | PA      | $7601763.13    | 0.02%             | 2031-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GTC AURORA LUXEMBOURG SA                                                                                    | GTC AURORA LUXEMBOURG SA 2.25% 06/23/2026 REGS                                                                                   | CUSIP: N/A<br>LEI: 549300UAWIR6P1PVC062       | Long             | DBT              | CORP              | LU        |      775000 | PA      | $827093.86     | 0.00%             | 2026-06-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MTG SECS CORP                                                                    | CREDIT SUISS FB MTG SECS CORP 6% 11/25/2035                                                                                      | CUSIP: 225470FN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        5851 | PA      | $1409.39       | 0.00%             | 2035-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 01/01/2044#G08567                                                                                                 | CUSIP: 3128MJTZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      148231 | PA      | $143216.11     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+ 01/25/2055                                                                               | CUSIP: 3137HJ2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3029640 | PA      | $3029349.47    | 0.01%             | 2055-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2046#BM4980                                                                                                   | CUSIP: 3140J9RA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2073200 | PA      | $2011960.02    | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2044#AW6505                                                                                                 | CUSIP: 3138XWGP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      246397 | PA      | $244075.82     | 0.00%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 5.2% 05/12/2026                                                                                                     | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1701000 | PA      | $1707521.31    | 0.00%             | 2026-05-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREAT AJAX OPERATING PARTNERSHIP LP                                                                         | GREAT AJAX OPERATING PARTNERSHIP LP 9.875% 09/01/2027 144A                                                                       | CUSIP: 38982GAA4<br>LEI: 549300IMX0KE8QJMZ613 | Long             | DBT              | CORP              | US        |      672000 | PA      | $658632.99     | 0.00%             | 2027-09-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 03/01/2044#Q25069                                                                                                 | CUSIP: 3132M5JN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       64243 | PA      | $64019.24      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SENEGAL REPUBLIC OF                                                                                         | SENEGAL REPUBLIC OF 6.25% 05/23/2033 REGS                                                                                        | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      200000 | PA      | $148376.00     | 0.00%             | 2033-05-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2052#SD2494                                                                                                 | CUSIP: 3132DPXX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       95035 | PA      | $85913.27      | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR                                                                                       | BAYVIEW COML ASSET TR TSFR1M+71.448 11/25/2035 144A                                                                              | CUSIP: 07324SCC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10182 | PA      | $9894.91       | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                                               | CDX IG41 5Y ICE SWAP 12/20/2028                                                                                                  | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |      200000 | NC      | $-49.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y P3.995 L08/29/25 GLM                                                                                                 | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -3800000 | NC      | $-0.38         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2045#AS5393                                                                                                 | CUSIP: 3138WE7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      158920 | PA      | $157174.41     | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                                           | ICAHN ENTERPRISES LP/FIN CORP 9% 06/15/2030                                                                                      | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1209846.58    | 0.00%             | 2030-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 04/48#MA5138                                                                                                        | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      609521 | PA      | $599813.78     | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2046#Q42656                                                                                                   | CUSIP: 3132WF5S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12769 | PA      | $12196.66      | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 9/39 #AD0242                                                                                                          | CUSIP: 31418MHU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      180363 | PA      | $187501.49     | 0.00%             | 2039-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 12/20/2047#BB8791                                                                                                     | CUSIP: 3617B0XU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       91154 | PA      | $85891.83      | 0.00%             | 2047-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 8/40 #G05969                                                                                                          | CUSIP: 3128M76E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50955 | PA      | $51795.21      | 0.00%             | 2040-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 5.25% 02/15/2031 144A                                                                                      | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     4796000 | PA      | $3237300.00    | 0.01%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2044#AW4740                                                                                                 | CUSIP: 3138XUHS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22835 | PA      | $22619.81      | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | LCH OIS SOFRV3.75% MAC 09/17/32                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -35913000 | NC      | $-394610.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 11/01/2052#FS3248                                                                                                   | CUSIP: 3140XJTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2530350 | PA      | $2527692.32    | 0.01%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.0% 10/01/2027#AP6647                                                                                                 | CUSIP: 3138MAL55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80173 | PA      | $79176.27      | 0.00%             | 2027-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC                                   | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 6.625% 01/15/2032 144A                                 | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $280609.18     | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 10/01/2042#AB6694                                                                                                 | CUSIP: 31417DNL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141421 | PA      | $129087.63     | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PG and E WILDFIRE RECOVERY                                                                                  | PG and E WILDFIRE RECOVERY 5.212% 12/01/2049                                                                                     | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       23000 | PA      | $21941.16      | 0.00%             | 2049-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARKS and SPENCER PLC                                                                                       | MARKS and SPENCER PLC STEP 07/10/2027 REGS                                                                                       | CUSIP: N/A<br>LEI: 213800CN1RI3UCIZWB95       | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1319432.05    | 0.00%             | 2027-07-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 38 LTD                                                                                          | ELMWOOD CLO 38 LTD A TSFR3M+115 04/22/2038 144A                                                                                  | CUSIP: 289908AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249702.25     | 0.00%             | 2038-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 5.05% 03/15/2035                                                                                        | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     2467000 | PA      | $2489905.63    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                                                 | CENCORA INC 2.7% 03/15/2031                                                                                                      | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     5980000 | PA      | $5480165.59    | 0.01%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 4% 01/01/2036#G30933                                                                                                   | CUSIP: 3132J4HK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      924996 | PA      | $914721.98     | 0.00%             | 2036-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                                                       | ARROW ELECTRONIC INC 5.15% 08/21/2029                                                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4091662.72    | 0.01%             | 2029-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 07/01/2028#AU1660                                                                                                 | CUSIP: 3138X0Z27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52888 | PA      | $51826.50      | 0.00%             | 2028-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2045#Q37467                                                                                                 | CUSIP: 3132QUJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      906675 | PA      | $843324.37     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                                                | UNIVISION COMMUNICATIONS INC 8% 08/15/2028 144A                                                                                  | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1671062.47    | 0.00%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WH BORROWER LLC                                                                                             | WHP TERM B 1LN 02/20/2032                                                                                                        | CUSIP: 92942LAG6<br>LEI: 2549009H920CQUE3R944 | Long             | LON              | CORP              | US        |      415000 | PA      | $415908.85     | 0.00%             | 2032-02-20      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                                                     | DRYDEN SENIOR LOAN FUND A1A TSFR3M+139.161 02/20/2035 144A                                                                       | CUSIP: 262484AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3054000 | PA      | $3055862.94    | 0.01%             | 2035-02-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                                                    | AMERICAN HOMES 4 RENT LP 4.3% 04/15/2052                                                                                         | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      700000 | PA      | $539828.95     | 0.00%             | 2052-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KAZAKHSTAN REPUBLIC OF                                                                                      | KAZAKHSTAN REPUBLIC OF 5% 07/01/2032 144A                                                                                        | CUSIP: 486661BN0<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      555000 | PA      | $563325.00     | 0.00%             | 2032-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 3% 12/01/2051#FA0145                                                                                              | CUSIP: 3140W0ET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2290324 | PA      | $2007802.58    | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.75% 02/15/2045                                                                                                       | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21980000 | PA      | $21653734.38   | 0.05%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 3546 A VAR 2/39                                                                                                              | CUSIP: 31398E3W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         805 | PA      | $819.76        | 0.00%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 01/20/2043#MA0852                                                                                                   | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      158813 | PA      | $148433.35     | 0.00%             | 2043-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 4.445% 02/14/2030                                                                                       | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      400000 | PA      | $476853.21     | 0.00%             | 2030-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 08/01/2028#AS0290                                                                                                 | CUSIP: 3138W9KC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37490 | PA      | $36721.29      | 0.00%             | 2028-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2042#AO5544                                                                                                 | CUSIP: 3138LWES6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99426 | PA      | $99040.33      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 46 LTD                                                                                         | SYMPHONY CLO 46 LTD A2 TSFR3M+159 01/20/2038 144A                                                                                | CUSIP: 87170WAC4<br>LEI: 2549003KA6F4T4Q34J34 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250375.00     | 0.00%             | 2038-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                        | LAS VEGAS SANDS CORP 5.625% 06/15/2028                                                                                           | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $1801890.99    | 0.00%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                               | UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A                                                                             | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1165252.50    | 0.00%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.75% 12/01/2030                                                                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |      742000 | PA      | $758410.81     | 0.00%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2052#QE5566                                                                                                   | CUSIP: 3133BFFF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1093426 | PA      | $1021925.23    | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG K-1520 X3 MLT CTF GT VAR 04/25/2039                                                                          | CUSIP: 3137FYTZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      130186 | PA      | $30106.55      | 0.00%             | 2039-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                                              | BANK 2017-BNK6 ASB 3.289% 07/60                                                                                                  | CUSIP: 060352AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120826 | PA      | $120070.74     | 0.00%             | 2060-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      100000 | NC      | $15990.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 12/01/2035#MA4205                                                                                                 | CUSIP: 31418DU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1921653 | PA      | $1726755.38    | 0.00%             | 2035-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 12/20/2049#BR8985                                                                                                   | CUSIP: 3617M76W3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       66598 | PA      | $61085.49      | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 02/25/2055                                                                            | CUSIP: 3137HJWY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2816692 | PA      | $2822833.88    | 0.01%             | 2055-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4% 02/01/2038#CA1238                                                                                                   | CUSIP: 3140Q8LU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47930 | PA      | $46817.41      | 0.00%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+141.278 21 10/15/2036 144A                                                          | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1560000 | PA      | $1554163.57    | 0.00%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 03/01/2044#AW0779                                                                                                 | CUSIP: 3138XP2M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      142500 | PA      | $144384.51     | 0.00%             | 2044-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 2.45% 02/15/2031 144A                                                                                               | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    15176000 | PA      | $13721059.73   | 0.03%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2042#AP9743                                                                                                 | CUSIP: 3138MDZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      157453 | PA      | $156797.76     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC T1Y+NA 03/10/2032                                                                                                   | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     8625000 | PA      | $7773348.27    | 0.02%             | 2032-03-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DURST COML MTG TR 2025-151                                                                                  | DURST COML MTG TR 2025-151 CSTR 08/10/2042 144A                                                                                  | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      262000 | PA      | $267380.30     | 0.00%             | 2042-08-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.00% 9/41 #Q03295                                                                                                          | CUSIP: 3132GJKG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      111071 | PA      | $108109.32     | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH NY RV                                                                              | NY MTA TRANSP 6.814% 11/15/40                                                                                                    | CUSIP: 59259YGF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       20000 | PA      | $21736.85      | 0.00%             | 2040-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAGE AR FUNDING NO 1 PLC                                                                                    | SAGE AR FUNDING 2025-1X C SONIO+240 05/17/2037 REGS                                                                              | CUSIP: N/A<br>LEI: 635400KXGNL1GYF3BH46       | Long             | ABS-MBS          | CORP              | GB        |      117497 | PA      | $158158.77     | 0.00%             | 2037-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                                                 | COMMONWEALTH BANK AUSTRALIA 3.788%/VAR 08/26/2037 REGS                                                                           | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      500000 | PA      | $584616.58     | 0.00%             | 2037-08-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2024-CES2                                                                                    | TOWD PT MTG TR 2024-CES2 6.125% 02/25/2064 144A                                                                                  | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      510145 | PA      | $512900.94     | 0.00%             | 2064-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 7% 03/01/2053#MA4964                                                                                                   | CUSIP: 31418EQS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      549736 | PA      | $581533.74     | 0.00%             | 2053-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C4                                                                       | UBS COMMERCIAL MORTGAGE TRUST 2017-C4 3.836% 10/15/2050                                                                          | CUSIP: 90276RBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1690000 | PA      | $1625633.48    | 0.00%             | 2050-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/EUR settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14009.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                                                | CHS/CMNTY HEALTH SYSTEMS INC 10.875% 01/15/2032 144A                                                                             | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      200000 | PA      | $211646.20     | 0.00%             | 2032-01-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 4.75% 01/15/2026                                                                                              | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      850000 | PA      | $850250.87     | 0.00%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV2 MTG LN TR                                                                                    | COLT 2024-INV2 MORTGAGE LOAN TRUST 6.421% 05/25/2069 144A                                                                        | CUSIP: 12622SAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      802813 | PA      | $813641.60     | 0.00%             | 2069-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNPP AM EURO CLO 2019 BV                                                                                    | BNPP AM EURO CLO 2019 BV AR 3MEUR+82 07/22/2032 144A                                                                             | CUSIP: N/A<br>LEI: 724500LEK89L3DYT1E52       | Long             | ABS-CBDO         | CORP              | IE        |      249620 | PA      | $291017.13     | 0.00%             | 2032-07-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                                                       | BROOKLYN UNION GAS CO 4.273% 03/15/2048 144A                                                                                     | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |       29000 | PA      | $22493.30      | 0.00%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                                              | TRANSOCEAN INC 8.25% 05/15/2029 144A                                                                                             | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      705000 | PA      | $681928.45     | 0.00%             | 2029-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                                                    | AGILENT TECHNOLOGIES INC 2.3% 03/12/2031                                                                                         | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1117557.27    | 0.00%             | 2031-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-2                                                                                                 | SCLP 2025-2 4.82% 06/25/2034 144A                                                                                                | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3976109 | PA      | $3985844.25    | 0.01%             | 2034-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2025-1                                                                                    | DELL EQUIP FIN TR 2025-1 4.68% 07/22/2027 144A                                                                                   | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1650000 | PA      | $1656287.82    | 0.00%             | 2027-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2052#FS0196                                                                                                 | CUSIP: 3140XFGE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      828888 | PA      | $688866.37     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2019-NUGS                                                                           | MORGAN STANLEY CAP I TR 2019-NUGS A TSFR1M+106.448 4 12/15/2021 144A                                                             | CUSIP: 61692AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5200000 | PA      | $3939146.64    | 0.01%             | 2036-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 3.875% 02/15/2032 144A                                                                                            | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      939000 | PA      | $862478.92     | 0.00%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XVIII LTD / JAMESTOWN CLO XVIII LLC                                                           | JAMESTOWN CLO XVIII LTD / JAMESTOWN CLO XVIII LLC A1R TSFR3M+127 07/25/2035 144A                                                 | CUSIP: 47047RAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11700000 | PA      | $11691248.40   | 0.03%             | 2035-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                                        | LXP INDUSTRIAL TRUST 2.7% 09/15/2030                                                                                             | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      894000 | PA      | $813464.83     | 0.00%             | 2030-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 3.75% 08/15/2042                                                                                     | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1862000 | PA      | $1359509.06    | 0.00%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 03/20/2050#MA6541                                                                                                     | CUSIP: 36179VHS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1460427 | PA      | $1297614.14    | 0.00%             | 2050-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-NQM2 TR                                                                                          | HOMES 2024-NQM2 TRUST 5.717% 10/25/2069 144A                                                                                     | CUSIP: 43761CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5086320 | PA      | $5122945.35    | 0.01%             | 2069-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 5.1% 09/15/2045                                                                                                 | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      105000 | PA      | $94724.66      | 0.00%             | 2045-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | BUY SCDS: (SOFTBK) SWAP/CDSWAP 1.00000% 06/20/2026                                                                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |     2630000 | NC      | $7770.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2047#G08792                                                                                                 | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      788010 | PA      | $726302.08     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 10/01/2048#Q58998                                                                                                 | CUSIP: 3132Y27L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       82480 | PA      | $80723.82      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                                                 | GS MORTGAGE SECURITIES CORP 5.5% 05/25/2034                                                                                      | CUSIP: 36228F2K1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         906 | PA      | $896.47        | 0.00%             | 2034-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2041#AB3738                                                                                                 | CUSIP: 31417AEL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      346844 | PA      | $327869.36     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLT 2023-1 MORTGAGE LOAN TRUST                                                                             | COLT 2023-1 B1 MORTGAGE LOAN TRUST VAR 04/25/2068 144A                                                                           | CUSIP: 19688NAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      288000 | PA      | $289588.41     | 0.00%             | 2068-04-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 5.4% 04/18/2034                                                                                           | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1843522.60    | 0.00%             | 2034-04-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL / JBS USA FOODS GROUP HOLDINGS INC / JBS USA FOOD CO                               | JBS USA HOLDING LUX SARL / JBS USA FOODS GROUP HOLDINGS INC / JBS USA FOOD CO 6.375% 04/15/2066 144A                             | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $207018.69     | 0.00%             | 2066-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OHA LOAN FUNDING 2016-1 LTD                                                                                 | OHA LOAN FUNDING 2016-1 LTD A1R2 TSFR3M+146 07/20/2037 144A                                                                      | CUSIP: 67110UAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250734.75     | 0.00%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARINGS LN PARTNERS CLO LTD 2 / BARINGS LN PARTNERS CLO 2 LLC                                               | BARINGS LN PARTNERS CLO LTD 2 / BARINGS LN PARTNERS CLO 2 LLC CR TSFR3M+165 01/20/2034 144A                                      | CUSIP: 06763BAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4498888.50    | 0.01%             | 2034-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 10/44#G60153                                                                                                      | CUSIP: 31335AE20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      218255 | PA      | $217530.41     | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                                              | PUBLIC SERVICE ELEC and GAS CO 3.65% 09/01/2042                                                                                  | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      625000 | PA      | $491161.53     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2053#BY8580                                                                                                 | CUSIP: 3140NRRA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1968887 | PA      | $1991384.06    | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 5.5% 02/15/2049                                                                                                          | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4516000 | PA      | $4064950.27    | 0.01%             | 2049-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 06/01/2039#A86705                                                                                                 | CUSIP: 312933NW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       97426 | PA      | $97490.50      | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.375% 06/15/2046                                                                                                      | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $941208.58     | 0.00%             | 2046-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                                                                                     | FARMERS EXCHANGE CAP II 6.151%/VAR 11/01/2053 144A                                                                               | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $969392.00     | 0.00%             | 2053-11-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FIN CORP 4.5% 01/30/2026                                                                                             | CUSIP: 254709AP3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     6463000 | PA      | $6460398.97    | 0.01%             | 2026-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-1 5.67% 06/25/2059 144A                                                                     | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      826287 | PA      | $844642.01     | 0.00%             | 2059-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                                                        | RANGE RESOURCES CORP 4.75% 02/15/2030 144A                                                                                       | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23411.77      | 0.00%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO X                                                                                        | HAYFIN EMERALD CLO X AR 3MEUR+135 07/18/2038 144A                                                                                | CUSIP: N/A<br>LEI: 635400QPLMTTI1BZII42       | Long             | ABS-CBDO         | CORP              | IE        |     2300000 | PA      | $2690770.01    | 0.01%             | 2038-07-18      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 3/34 #725228                                                                                                          | CUSIP: 31402CVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36157 | PA      | $37723.46      | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDYMAC MBS INC                                                                                             | INDYMAC MBS INC 3.75% 10/25/2018                                                                                                 | CUSIP: 45660NRL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         232 | PA      | $227.53        | 0.00%             | 2018-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/42#AB5369                                                                                                      | CUSIP: 31417B6F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11429 | PA      | $10787.99      | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 01/15/2047#AX5815                                                                                                   | CUSIP: 36196HN89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14570 | PA      | $13760.87      | 0.00%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                                         | GILEAD SCIENCES INC 1.65% 10/01/2030                                                                                             | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      172000 | PA      | $151966.07     | 0.00%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                                              | EUROPEAN UNION 2.875% 10/05/2029 REGS                                                                                            | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |    19500000 | PA      | $23250923.74   | 0.05%             | 2029-10-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2052#                                                                                                         | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45323 | PA      | $45402.53      | 0.00%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 02/20/2049#BK7189                                                                                                     | CUSIP: 3617J77A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       70186 | PA      | $70404.99      | 0.00%             | 2049-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 3.547%/VAR 09/18/2031                                                                             | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6543481.49    | 0.01%             | 2031-09-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 12/01/2054#SD8493                                                                                                 | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15112619 | PA      | $15205011.62   | 0.03%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TR 2022-A                                                                                  | OPORTUN ISSUANCE TR 2022-A A 5.05% 06/09/2031 144A                                                                               | CUSIP: 68378NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       25586 | PA      | $25580.14      | 0.00%             | 2031-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4.0% 12/15/2040#737704                                                                                                 | CUSIP: 3620ARRZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       44501 | PA      | $43114.76      | 0.00%             | 2040-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 06/01/2043#AB9749                                                                                                 | CUSIP: 31417GZP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      171698 | PA      | $156563.68     | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2045#AL7147                                                                                                 | CUSIP: 3138EP5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      419507 | PA      | $415555.42     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPR COML MTG TR 2024-PK                                                                                     | BPR COML MTG TR 2024-PARK A VAR 11/05/2039 144A                                                                                  | CUSIP: 05593UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101794.32     | 0.00%             | 2039-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 04/15/2046#784232                                                                                                   | CUSIP: 3622A2VZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1998389 | PA      | $1922174.94    | 0.00%             | 2046-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2044#G60271                                                                                                 | CUSIP: 31335AJQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      691931 | PA      | $652730.29     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.692%/VAR 10/23/2030                                                                              | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7135000 | PA      | $7213416.15    | 0.02%             | 2030-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2048#BN0234                                                                                                   | CUSIP: 3140JGHL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31974 | PA      | $32219.78      | 0.00%             | 2048-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 3/1/28 #J22814                                                                                                    | CUSIP: 31307BDT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       96516 | PA      | $94807.94      | 0.00%             | 2028-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 1.94% 02/25/2035                                                                                  | CUSIP: 3137FTZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1053190 | PA      | $846403.62     | 0.00%             | 2035-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.5% 07/15/2043#AE6719                                                                                                 | CUSIP: 36181APC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      173655 | PA      | $162352.34     | 0.00%             | 2043-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR1 TR                                                                           | PROGRESS RESIDENTIAL 2022-SFR1 TR 4.88% 02/17/2041 144A                                                                          | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3889130.80    | 0.01%             | 2041-02-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERSTATE PWR and LT CO                                                                                    | INTERSTATE PWR and LT CO 4.1% 09/26/2028                                                                                         | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23010.32      | 0.00%             | 2028-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2025-NQM5                                                                          | BRAVO RESIDENTIAL FDG TR 2025-NQM5 STEP 02/25/2065 144A                                                                          | CUSIP: 10569RAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1778863 | PA      | $1789018.26    | 0.00%             | 2065-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 08/01/2054#SD6729                                                                                                 | CUSIP: 3132DUPN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3723588 | PA      | $3603235.94    | 0.01%             | 2054-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | FX Forward: USD/BRL settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2530652.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                                                       | NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A                                                                                       | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      140000 | PA      | $140529.76     | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC                                                                      | POST ROAD EQUIPMENT FINANCE 2025-1 LLC 4.9% 05/15/2031 144A                                                                      | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5525000 | PA      | $5562513.09    | 0.01%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2022-INV1                                                                           | VERUS SECURITIZATION TR 2022-INV1 A1 VAR 08/25/2067 144A                                                                         | CUSIP: 92539JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2944230 | PA      | $2930628.20    | 0.01%             | 2067-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 01/47#MA4263                                                                                                          | CUSIP: 36179SWY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      220955 | PA      | $210891.56     | 0.00%             | 2047-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                                                 | CHEMOURS CO 5.75% 11/15/2028 144A                                                                                                | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      578000 | PA      | $556563.66     | 0.00%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2053#                                                                                                       | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11009 | PA      | $10633.37      | 0.00%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2053#CB7396                                                                                                   | CUSIP: 3140QTGE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      489795 | PA      | $457766.36     | 0.00%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                                                      | ARSENAL AIC PARENT LLC 11.5% 10/01/2031 144A                                                                                     | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      995000 | PA      | $1106573.33    | 0.00%             | 2031-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 05/01/2029#AS2369                                                                                                 | CUSIP: 3138WBT39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77797 | PA      | $77033.60      | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2052#FS0631                                                                                                   | CUSIP: 3140XFVZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4187801 | PA      | $3667290.94    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION T5Y+NA 03/08/2037                                                                                    | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1052890.90    | 0.00%             | 2037-03-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                                                                           | KINROSS GOLD CORP 4.5% 07/15/2027                                                                                                | CUSIP: 496902AQ0<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    10910000 | PA      | $10929246.99   | 0.02%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 5.7% 03/15/2055                                                                                            | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     4486000 | PA      | $4490789.34    | 0.01%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 05/51#QC1514                                                                                                        | CUSIP: 3133AKVF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      867826 | PA      | $702248.05     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 4.1% 01/15/2042                                                                                                 | CUSIP: 010392FG8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      225000 | PA      | $188360.22     | 0.00%             | 2042-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER 3% 02/10/2027 144A                                                                                              | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      252000 | PA      | $247180.22     | 0.00%             | 2027-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS PTY LTD                                                                            | AUSNET SERVICES HOLDINGS PTY LTD 6.134% 05/31/2033                                                                               | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      800000 | PA      | $557717.05     | 0.00%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS THRU TR 2007-9                                                                                 | CHL MTG PASS THRU TR 2007-9 5.75% 07/25/2037                                                                                     | CUSIP: 12544XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       53231 | PA      | $24571.68      | 0.00%             | 2037-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU 2004-S2 2A4 5.5 6/34                                                                                                        | CUSIP: 92922FQK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2988 | PA      | $2905.94       | 0.00%             | 2034-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                                         | KINETIK HOLDINGS LP 6.625% 12/15/2028 144A                                                                                       | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      800000 | PA      | $823053.60     | 0.00%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                                 | MERCHANTS FLEET FUNDING LLC 5.82% 04/20/2037 144A                                                                                | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2619797 | PA      | $2639937.39    | 0.01%             | 2037-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                                                                     | DPL INC 4.35% 04/15/2029                                                                                                         | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1969562.50    | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2043#MA1340                                                                                                 | CUSIP: 31418AP28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      191972 | PA      | $170007.71     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2042#C03792                                                                                                 | CUSIP: 31292LF91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      207984 | PA      | $196797.95     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 09/01/2054#SD7574                                                                                                   | CUSIP: 3132DVMX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15179031 | PA      | $15687752.89   | 0.04%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 5.088%/VAR 06/20/2030                                                                                               | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    13438000 | PA      | $13629157.83   | 0.03%             | 2030-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.375% 08/31/2028                                                                                                      | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12335000 | PA      | $12607719.20   | 0.03%             | 2028-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC                                                                                  | METHANEX US OPERATIONS INC 6.25% 03/15/2032 144A                                                                                 | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $272448.63     | 0.00%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H4 MORTGAGE TRUST                                                                                | CROSS 2024-H4 A1 MORTGAGE TRUST VAR 07/25/2069 144A                                                                              | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1838124 | PA      | $1856962.58    | 0.00%             | 2069-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2047#BD2440                                                                                                 | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      126111 | PA      | $116558.54     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.97%/VAR 03/05/2029                                                                                 | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6958.06       | 0.00%             | 2029-03-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                                        | DUKE ENERGY CORP NEW 3.75% 04/01/2031                                                                                            | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      300000 | PA      | $357013.66     | 0.00%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 4.7% 01/15/2044                                                                                        | CUSIP: 040555CP7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3390.23       | 0.00%             | 2044-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PLC                                                                                   | BELLIS ACQUISITION CO PLC 8% 07/01/2031 REGS                                                                                     | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      209000 | PA      | $247774.94     | 0.00%             | 2031-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MFRA TRST                                                                                                   | MFRA TRUST VAR 02/25/2066 144A                                                                                                   | CUSIP: 55287AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3542938 | PA      | $3351472.08    | 0.01%             | 2066-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSINCOME TAX REV                                                                 | NEW YORK ST D 5.628% 3/15/2039                                                                                                   | CUSIP: 64990FMT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      990000 | PA      | $1017386.67    | 0.00%             | 2039-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 6.047%/VAR 06/08/2027                                                                                      | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      194000 | PA      | $196228.99     | 0.00%             | 2027-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM PARTNERS LP                                                                                  | HESS MIDSTREAM PARTNERS LP 5.875% 03/01/2028 144A                                                                                | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $264358.38     | 0.00%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 5.5% 03/15/2055                                                                                   | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      885000 | PA      | $859707.34     | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                                                                           | AMSPEC PARENT TERM B-DD 1LN 12/22/2031                                                                                           | CUSIP: 03218AAC3<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |       10434 | PA      | $10476.34      | 0.00%             | 2031-12-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY BORROWER LUX SARL                                                              | VANTAGE DATA CENTERS GERMANY BORROWER LUX SARL 25-1X A2 4.292% 06/28/2050 REGS                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | LU        |      294000 | PA      | $344879.71     | 0.00%             | 2050-06-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO XII LTD                                                                                 | MIDOCEAN CREDIT CLO XII LTD 2023-12A A1RR TSFR3M+134 07/18/2038 144A                                                             | CUSIP: 59803TBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $251111.50     | 0.00%             | 2038-07-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2051#MA4399                                                                                                 | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2230663 | PA      | $1863602.88    | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2024-CES1                                                                                    | TOWD PT MTG TR 2024-CES1 5.848% 01/25/2064 144A                                                                                  | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650980 | PA      | $652342.14     | 0.00%             | 2064-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THORNBURG MTG SECS TR                                                                                       | TMST 2003-4 A1 TSFR1M+75.448 9/43                                                                                                | CUSIP: 885220DW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      760151 | PA      | $735947.79     | 0.00%             | 2043-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                                                                   | FELLS POINT FUNDING TRUST 3.046% 01/31/2027 144A                                                                                 | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $491405.89     | 0.00%             | 2027-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                                      | BX COMMERCIAL MORTGAGE TRUST 2025-BCAT B TSFR1M+155 08/15/2042 144A                                                              | CUSIP: 12433HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100062.46     | 0.00%             | 2042-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                                   | BLOCK INC 2.75% 06/01/2026                                                                                                       | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      210000 | PA      | $206441.89     | 0.00%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 09/01/2054#CB9209                                                                                                 | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2206619 | PA      | $2224936.72    | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2059#BM6734                                                                                                   | CUSIP: 3140JBPU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      296872 | PA      | $276160.33     | 0.00%             | 2059-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUPONT (EI) DE NEMOURS and CO                                                                               | DUPONT (EI) DE NEMOURS and CO 4.8% 05/15/2033                                                                                    | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |      255000 | PA      | $255090.99     | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.702000 07/22/2030 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -3001000 | NC      | $-629.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA LTD                                                                                 | GLENCORE FINANCE CANADA LTD 6.9% 11/15/2037 144A                                                                                 | CUSIP: 98417EAC4<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |        2000 | PA      | $2220.53       | 0.00%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP CP 0% 09/18/2025                                                                                                  | CUSIP: 87613EWJ0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6581929.86    | 0.01%             | 2025-09-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                                                       | DUPONT DE NEMOURS INC 5.419% 11/15/2048                                                                                          | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      590000 | PA      | $593575.58     | 0.00%             | 2048-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2023-D                                                                           | CPS AUTO RECEIVABLES TRUST 2023-D 7.17% 01/15/2030 144A                                                                          | CUSIP: 12598VAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2540472.50    | 0.01%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5% 11/01/2054 #TBA                                                                                                     | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13463000 | PA      | $13260002.19   | 0.03%             | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 59 EURO CLO 2017 DAC                                                                                 | DRYDEN 59 EURO CLO 2017 DAC A 3MEUR+75 05/15/2032 144A                                                                           | CUSIP: N/A<br>LEI: 724500KSK1YXN03DH342       | Long             | ABS-CBDO         | CORP              | IE        |     2340468 | PA      | $2734206.05    | 0.01%             | 2032-05-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                                          | LUMEN TECHNOLOGIES 4.125% 04/15/2030 144A                                                                                        | CUSIP: 550241AH6<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      177467 | PA      | $173917.66     | 0.00%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                                                 | GERMANY FEDERAL REPUBLIC OF 2.9% 08/15/2056 REGS                                                                                 | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     1037000 | PA      | $1114930.34    | 0.00%             | 2056-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2041#Q04127                                                                                                   | CUSIP: 3132GKHC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65848 | PA      | $64044.36      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#BR9086                                                                                                 | CUSIP: 3140L8CY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2204377 | PA      | $1868507.90    | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 5/42 #766750                                                                                                          | CUSIP: 36176HTF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       82415 | PA      | $77516.44      | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | IFS 3.4272 07/15/2029 UKR                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -8254613 | NC      | $40748.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                  | PACIFICORP 5.75% 04/01/2037                                                                                                      | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      900000 | PA      | $919975.12     | 0.00%             | 2037-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 30 LTD / ELMWOOD CLO 30 LLC                                                                     | ELMWOOD CLO 30 LTD / ELMWOOD CLO 30 LLC A TSFR3M+143 07/17/2037 144A                                                             | CUSIP: 29001JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250768.75     | 0.00%             | 2037-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.95% 02/01/2038                                                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8178.45       | 0.00%             | 2038-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY562349 11/18/64 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      600000 | NC      | $84730.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2046#BC1552                                                                                                   | CUSIP: 3140EVWN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40700 | PA      | $38928.98      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                                                        | JETBLUE AIRWAYS CORP 2.75% 11/15/2033                                                                                            | CUSIP: 477143AH4<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     1339110 | PA      | $1183084.39    | 0.00%             | 2033-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AGL CLO 35 LTD                                                                                              | AGL CLO 35 LTD A1 TSFR3M+134 01/21/2038 144A                                                                                     | CUSIP: 00852KAA2<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250871.50     | 0.00%             | 2038-01-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2039#AX5330                                                                                                   | CUSIP: 3138Y64Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      235722 | PA      | $229383.20     | 0.00%             | 2039-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.424% 07/09/2031                                                                                   | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1500000 | PA      | $1569546.17    | 0.00%             | 2031-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.057%/VAR 01/25/2033                                                                                              | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2818000 | PA      | $2545402.69    | 0.01%             | 2033-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                                                         | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                                                         | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |      190000 | PA      | $188696.43     | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2022-A                                                                               | CHASE AUTO OWNER TRUST 2022-A 3.98% 06/25/2027 144A                                                                              | CUSIP: 16144JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      529528 | PA      | $529138.08     | 0.00%             | 2027-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                                                       | GRAY OAK PIPELINE LLC 3.45% 10/15/2027 144A                                                                                      | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       42000 | PA      | $41330.63      | 0.00%             | 2027-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                                                         | PORT NY NJ 4.96% 8/1/2046                                                                                                        | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      280000 | PA      | $262442.57     | 0.00%             | 2046-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.65% 08/01/2028                                                                                     | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2319000 | PA      | $2321424.51    | 0.01%             | 2028-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                                                | ALIMENTATION COUCHE-TARD INC 5.267% 02/12/2034 144A                                                                              | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     2645000 | PA      | $2681983.26    | 0.01%             | 2034-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                                                    | HUNTINGTON NATL BK COLUMBUS OH 5.65% 01/10/2030                                                                                  | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1366926.36    | 0.00%             | 2030-01-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 01/20/2048#MA4964                                                                                                   | CUSIP: 36179TQR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      195224 | PA      | $192237.19     | 0.00%             | 2048-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2051#CB1157                                                                                                 | CUSIP: 3140QLJB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3619250 | PA      | $3312584.54    | 0.01%             | 2051-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | USTN TII 0.125% 02/15/2052                                                                                                       | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4800000 | PA      | $2896646.28    | 0.01%             | 2052-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#RA6308                                                                                                   | CUSIP: 3133KNAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      341033 | PA      | $275645.93     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                                                 | NATIONWIDE BUILDING SOC(UNGTD) 4%/VAR 07/30/2035 REGS                                                                            | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      300000 | PA      | $356046.59     | 0.00%             | 2035-07-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 3.35%/VAR 03/02/2033                                                                                      | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7050000 | PA      | $6500573.34    | 0.01%             | 2033-03-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                                              | OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031                                                                                 | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     2682000 | PA      | $2479544.51    | 0.01%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                                      | OCP SA 3.75% 06/23/2031 144A                                                                                                     | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      269000 | PA      | $246210.32     | 0.00%             | 2031-06-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: USD/SGD settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-226.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 2/40 #711188                                                                                                          | CUSIP: 36297GCZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1308 | PA      | $1303.71       | 0.00%             | 2040-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                                               | AROUNDTOWN SA 3.375%/VAR PERP REGS                                                                                               | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | EP               | CORP              | LU        |     2200000 | PA      | $2488474.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.50% 10/42 #MA0462                                                                                                      | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       66410 | PA      | $62139.01      | 0.00%             | 2042-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2024-HB1                                                                                   | OCWEN LN INVT TR 2024-HB1 3% 02/25/2037 144A                                                                                     | CUSIP: 675952AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      240160 | PA      | $236281.46     | 0.00%             | 2037-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                                           | HERC HOLDINGS INC 6.625% 06/15/2029 144A                                                                                         | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      135000 | PA      | $139060.53     | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 6.15% 03/01/2029                                                                                                  | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     3203000 | PA      | $3379271.12    | 0.01%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                                                | ING GROEP NV 4.858%/VAR 03/25/2029                                                                                               | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     3900000 | PA      | $3955520.40    | 0.01%             | 2029-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                                                          | ONE NEW YORK PLAZA TRUST 2020-1NYP B TSFR1M+161.448 01/15/2036 144A                                                              | CUSIP: 68249DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $95500.00      | 0.00%             | 2036-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/47#BJ2132                                                                                                        | CUSIP: 3140H3LN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86119 | PA      | $81994.83      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                              | FAIRFAX FINANCIAL HLDGS LTD 3.375% 03/03/2031                                                                                    | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     4595000 | PA      | $4317853.86    | 0.01%             | 2031-03-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 5.9% 04/18/2064                                                                                           | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      410000 | PA      | $379360.12     | 0.00%             | 2064-04-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2052#QF3433                                                                                                   | CUSIP: 3133BQY67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      467655 | PA      | $467017.50     | 0.00%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2021-R1                                                                                      | TOWD PT MTG TR 2021-R1 3.1768% 11/30/2060 144A                                                                                   | CUSIP: 89179TAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      877659 | PA      | $760843.64     | 0.00%             | 2060-11-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2051#BT9493                                                                                                   | CUSIP: 3140LYRP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      707097 | PA      | $571522.89     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: ZAR/USD settle 2025-10-20                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-8852.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 3.422000 07/15/2029 UKR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -4213926 | NC      | $21880.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J P MORGAN SEASONED MTG TR 2024-1                                                                           | J P MORGAN SEASONED MTG TR 2024-1 4.482731% 10/25/2054 144A                                                                      | CUSIP: 61777HAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3265115 | PA      | $3137550.88    | 0.01%             | 2063-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 01/01/2049#ZA6116                                                                                                 | CUSIP: 31329PYM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      358486 | PA      | $353540.80     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                                                     | BX COML MTG TR 2024-XL5 B TSFR1M+169.12 03/15/2039 144A                                                                          | CUSIP: 05612GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2066105 | PA      | $2069333.54    | 0.00%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 05/01/2039#                                                                                                       | CUSIP: 312933G73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      139829 | PA      | $139948.27     | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#BU5836                                                                                                   | CUSIP: 3140M7PW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      148176 | PA      | $119765.61     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUMA INTL FINANCING SA                                                                                      | PUMA INTL FINANCING SA 7.75% 04/25/2029 REGS                                                                                     | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |      900000 | PA      | $930020.60     | 0.00%             | 2029-04-25      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/BRL settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-21882.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PGA TR 2024-RSR2                                                                                            | PGA NATIONAL RESORT COMMERCIAL MORTGAGE TRUST 24-RSR2 A TSFR1M+189.09 06/15/2026 144A                                            | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120000 | PA      | $120075.00     | 0.00%             | 2039-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 5/46#Q40310                                                                                                         | CUSIP: 3132WDKY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31960 | PA      | $28703.51      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                                                          | COTERRA ENERGY INC 3.9% 05/15/2027                                                                                               | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99328.68      | 0.00%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY451600 12/16/72 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     9000000 | NC      | $-32047.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                                      | ROPER TECHNOLOGIES INC 4.9% 10/15/2034                                                                                           | CUSIP: 776696AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      630000 | PA      | $623575.59     | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 A2 VAR 01/25/2064 144A                                                                    | CUSIP: 17332HAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      404415 | PA      | $295249.60     | 0.00%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAP CLO 29 LTD / ANCHORAGE CAP CLO 29 LLC                                                         | ANCHORAGE CAP CLO 29 LTD / ANCHORAGE CAP CLO 29 LLC A1 TSFR3M+160 07/20/2037 144A                                                | CUSIP: 03332QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251141.75     | 0.00%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                                                            | GALAXY PIPELINE ASSETS BIDCO LTD 2.16% 03/31/2034 REGS                                                                           | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |      589720 | PA      | $530453.14     | 0.00%             | 2034-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+798.552 06/15/2029                                                                        | CUSIP: 31393FAM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1914 | PA      | $113.19        | 0.00%             | 2029-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     1500000 | NC      | $-20133.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                                                | ING GROEP NV 5.335%/VAR 03/19/2030                                                                                               | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $206433.10     | 0.00%             | 2030-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| READY CAPITAL MORTGAGE FINANCING 2023-FL11 LLC                                                              | READY CAPITAL MORTGAGE FINANCING 2023-FL11 LLC A TSFR1M+237.4 10/25/2039 144A                                                    | CUSIP: 75575RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        4895 | PA      | $4895.42       | 0.00%             | 2039-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2045#G07949                                                                                                   | CUSIP: 3128MAEW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      950090 | PA      | $916808.76     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COS GLOBAL FUNDING                                                                          | MUTUAL OF OMAHA COS GLOBAL FUNDING 4.75% 10/15/2029 144A                                                                         | CUSIP: 62829D2E9<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1624081.66    | 0.00%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                                                   | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 4.911% 09/01/2027                                                                      | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |      535000 | PA      | $539586.69     | 0.00%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                                            | WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A                                                                           | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |     6394189 | PA      | $6478427.04    | 0.01%             | 2038-08-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 11/01/2042#Q13381                                                                                                 | CUSIP: 3132HPXJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3105 | PA      | $3058.09       | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 01/01/2053#SD8289                                                                                                 | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2252121 | PA      | $2277853.95    | 0.01%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-3                                                                           | SOFI CONSUMER LOAN PROGRAM 2025-3 4.47% 08/15/2034 144A                                                                          | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1800000 | PA      | $1801136.88    | 0.00%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.375% 07/15/2027                                                                                                      | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45460000 | PA      | $46047325.02   | 0.10%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/EUR settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $249.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING CORP                                                                                 | PRIVATE EXPORT FUNDING CORP 1.4% 07/15/2028                                                                                      | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | USGSE             | US        |     2605000 | PA      | $2427249.91    | 0.01%             | 2028-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2052#CB4345                                                                                                 | CUSIP: 3140QPZK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      352864 | PA      | $342813.76     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/GBP settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $2982.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                                         | GILEAD SCIENCES INC 4.5% 02/01/2045                                                                                              | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      190000 | PA      | $165954.09     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 6.125% 10/06/2028 144A                                                                                          | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1312716.50    | 0.00%             | 2028-10-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SS and C TECHNOLOGIES INC                                                                                   | SS and C TECHNOLOGIES INC 5.5% 09/30/2027 144A                                                                                   | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      936000 | PA      | $936299.52     | 0.00%             | 2027-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARINER FIN ISSUANCE TR 2025-A                                                                              | MARINER FINANCE ISSUANCE TRUST 2025-AA A 0% 05/20/2038 144A                                                                      | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9763000 | PA      | $9907169.24    | 0.02%             | 2038-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2047#AS8821                                                                                                   | CUSIP: 3138WJYT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      776545 | PA      | $739112.22     | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM 2.5% 01/20/2065                                                                                     | CUSIP: 38375UUB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        5669 | PA      | $5529.62       | 0.00%             | 2065-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                                                                     | JAZZ PHARMACEUTICALS TERM B2 1LN 05/05/2028                                                                                      | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |      224904 | PA      | $225372.23     | 0.00%             | 2028-05-05      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      600000 | NC      | $-8053.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2024-2                                                                                 | CARMAX AUTO OWNER TR 2024-2 5.5% 01/16/2029                                                                                      | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2253000 | PA      | $2284372.35    | 0.01%             | 2029-01-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                                       | CPI PROPERTY GROUP SA 3.75%/VAR PERP REGS                                                                                        | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | EP               | CORP              | LU        |     1325000 | PA      | $1402856.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.56% 10/01/2035#BL8874                                                                                                | CUSIP: 3140J12G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3170610 | PA      | $2472028.85    | 0.01%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST                                                                    | SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST VAR 02/13/2053 144A                                                                     | CUSIP: 78397EAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1713988 | PA      | $70197.91      | 0.00%             | 2053-02-13      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 03/01/2036#QN5744                                                                                                   | CUSIP: 3133GCLZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      116655 | PA      | $107732.50     | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2025-C 4.78% 03/15/2055 144A                                                                    | CUSIP: 83208DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1078440.00    | 0.00%             | 2055-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD ADMIN FIN CORP REV                                                                           | FLORIDA ST BD 5.526% 7/1/2034                                                                                                    | CUSIP: 341271AH7<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |     1500000 | PA      | $1547763.60    | 0.00%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MTG LN TR                                                                                        | CARRINGTON MTG LN TR STEP 12/25/2035                                                                                             | CUSIP: 144531EG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6793991 | PA      | $6557395.64    | 0.01%             | 2035-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS LEASE BACKED PASS THRU CTF SER 2009-A TR                                                                | CVS LEASE BCKD PASSTHRU CTF09A 8.353% 07/10/2031 144A                                                                            | CUSIP: 126659AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4993 | PA      | $5457.88       | 0.00%             | 2031-07-10      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 6.5% 09/01/2030 144A                                                                                                   | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5598000 | PA      | $6024393.56    | 0.01%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NATL MTG AS GTD RE PTT SOFR30A+80 01/25/2051                                                                             | CUSIP: 3136BR4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      731476 | PA      | $733502.38     | 0.00%             | 2051-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2018-I LTD / CIFC FDG 2018-I LLC                                                                   | CIFC FDG 2018-I LTD / CIFC FDG 2018-I LLC BR TSFR3M+170 01/18/2038 144A                                                          | CUSIP: 17181NAG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $502576.50     | 0.00%             | 2038-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 01/20/2051#MA7135                                                                                                     | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    38935134 | PA      | $31892948.09   | 0.07%             | 2051-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 03/01/2054#MA5294                                                                                                   | CUSIP: 31418E3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30128 | PA      | $29766.37      | 0.00%             | 2054-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC                                                            | TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 2024-GR6A A1 STEP 07/20/2053 144A                                               | CUSIP: N/A<br>LEI: 635400ZB5U3EBVBSFK52       | Long             | ABS-CBDO         | CORP              | GB        |      360488 | PA      | $488200.78     | 0.00%             | 2053-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2043#AS0255                                                                                                 | CUSIP: 3138W9H94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      203021 | PA      | $202156.75     | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.0% 11/01/2028#AU6440                                                                                                 | CUSIP: 3138X6EN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7923 | PA      | $7796.39       | 0.00%             | 2028-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                                                            | GUARA NORTE SARL 5.198% 06/15/2034 144A                                                                                          | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |      153658 | PA      | $148087.90     | 0.00%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 08/15/2052                                                                                        | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      994000 | PA      | $702944.38     | 0.00%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 MTG TR                                                                                          | CD 2017-CD5 MTG TR A4 3.431% 08/15/2050                                                                                          | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $980638.20     | 0.00%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARK AVE INSTL ADVISERS CLO LTD 2017-1                                                                      | PARK AVE INSTL ADVISERS CLO LTD 2017-1 A1R TSFR3M+150.161 02/14/2034 144A                                                        | CUSIP: 70017KAL3<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2005162.00    | 0.00%             | 2034-02-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS MLP                                                                                        | BUCKEYE PARTNERS MLP 6.875% 07/01/2029 144A                                                                                      | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      195000 | PA      | $202087.86     | 0.00%             | 2029-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                                                       | QUEST DIAGNOSTICS INC 2.95% 06/30/2030                                                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |       54000 | PA      | $50764.11      | 0.00%             | 2030-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2023-4                                                                              | MOSAIC SOLAR LOAN TRUST 23-4 6.4% 05/20/2053 144A                                                                                | CUSIP: 618934AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      185302 | PA      | $186941.83     | 0.00%             | 2053-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 LLC                                                                       | ENTERPRISE FLEET FINANCING 2025-2 A4 LLC 4.58% 12/22/2031 144A                                                                   | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      960000 | PA      | $972911.33     | 0.00%             | 2031-12-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 12/41 #AJ8098                                                                                                         | CUSIP: 3138E07L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36430 | PA      | $35364.99      | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROC MORTGAGE TRUST 2025-RTL1                                                                                | ROC MORTGAGE TRUST 2025-RTL1 A1 STEP 02/25/2040 144A                                                                             | CUSIP: 77119RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1709156.54    | 0.00%             | 2040-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 08/47#MA4654                                                                                                        | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      191431 | PA      | $188621.94     | 0.00%             | 2047-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM4 TRUST                                                                                        | GCAT 2023-NQM4 TRUST 4.25% 05/25/2067 144A                                                                                       | CUSIP: 36171FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      235791 | PA      | $223732.65     | 0.00%             | 2067-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 5% 02/25/2040                                                                                     | CUSIP: 31398GX38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       11951 | PA      | $12144.88      | 0.00%             | 2040-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                                              | MCDONALDS CORP 3.5% 05/21/2032 REGS                                                                                              | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      675000 | PA      | $795705.70     | 0.00%             | 2032-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.25% 04/15/2049                                                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1887445.91    | 0.00%             | 2049-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 04/20/2046#MA3597                                                                                                   | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      495509 | PA      | $459756.45     | 0.00%             | 2046-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK44                                                                                             | BANK 2022-BNK44 5.746245% 11/15/2055                                                                                             | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1810885.05    | 0.00%             | 2055-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL / JBS USA FOODS GROUP HOLDINGS INC / JBS USA FOOD CO                               | JBS USA HOLDING LUX SARL / JBS USA FOODS GROUP HOLDINGS INC / JBS USA FOOD CO 6.25% 03/01/2056 144A                              | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      994000 | PA      | $979540.10     | 0.00%             | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.042%/VAR 07/19/2030                                                                                             | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7761000 | PA      | $7950406.43    | 0.02%             | 2030-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                                            | BOYD GAMING CORP 4.75% 12/01/2027                                                                                                | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      165000 | PA      | $163500.69     | 0.00%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                                                 | CORNING INC 5.35% 11/15/2048                                                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |      146000 | PA      | $137927.42     | 0.00%             | 2048-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE PTE LTD                                                                                   | MEDCO LAUREL TREE PTE LTD 6.95% 11/12/2028 REGS                                                                                  | CUSIP: N/A<br>LEI: 254900SX7FFGRREZD046       | Long             | DBT              | CORP              | SG        |     1150000 | PA      | $1155048.50    | 0.00%             | 2028-11-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 6.00% 7/37 #G03508                                                                                                          | CUSIP: 3128M5GR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1058 | PA      | $1119.37       | 0.00%             | 2037-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 1/42 #AL2128                                                                                                          | CUSIP: 3138EJLJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2680 | PA      | $2836.51       | 0.00%             | 2042-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AB7755                                                                                                 | CUSIP: 31417ETM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      158945 | PA      | $145764.68     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                                 | ASBURY AUTOMOTIVE GROUP INC 4.5% 03/01/2028                                                                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      108000 | PA      | $106726.29     | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/45#G08681                                                                                                      | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      432231 | PA      | $401219.65     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM3                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM3 B1 8.1% 03/25/2064 144A                                                                | CUSIP: 10569LAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      150000 | PA      | $151937.70     | 0.00%             | 2064-03-25      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2052#BW1463                                                                                                   | CUSIP: 3140MSTV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95513 | PA      | $89237.05      | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 01/15/2026                                                                                                          | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    50000000 | PA      | $49266715.50   | 0.11%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 05/01/2035#SB0836                                                                                                   | CUSIP: 3132CW4V3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1015969 | PA      | $980523.13     | 0.00%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 03/01/2031#BC4411                                                                                                 | CUSIP: 3140EY3V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      359946 | PA      | $355910.00     | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 2.7% 04/15/2031                                                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2059141.67    | 0.00%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS VII LTD                                                                                 | OHA CREDIT PARTNERS VII LTD AR4 TSFR3M+114 02/20/2038 144A                                                                       | CUSIP: 67102QBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3409000 | PA      | $3407977.30    | 0.01%             | 2038-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2024-B                                                                       | MARINER FINANCE ISSUANCE TRUST 2024-B 4.91% 11/20/2038 144A                                                                      | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      792000 | PA      | $807039.53     | 0.00%             | 2038-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1                                                            | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1 5.38% 02/20/2049 144A                                                           | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2434059 | PA      | $2472083.88    | 0.01%             | 2049-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 55 CLO LTD                                                                                           | DRYDEN 55 CLO LTD A1 TSFR3M+128.161 04/15/2031 144A                                                                              | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       88524 | PA      | $88564.10      | 0.00%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4.926% 05/15/2037 144A                                                                                              | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      606000 | PA      | $589402.02     | 0.00%             | 2037-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY VA UNIV REVS                                                                                     | UNIV VA REV 2.584% 11/1/2051                                                                                                     | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1520000 | PA      | $919381.12     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2023-DELC                                                                                          | BX TRUST 2023-DELC TSFR1M+269 06/15/2038 144A                                                                                    | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1150000 | PA      | $1156468.75    | 0.00%             | 2038-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 03/01/2044#MA1885                                                                                                 | CUSIP: 31418BCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      102811 | PA      | $104195.00     | 0.00%             | 2044-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAP PARTNERS CLO 77B LTD                                                                              | GOLUB CAP PARTNERS CLO 77B LTD A1 TSFR3M+125 01/25/2038 144A                                                                     | CUSIP: 38180QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      515422 | PA      | $516387.39     | 0.00%             | 2038-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                                      | US TREASURY RP 4.42% 9/2/25                                                                                                      | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |   465900000 | PA      | $465900000.01  | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B19 MTG TR                                                                                   | BENCHMARK 2020-B19 A5 1.546% 09/15/2053                                                                                          | CUSIP: 08162WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12500000 | PA      | $11169176.25   | 0.02%             | 2053-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/50#CA5539                                                                                                        | CUSIP: 3140QDEM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10149678 | PA      | $8948418.33    | 0.02%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                                                     | CORPORACION NACIONAL DEL COBRE DE CHILE 5.125% 02/02/2033 REGS                                                                   | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |      350000 | PA      | $344890.00     | 0.00%             | 2033-02-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 4.685% 09/01/2027                                                                                   | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      545000 | PA      | $550150.56     | 0.00%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                                                    | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 5.5% 06/15/2031 144A                                                                    | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $162732.29     | 0.00%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEXAS PRIVATE ACTIVITY BD SURFACE TRANSN CORP REV                                                           | TX PABSTC 3.922% 12/31/2049                                                                                                      | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      390000 | PA      | $303700.68     | 0.00%             | 2049-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SW FINANCE I PLC                                                                                            | SW FINANCE I PLC 7.375% 12/12/2041 REGS                                                                                          | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |      340000 | PA      | $452339.86     | 0.00%             | 2041-12-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP CP 0% 09/05/2025                                                                                                  | CUSIP: 87613EW50<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2097999.12    | 0.00%             | 2025-09-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 12/01/2035#FM7459                                                                                                 | CUSIP: 3140XBJD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2516141 | PA      | $2471166.71    | 0.01%             | 2035-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 5.356% 06/25/2042                                                                                 | CUSIP: 31392JYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         161 | PA      | $163.21        | 0.00%             | 2042-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 2.307%/VAR 04/23/2032                                                                             | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       54000 | PA      | $48021.22      | 0.00%             | 2032-04-23      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 5.414% 05/10/2029                                                                                 | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      375000 | PA      | $390252.20     | 0.00%             | 2029-05-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 12/01/2040#AH0944                                                                                                 | CUSIP: 3138A2BN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94305 | PA      | $91820.02      | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2018-C                                                                                 | SMB PRIVATE ED LN TR 2018-C TSFR1M+86.448 11/15/2035 144A                                                                        | CUSIP: 78449QAC1<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-CBDO         | CORP              | US        |      390685 | PA      | $389897.41     | 0.00%             | 2035-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK32                                                                                             | BANK 2021-BNK32 2.349% 04/15/2054                                                                                                | CUSIP: 06542BBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20000000 | PA      | $18250174.00   | 0.04%             | 2054-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 07/01/2032#C91467                                                                                                 | CUSIP: 3128P7TY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2695665 | PA      | $2654325.04    | 0.01%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                              | BOMBARDIER INC 7.875% 04/15/2027 144A                                                                                            | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      401000 | PA      | $403465.35     | 0.00%             | 2027-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 07/01/2050#CA6417                                                                                                   | CUSIP: 3140QEDX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2021390 | PA      | $1780886.15    | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-SOAR                                                                      | BX TRUST 2022-IND A TSFR1M+139.8 04/15/2024 144A                                                                                 | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3955607 | PA      | $3956843.20    | 0.01%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.58% 05/25/2032                                                                                  | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      546050 | PA      | $492774.19     | 0.00%             | 2032-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                                                    | SOUTH AFRICA REPUBLIC OF 7.1% 11/19/2036 144A                                                                                    | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    10537000 | PA      | $10610759.00   | 0.02%             | 2036-11-19      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 10/01/2035#FM8618                                                                                                 | CUSIP: 3140XCSG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      464089 | PA      | $444340.93     | 0.00%             | 2035-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2                                                                 | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2 2.575% 09/10/2049                                                                    | CUSIP: 17291CBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2705173 | PA      | $2668012.88    | 0.01%             | 2049-08-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                                              | BLACKSTONE PRIVATE CREDIT FUND 7.05% 09/29/2025                                                                                  | CUSIP: 09261HBA4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     8015000 | PA      | $8026737.17    | 0.02%             | 2025-09-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 01/20/2052#MA7829                                                                                                   | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    17509169 | PA      | $15983176.52   | 0.04%             | 2052-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.411%/VAR 04/23/2039                                                                              | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $983371.68     | 0.00%             | 2039-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2050#BQ1905                                                                                                   | CUSIP: 3140KMDK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27700 | PA      | $22423.63      | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                                             | DANSKE BANK AS (UNGTD) 3.875%/VAR 01/09/2032 REGS                                                                                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     1590000 | PA      | $1916811.02    | 0.00%             | 2032-01-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.8% 02/15/2031                                                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     3035000 | PA      | $3037282.68    | 0.01%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2054#CB9059                                                                                                 | CUSIP: 3140QVB52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      189258 | PA      | $190947.28     | 0.00%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 3.593%/VAR 07/21/2028                                                                                | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1567000 | PA      | $1550039.97    | 0.00%             | 2028-07-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048                                                                           | CUSIP: 3136BKJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      177349 | PA      | $157344.54     | 0.00%             | 2048-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 8.125%/VAR 06/15/2053                                                                                       | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     1149000 | PA      | $1149409.04    | 0.00%             | 2053-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 5.04% 05/01/2027                                                                                                       | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4239128.92    | 0.01%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 3.32% 04/15/2050                                                                                   | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      139000 | PA      | $93582.63      | 0.00%             | 2050-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.211%/VAR 12/03/2035                                                                                     | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     8647000 | PA      | $8719536.05    | 0.02%             | 2035-12-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                                                    | INTERNATIONAL FLAVS and FRAG INC 2.3% 11/01/2030 144A                                                                            | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     3430000 | PA      | $3067897.54    | 0.01%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: JPY/USD settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $5392.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+61.448 09/25/2034                                                                         | CUSIP: 31394AB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         545 | PA      | $545.73        | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 01/01/2051#CA8440                                                                                                   | CUSIP: 3140QGLW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76162 | PA      | $61654.20      | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2046#Q45458                                                                                                   | CUSIP: 3132WKB49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      347204 | PA      | $332517.19     | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                                                          | ARCHROCK PARTNERS LP / FIN CORP 6.25% 04/01/2028 144A                                                                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $240803.76     | 0.00%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.85% 12/01/2035                                 | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $90158.97      | 0.00%             | 2035-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                                                 | SCOTTS MIRACLE GRO CO (THE) 4.5% 10/15/2029                                                                                      | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      525000 | PA      | $507096.03     | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                                                                            | WOODSIDE FIN LTD 5.4% 05/19/2030                                                                                                 | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $513831.99     | 0.00%             | 2030-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2051#CB0193                                                                                                   | CUSIP: 3140QKGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3010827 | PA      | $2641309.38    | 0.01%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO CP 0% 09/08/2025                                                                                   | CUSIP: 8424C0W89<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2896252.04    | 0.01%             | 2025-09-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                                 | VENTAS RLTY LTD PARTNERSHIP 3.25% 10/15/2026                                                                                     | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5928.55       | 0.00%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                                                     | JANE STREET GRP/JSG FIN 7.125% 04/30/2031 144A                                                                                   | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104475.30     | 0.00%             | 2031-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2051#CB1281                                                                                                 | CUSIP: 3140QLM78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4785872 | PA      | $4016293.44    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                                                                         | BELLRING BRANDS INC 7% 03/15/2030 144A                                                                                           | CUSIP: 07831CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $248225.04     | 0.00%             | 2030-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 4.39% 08/15/2037                                                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     9056000 | PA      | $8179205.14    | 0.02%             | 2037-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FSPC T-76 2A CSTR 10/37                                                                                                          | CUSIP: 31397KYA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        5060 | PA      | $4636.51       | 0.00%             | 2037-10-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER 2024-2                                                                                  | SC GERMANY CONSUMER 2024-2 D 1MEUR+0 05/14/2038 REGS                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | LU        |      100000 | PA      | $117779.06     | 0.00%             | 2038-05-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                                               | BGC GROUP INC 6.15% 04/02/2030 144A                                                                                              | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $10829310.44   | 0.02%             | 2030-04-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 05/01/2051#SD2001                                                                                                   | CUSIP: 3132DPGJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       90258 | PA      | $72275.55      | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 3.875% 10/27/2027 144A                                                                                          | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      137000 | PA      | $135667.45     | 0.00%             | 2027-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 8/15/39                                                                                                                  | CUSIP: 912834EP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25345000 | PA      | $12936858.23   | 0.03%             | 2039-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 06/20/2045#MA2891                                                                                                   | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       69381 | PA      | $62745.85      | 0.00%             | 2045-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                                     | KEYCORP 4.789%/VAR 06/01/2033                                                                                                    | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      500000 | PA      | $495158.56     | 0.00%             | 2033-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                                             | PENNYMAC FINANCIAL SERVICES INC 4.25% 02/15/2029 144A                                                                            | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2242478.31    | 0.01%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2052#FS6943                                                                                                   | CUSIP: 3140XNWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      647396 | PA      | $562074.52     | 0.00%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                                                 | SEVERN TRENT WATER UTIL FIN 3.875% 08/04/2035 REGS                                                                               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      775000 | PA      | $906366.75     | 0.00%             | 2035-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO FRN SOFR+93 07/22/2028                                                                                     | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4016960.00    | 0.01%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                | NISOURCE INC 5.25% 03/30/2028                                                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      130000 | PA      | $133576.89     | 0.00%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2047#ZM4961                                                                                                 | CUSIP: 3131XYQN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41453 | PA      | $38455.70      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2024-HE6                                                                                        | FIGRE TRUST 2024-HE6 5.724% 12/25/2054 144A                                                                                      | CUSIP: 31684DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6865272 | PA      | $6993741.96    | 0.02%             | 2054-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM1                                                                                              | PRPM 2024-NQM1 B1 VAR 12/25/2068 144A                                                                                            | CUSIP: 693977AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      224000 | PA      | $224814.64     | 0.00%             | 2068-12-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH ST PERS                                                                                | NYS TWY PIT 5% 3/15/2056                                                                                                         | CUSIP: 650028C35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      800000 | PA      | $803721.44     | 0.00%             | 2056-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2025-40 LTD                                                                                         | OCP CLO 2025-40 LTD A TSFR3M+114 04/16/2038 144A                                                                                 | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1080000 | PA      | $1079465.40    | 0.00%             | 2038-04-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITYCON OYJ                                                                                                 | CITYCON OYJ 7.875%/VAR PERP REGS                                                                                                 | CUSIP: N/A<br>LEI: 549300P8N0P6KDGTJ206       | Long             | EP               | CORP              | FI        |      450000 | PA      | $543041.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCREDITED MORTGAGE LOAN TRUST                                                                              | ACCREDITED MORTGAGE LOAN TRUST TSFR1M+44.448 04/25/2036                                                                          | CUSIP: 004375EX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1145975 | PA      | $1089816.22    | 0.00%             | 2036-04-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 09/32#MA3125                                                                                                        | CUSIP: 31418CPK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80780 | PA      | $78713.38      | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 08/20/2042#MA0317                                                                                                   | CUSIP: 36179MK66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      115771 | PA      | $106150.94     | 0.00%             | 2042-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 09/01/2055 #TBA                                                                                                     | CUSIP: 21H042695<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    63408000 | PA      | $61050458.86   | 0.14%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2052#MA4761                                                                                                   | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4179102 | PA      | $4141332.46    | 0.01%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                                  | PENSKE TRUCK LEASING CO LP /CORP 1.2% 11/15/2025 144A                                                                            | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       83000 | PA      | $82438.14      | 0.00%             | 2025-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6.5% 10/20/2039#005218                                                                                                   | CUSIP: 36202FYP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2440 | PA      | $2571.39       | 0.00%             | 2039-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2052#                                                                                                       | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10409319 | PA      | $9426479.08    | 0.02%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 6.5% 09/01/2055 #TBA                                                                                                   | CUSIP: 01F062697<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -23080000 | PA      | $-23915747.57  | -0.05%            | 2055-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                                               | VOLKSWAGEN GROUP AMER FIN LLC 5.65% 03/25/2032 144A                                                                              | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2925166.42    | 0.01%             | 2032-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 5.75% 01/15/2028                                                                                                  | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      585000 | PA      | $586853.28     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 6/38 #889705                                                                                                          | CUSIP: 31410KNW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39938 | PA      | $41458.79      | 0.00%             | 2038-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 07/31/2032                                                                                                          | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   101685000 | PA      | $102145760.16  | 0.23%             | 2032-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.5% 02/01/2034#G16752                                                                                                 | CUSIP: 3128MFWM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      466885 | PA      | $456480.40     | 0.00%             | 2034-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-8R LTD                                                                                         | OCP CLO 2020-8R LTD BR TSFR3M+165 10/17/2036 144A                                                                                | CUSIP: 670898AS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250112.75     | 0.00%             | 2036-10-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXV LTD                                                                                           | MAGNETITE XXV LTD A TSFR3M+146.161 01/25/2032 144A                                                                               | CUSIP: 55955GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2299199 | PA      | $2299205.66    | 0.01%             | 2032-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                                                          | POLAND REPUBLIC OF 5.125% 09/18/2034                                                                                             | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $201890.00     | 0.00%             | 2034-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                           | CLARIOS TERM B 1LN 01/28/2032                                                                                                    | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |      720000 | PA      | $720000.00     | 0.00%             | 2032-01-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 04/01/2036#SB8097                                                                                                 | CUSIP: 3132D57J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       52377 | PA      | $46983.13      | 0.00%             | 2036-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                                          | AVIS BUDGET RENTCAR FDG AE LLC 2.35% 02/20/2028 144A                                                                             | CUSIP: 05377RET7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     2435000 | PA      | $2352312.03    | 0.01%             | 2028-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 06/01/2048#SD0354                                                                                                   | CUSIP: 3132DMMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8125021 | PA      | $7295419.99    | 0.02%             | 2048-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEWREZ LLC / NEWRES GMSR EXCESS OWNER LLC                                                                   | NEWREZ LLC / NEWRES GMSR EXCESS OWNER LLC GNT1 A 3.474% 11/25/2026 144A                                                          | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1517416 | PA      | $1476781.87    | 0.00%             | 2026-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                                                    | LCM INVESTMENTS HOLDINGS 8.25% 08/01/2031 144A                                                                                   | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106033.30     | 0.00%             | 2031-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FLUXYS SA                                                                                                   | FLUXYS SA 4% 11/28/2030 REGS                                                                                                     | CUSIP: N/A<br>LEI: 529900UEWUHSPPJQ1R79       | Long             | DBT              | CORP              | BE        |      800000 | PA      | $958564.53     | 0.00%             | 2030-11-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRST                                                                                   | NAVIENT STUDENT LOAN TRST SOFR30A+ 03/15/2072 144A                                                                               | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      137458 | PA      | $138616.31     | 0.00%             | 2072-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2047#BM3044                                                                                                   | CUSIP: 3140J7L29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87436 | PA      | $83467.02      | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER                            | PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 4.875% 05/15/2029 144A                          | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $267674.28     | 0.00%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE 5.5% 01/25/2035 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      800000 | PA      | $1039994.55    | 0.00%             | 2035-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PLC                                                                                   | BELLIS ACQUISITION CO PLC 8% 07/01/2031 144A                                                                                     | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |     4550000 | PA      | $5394143.44    | 0.01%             | 2031-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                                                   | TARGA RES P LP/TARGA RES P FIN 4% 01/15/2032                                                                                     | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       54000 | PA      | $50765.47      | 0.00%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 5.25% 01/30/2030 144A                                                                                      | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      825000 | PA      | $600690.75     | 0.00%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AB7741                                                                                                 | CUSIP: 31417ES77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      763507 | PA      | $697602.44     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                                                | AMPRION GMBH 3.875% 06/05/2036 REGS                                                                                              | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      500000 | PA      | $584295.62     | 0.00%             | 2036-06-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 05/01/2037#BV9862                                                                                                   | CUSIP: 3140MP5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      392134 | PA      | $375781.69     | 0.00%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.13% 03/01/2027#AN4917                                                                                                | CUSIP: 3138LHPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      371085 | PA      | $365812.64     | 0.00%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                                            | BERRY GLOBAL INC 4.875% 07/15/2026 144A                                                                                          | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     1794000 | PA      | $1791715.34    | 0.00%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                                                       | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                                                     | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      321000 | PA      | $311921.16     | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 11/15/2027                                                                                                      | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31050000 | PA      | $31379906.25   | 0.07%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.25% 07/01/2029                                                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4850000 | PA      | $5002115.89    | 0.01%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.5% 09/20/2054#MA9906                                                                                                   | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    16194760 | PA      | $16326246.89   | 0.04%             | 2054-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2019                                                                                 | BAMLL COML MTG SECS TR 2019 3.465% 11/05/2032 144A                                                                               | CUSIP: 05492PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      752000 | PA      | $706850.60     | 0.00%             | 2032-11-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 09/01/2055 #TBA                                                                                                     | CUSIP: 21H032696<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -11800000 | PA      | $-10739546.98  | -0.02%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MI UNIV REVS                                                                                     | UNIV MICH REVS 4.454% 4/1/2122                                                                                                   | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4790000 | PA      | $3702148.37    | 0.01%             | 2122-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.384% 10/23/2035                                | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      392000 | PA      | $408471.79     | 0.00%             | 2035-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 12/20/2051#MA7769                                                                                                   | CUSIP: 36179WT24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    13027215 | PA      | $11891842.20   | 0.03%             | 2051-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEACE PARK CLO LTD                                                                                          | PEACE PARK CLO LTD 2021-1A AR TSFR3M+125 10/20/2038 144A                                                                         | CUSIP: 70470MAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5651000 | PA      | $5651000.00    | 0.01%             | 2038-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 6.125% 05/15/2038                                                                                               | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      861000 | PA      | $940837.02     | 0.00%             | 2038-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                                                       | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3.625% 01/15/2032                                                          | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2224000 | PA      | $2049788.30    | 0.00%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MKT STRATEGIES CLO 2014-2-R LTD / CARLYLE GLOBAL MKT STRATEGIES CLO (2014-2-R LLC)           | CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-2R LTD A1 TSFR3M+131.161 05/15/2031 144A                                               | CUSIP: 14314LAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      112554 | PA      | $112636.84     | 0.00%             | 2031-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-VI LTD                                                                                    | CIFC FUNDING 2019-VI LTD A1R TSFR3M+145 07/16/2037 144A                                                                          | CUSIP: 12555XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      310000 | PA      | $311120.03     | 0.00%             | 2037-07-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                        | KEURIG DR PEPPER INC CP 0% 09/17/2025                                                                                            | CUSIP: 49271JWH6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $8080697.70    | 0.02%             | 2025-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.8% 12/01/2057                                                                                                     | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3545000 | PA      | $2439454.74    | 0.01%             | 2057-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTF SER 2007 HY4                                                                      | WAMU 07-HY4 1A1 CSTR 4/25/37                                                                                                     | CUSIP: 933636AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1003903 | PA      | $914956.90     | 0.00%             | 2037-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53                                                                      | HTL COMMERCIAL MORTGAGE TRUST 2024-T53 VAR 05/10/2039 144A                                                                       | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2073000 | PA      | $2151932.38    | 0.00%             | 2039-05-10      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                                            | MICHAELS TERM 1LN 04/15/2028                                                                                                     | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     1190204 | PA      | $993011.07     | 0.00%             | 2028-04-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                                              | PUBLIC SERVICE ELEC and GAS CO 3.65% 09/01/2028                                                                                  | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      960000 | PA      | $950152.44     | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 03/01/2053#SD2666                                                                                                   | CUSIP: 3132DP6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1040209 | PA      | $1036515.89    | 0.00%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/01/2052#RA6620                                                                                                 | CUSIP: 3133KNK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5103912 | PA      | $4286382.07    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 9/38 #G04817                                                                                                          | CUSIP: 3128M6VJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       46592 | PA      | $47351.34      | 0.00%             | 2038-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.9% 04/25/2028                                                                                   | CUSIP: 3137FEZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1600000 | PA      | $1597370.08    | 0.00%             | 2028-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FIN CORP 3.8% 01/31/2028                                                                                             | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     7795000 | PA      | $7725341.39    | 0.02%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2053#BY7027                                                                                                   | CUSIP: 3140NPYZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3793091 | PA      | $3761844.26    | 0.01%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2041#AI5034                                                                                                 | CUSIP: 3138AJSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11327 | PA      | $11502.90      | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 12/01/2054#SD8495                                                                                                   | CUSIP: 3132DWNL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4839137 | PA      | $4945367.57    | 0.01%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                                                    | FERGUSON ENTERPRISES INC 5% 10/03/2034                                                                                           | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |      840000 | PA      | $831602.76     | 0.00%             | 2034-10-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                                                     | VZ SECURED FINANCING BV 5% 01/15/2032 144A                                                                                       | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     2091000 | PA      | $1856805.07    | 0.00%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                                                        | SHELL FINANCE US INC 3.75% 09/12/2046                                                                                            | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $50050.49      | 0.00%             | 2046-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 280 PK AVE 2017-280P MTG TR                                                                                 | 280 PK AVE 2017-280P MTG TR STEP 09/15/2034 144A                                                                                 | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      104000 | PA      | $103220.00     | 0.00%             | 2034-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.522%/VAR 04/22/2031                                                                                      | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4525000 | PA      | $4181158.19    | 0.01%             | 2031-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 12/20/2046#MA4125                                                                                                   | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      365455 | PA      | $318593.24     | 0.00%             | 2046-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 04/01/2045#AY5316                                                                                                 | CUSIP: 3138YJ4A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      218725 | PA      | $216323.05     | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                                      | US TREASURY RP 4.39% 9/2/25                                                                                                      | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |   142900000 | PA      | $142899999.99  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+613.552 08/16/2039                                                                         | CUSIP: 38373AGM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        3817 | PA      | $296.90        | 0.00%             | 2039-08-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 2.5% 09/01/2055 #TBA                                                                                                   | CUSIP: 01F022691<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -51525000 | PA      | $-42775812.83  | -0.10%            | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                                                        | PARAGUAY REPUBLIC OF 4.95% 04/28/2031 REGS                                                                                       | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      650000 | PA      | $650406.25     | 0.00%             | 2031-04-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2048#BK4130                                                                                                 | CUSIP: 3140HHSU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1857 | PA      | $1816.72       | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                                        | EDISON INTERNATIONAL 4.125% 03/15/2028                                                                                           | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4131887.55    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                                                            | CINEMARK USA INC 5.25% 07/15/2028 144A                                                                                           | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      184000 | PA      | $182873.28     | 0.00%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 5.5% 02/01/2055#FA0608                                                                                            | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2640114 | PA      | $2656254.88    | 0.01%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 6.25% 11/01/2034 144A                                                                                             | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      715000 | PA      | $733051.61     | 0.00%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 08/15/2041#768109                                                                                                   | CUSIP: 36176KDN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10869 | PA      | $10553.75      | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                                           | HEALTHPEAK PROPERTIES TERM DD 1LN 2/22/2027                                                                                      | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              | CORP              | US        |      225641 | PA      | $222820.58     | 0.00%             | 2027-02-22      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 3.125% 03/02/2028                                                                                         | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24449.05      | 0.00%             | 2028-03-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE S A                                                                                              | RCI BANQUE S A 5.5%/VAR 10/09/2034 REGS                                                                                          | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $491261.60     | 0.00%             | 2034-10-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                                         | CARRIER GLOBAL CORP 5.9% 03/15/2034                                                                                              | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     2541000 | PA      | $2708726.84    | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                                               | DTE ENERGY CO 4.95% 07/01/2027                                                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     5105000 | PA      | $5173033.37    | 0.01%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 5% 05/15/2045                                                                                        | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16079000 | PA      | $16347820.78   | 0.04%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-3                                                                    | CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-3A D 9% 04/18/2033 144A                                                                   | CUSIP: 22534QAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      292000 | PA      | $298239.46     | 0.00%             | 2033-04-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 09/01/2041#FM8850                                                                                                 | CUSIP: 3140XCZQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1653950 | PA      | $1476112.95    | 0.00%             | 2041-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2025-5560 FB SOFR30A+100 06/25/2055                                                               | CUSIP: 3137HLZD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    11591963 | PA      | $11630075.20   | 0.03%             | 2055-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                                                                         | VM CONSOLIDATED INC 5.5% 04/15/2029 144A                                                                                         | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |      180000 | PA      | $178144.74     | 0.00%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                                                   | HESS CORP 7.125% 03/15/2033                                                                                                      | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1536656.56    | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 06/01/2051#MA4355                                                                                                   | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33161 | PA      | $26533.82      | 0.00%             | 2051-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INCTR                                                                              | MORGAN STANLEY ABS CAP I INCTR STEP 03/25/2033                                                                                   | CUSIP: 61746RCF6<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-CBDO         | CORP              | US        |        1090 | PA      | $1077.51       | 0.00%             | 2033-03-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2051#FS4922                                                                                                   | CUSIP: 3140XLPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5902651 | PA      | $5207734.48    | 0.01%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY CTY MUN WTR FIN AU                                                                              | NEW YORK CITY NY MUN WTR FIN AUTH W and S 6.011% 06/15/42                                                                        | CUSIP: 64972FL20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       70000 | PA      | $72535.43      | 0.00%             | 2042-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                                                               | SYNAPTICS INC 4% 06/15/2029 144A                                                                                                 | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |      290000 | PA      | $276800.19     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5.5% 08/01/2055 #TBA                                                                                                   | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5000000 | PA      | $5033203.00    | 0.01%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 10/01/2039#AC3237                                                                                                   | CUSIP: 31417MS38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6734 | PA      | $6836.75       | 0.00%             | 2039-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                      | SEMPRA 6.375%/VAR 04/01/2056                                                                                                     | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      539000 | PA      | $543342.16     | 0.00%             | 2056-04-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.428700 06/20/2054 EUR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -383000 | NC      | $42129.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP 5.502% 07/16/2035 144A                                                                                          | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      700000 | PA      | $717197.68     | 0.00%             | 2035-07-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 5% 02/15/2029 144A                                                                                         | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $306692.00     | 0.00%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS and ELECTRIC CO                                                                                | OKLAHOMA GAS and ELECTRIC CO 5.4% 01/15/2033                                                                                     | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46668.12      | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 5.05% 04/15/2030                                                                                                    | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      720000 | PA      | $742285.48     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A                                                                       | MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 01/18/2028                                                                           | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2356000 | PA      | $2383729.18    | 0.01%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 5.085%/VAR 01/30/2031                                                                                        | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $11955665.05   | 0.03%             | 2031-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2043#Q20534                                                                                                 | CUSIP: 3132JMSX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       58612 | PA      | $55111.34      | 0.00%             | 2043-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 05/01/2055#SD8533                                                                                                 | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5493406 | PA      | $5526990.59    | 0.01%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-KING                                                                                    | BX COML MTG TR 2024-KING TSFR1M+ 05/15/2039 144A                                                                                 | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      167791 | PA      | $167843.43     | 0.00%             | 2034-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.00% 12/36 #003929                                                                                                      | CUSIP: 36202ELJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24816 | PA      | $25201.20      | 0.00%             | 2036-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2046#G60440                                                                                                 | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4581541 | PA      | $4265717.09    | 0.01%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                                             | SEALED AIR CORP 4% 12/01/2027 144A                                                                                               | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      229000 | PA      | $224183.58     | 0.00%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                                            | SOUTHERN COMPANY 5.5% 03/15/2029                                                                                                 | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      320000 | PA      | $333580.15     | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                                                | SABINE PASS LIQUEFACTION LLC 5.875% 06/30/2026                                                                                   | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60234.37      | 0.00%             | 2026-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FED HOME LOAN MTG CORP - GOLD 3% 01/15/2044                                                                                      | CUSIP: 3132HTZ66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       41138 | PA      | $37173.96      | 0.00%             | 2044-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                     | HYUNDAI CAP AMER 1.5% 06/15/2026 144A                                                                                            | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      367000 | PA      | $358921.80     | 0.00%             | 2026-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                                                    | VIRIDIEN 10% 10/15/2030 144A                                                                                                     | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |      140000 | PA      | $139906.22     | 0.00%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                                                    | NORTHERN OIL AND GAS INC 8.75% 06/15/2031 144A                                                                                   | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      285000 | PA      | $292789.62     | 0.00%             | 2031-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER 2024-2                                                                                  | SC GERMANY CONSUMER 2024-2 1MEUR+ 05/14/2038 REGS                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | LU        |      100000 | PA      | $118079.48     | 0.00%             | 2038-05-14      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                                                         | DUKE ENERGY IND INC 5.4% 04/01/2053                                                                                              | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      436000 | PA      | $414756.59     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                         | SYNCHRONY FINANCIAL 5.15% 03/19/2029                                                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      685000 | PA      | $693384.89     | 0.00%             | 2029-03-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 5.5% 04/01/2055#RJ4005                                                                                           | CUSIP: 3142GUNX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2849864 | PA      | $2871739.46    | 0.01%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 1/41 #004946                                                                                                       | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      431810 | PA      | $429546.32     | 0.00%             | 2041-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                                                        | ROMANIA REPUBLIC OF 2.124% 07/16/2031 REGS                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      150000 | PA      | $148723.54     | 0.00%             | 2031-07-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2042#AK4683                                                                                                 | CUSIP: 3138E9FZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13890 | PA      | $13836.67      | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                                                   | MATADOR RES CO 6.5% 04/15/2032 144A                                                                                              | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      825000 | PA      | $837028.50     | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                                                       | HIGHTOWER TERM B 1LN 02/03/2032                                                                                                  | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |       80000 | PA      | $79850.40      | 0.00%             | 2032-02-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                                                     | BX COML MTG TR 2024-XL4 TSFR1M+418.81 02/15/2039 144A                                                                            | CUSIP: 05611VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      198864 | PA      | $198796.30     | 0.00%             | 2039-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CARDIFF AUTO RECEIVABLES SECURITISATION 2024-1                                                              | CARDIFF AUTO RECEIVABLES SECURITISATION 2024-1 SONIO+190 08/20/2031 REGS                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $136375.76     | 0.00%             | 2031-08-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2046#AL9489                                                                                                 | CUSIP: 3138ERRK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      203958 | PA      | $188572.33     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C6 MTG TR                                                                                         | BMO 2024-5C6 MTG TR 5.3161% 09/15/2057                                                                                           | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14800000 | PA      | $15244917.60   | 0.03%             | 2057-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                                                    | MARS INC 5.2% 03/01/2035 144A                                                                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     9843000 | PA      | $9934251.30    | 0.02%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/2052#FS3884                                                                                                   | CUSIP: 3140XKJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      737940 | PA      | $645297.75     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+61.448 10/20/2049                                                                          | CUSIP: 38382AFL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      190846 | PA      | $187212.36     | 0.00%             | 2049-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA 4%/VAR 01/10/2033 144A                                                                                        | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      261000 | PA      | $256113.00     | 0.00%             | 2033-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP 2018-1 LTD                                                                             | TOORAK MORTGAGE CORP 2018-1 LTD 3.287% 07/25/2056 144A                                                                           | CUSIP: 89688WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $81085.05      | 0.00%             | 2056-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/01/43#AB9339                                                                                                     | CUSIP: 31417GLV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39673 | PA      | $36406.26      | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2017-C5                                                                              | JPMDB COML MTG SECS TR 2017-C5 3.414% 03/15/2050                                                                                 | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2966193 | PA      | $2916223.01    | 0.01%             | 2050-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | BLACKROCK CDS SWAP 1% 12/20/2029                                                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |      734000 | NC      | $-21193.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2053#DA1087                                                                                                   | CUSIP: 3140A1F51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1441513 | PA      | $1475590.28    | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| A and D MTG TR 2024-NQM5                                                                                    | A and D MTG TR 2024-NQM5 A1 5.699% 11/25/2069                                                                                    | CUSIP: 00039KAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      630935 | PA      | $634279.95     | 0.00%             | 2069-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                                          | BMW US CAPITAL LLC FRN SOFRINDX+92 03/21/2028 144A                                                                               | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3014400.00    | 0.01%             | 2028-03-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 5.75% 03/01/2029 144A                                                                                | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      848000 | PA      | $877561.02     | 0.00%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 M1 VAR 01/25/2065 144A                                                             | CUSIP: 64832DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      322972 | PA      | $331905.44     | 0.00%             | 2065-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6.5% 11/15/2036                                                                                   | CUSIP: 3137AAZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1213 | PA      | $1242.16       | 0.00%             | 2036-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 01/01/2053#                                                                                                       | CUSIP: 31418EMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2312053 | PA      | $2233195.87    | 0.00%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: JPY/USD settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $3555.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#BR5487                                                                                                   | CUSIP: 3140L4CZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21521 | PA      | $17415.29      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                                                 | PEPSICO INC 3.6% 08/13/2042                                                                                                      | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      580000 | PA      | $463133.95     | 0.00%             | 2042-08-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-GRP                                                                            | WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A                                                                   | CUSIP: 95003YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6587000 | PA      | $6597206.56    | 0.01%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                                                       | SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A                                                                                     | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4371962 | PA      | $4498359.43    | 0.01%             | 2054-07-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST 2025-1C                                                                      | BSTN COMMERCIAL MORTGAGE TRUST 2025-1C D CSTR 06/15/2044 144A                                                                    | CUSIP: 05615EAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      335000 | PA      | $343188.91     | 0.00%             | 2044-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                                                | AUTOZONE INC 6.25% 11/01/2028                                                                                                    | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      440000 | PA      | $467302.41     | 0.00%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 02/01/2051#SD8128                                                                                                   | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1355475 | PA      | $1086266.60    | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO FINCO LLC                                                                                     | DELIVERY HERO TERM B 1LN 12/12/2029                                                                                              | CUSIP: N/A<br>LEI: 529900KR9IO53KSCSQ67       | Long             | LON              | CORP              | US        |      410747 | PA      | $414086.76     | 0.00%             | 2029-12-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.875% 08/31/2032                                                                                                      | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7963000 | PA      | $7938115.63    | 0.02%             | 2032-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2042#Q09230                                                                                                   | CUSIP: 3132GUST2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      317971 | PA      | $308366.94     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | CDX HY43 5Y ICE                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |   117100000 | NC      | $737440.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                                                | NEWMONT CORP 5.45% 06/09/2044                                                                                                    | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      185000 | PA      | $182254.34     | 0.00%             | 2044-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.50% 9/38 #677307                                                                                                          | CUSIP: 36295QNY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33552 | PA      | $34512.04      | 0.00%             | 2038-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QBE INS GROUP LTD                                                                                           | QBE INS GROUP LTD 2.5%/VAR 09/13/2038 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | DBT              | CORP              | AU        |      800000 | PA      | $1000805.16    | 0.00%             | 2038-09-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                                             | MEG ENERGY CORP 5.875% 02/01/2029 144A                                                                                           | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $100625.90     | 0.00%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                                           | INEOS FINANCE PLC 7.5% 04/15/2029 144A                                                                                           | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $451055.70     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FDG LLC                                                                                        | JERSEY MIKES FDG LLC 5.636% 02/15/2055 144A                                                                                      | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3815825 | PA      | $3889306.72    | 0.01%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                                | NCL CORP LTD 5.875% 03/15/2026 144A                                                                                              | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      750000 | PA      | $751779.00     | 0.00%             | 2026-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                     | BAYER US FIN II LLC 4.4% 07/15/2044 144A                                                                                         | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     3231000 | PA      | $2536997.61    | 0.01%             | 2044-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.14%/VAR 01/24/2031                                                                                       | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3430000 | PA      | $3534709.91    | 0.01%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA ARM 2.47% 5/35 #823660                                                                                                      | CUSIP: 31406YB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1077 | PA      | $1106.42       | 0.00%             | 2035-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                                              | PROOFPOINT TERM B 1LN 08/31/2028                                                                                                 | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |      374053 | PA      | $375740.01     | 0.00%             | 2028-08-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 3.052%/VAR 01/13/2031 144A                                                                                           | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     6950000 | PA      | $6519770.19    | 0.01%             | 2031-01-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                                                 | PAYCHEX INC 5.1% 04/15/2030                                                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      440000 | PA      | $452870.57     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 05/01/2036#745512                                                                                                   | CUSIP: 31403DGV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2596241 | PA      | $2724136.23    | 0.01%             | 2036-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 3.1% 03/15/2030                                                                                                        | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3705000 | PA      | $3489124.36    | 0.01%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AGL CLO 20 LTD                                                                                              | AGL CLO 20 LTD A1R TSFR3M+137 10/20/2037 144A                                                                                    | CUSIP: 00119CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    16000000 | PA      | $16058752.00   | 0.04%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                                                                            | BRAZIL MINAS SPE 5.333% 02/15/2028 REGS                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KY        |     1194000 | PA      | $1183230.12    | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 3.125% 03/24/2031                                                                                         | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     5039000 | PA      | $4667122.25    | 0.01%             | 2031-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                                                                                      | TRINITY INDUSTRIES INC 7.75% 07/15/2028 144A                                                                                     | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |      325000 | PA      | $336077.63     | 0.00%             | 2028-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-FRR1 TR                                                                                           | CFMT 2021-FRR1 TR 0% 09/29/2029 144A                                                                                             | CUSIP: 12529YCG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5353696 | PA      | $4105309.39    | 0.01%             | 2029-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 4.194%/VAR 04/01/2031 144A                                                                                          | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    12540000 | PA      | $12392481.95   | 0.03%             | 2031-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 4.75%/VAR 09/21/2031 REGS                                                                               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      870000 | PA      | $1090553.56    | 0.00%             | 2031-09-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                                                 | TENNECO TERM A 1LN 11/17/2028                                                                                                    | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |     1866386 | PA      | $1854329.11    | 0.00%             | 2028-11-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34677                                                                                                   | CUSIP: 31307RFS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8728 | PA      | $8553.91       | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                                           | STORE CAPITAL LLC 5.4% 04/30/2030 144A                                                                                           | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     1091000 | PA      | $1111641.13    | 0.00%             | 2030-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 4% 12/25/2048                                                                                     | CUSIP: 3136BNE69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      813770 | PA      | $799857.01     | 0.00%             | 2048-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                                         | CHURCHILL DOWNS INC 5.5% 04/01/2027 144A                                                                                         | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      305000 | PA      | $304277.21     | 0.00%             | 2027-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 7.5% 06/01/2030 144A                                                                                                    | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     4587000 | PA      | $5052755.45    | 0.01%             | 2030-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                                               | PG and E CORP 5% 07/01/2028                                                                                                      | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      517000 | PA      | $511112.08     | 0.00%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                                                     | E.ON SE 3.5% 04/16/2033 REGS                                                                                                     | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      450000 | PA      | $530314.63     | 0.00%             | 2033-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2041#AI3724                                                                                                 | CUSIP: 3138AHD60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37786 | PA      | $38374.02      | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 06/01/2054#CB8724                                                                                                 | CUSIP: 3140QUVS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      348654 | PA      | $362309.18     | 0.00%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2050#FM5179                                                                                                   | CUSIP: 3140X8XH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1876302 | PA      | $1511861.81    | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4.5% 03/15/2030                                                                                   | CUSIP: 31398VDG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        3155 | PA      | $3135.24       | 0.00%             | 2030-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                                                        | WYNN RESORTS FIN LLC / CAP CORP 5.125% 10/01/2029 144A                                                                           | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      830000 | PA      | $828414.20     | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                           | EVERSOURCE ENERGY 5.45% 03/01/2028                                                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46281.75      | 0.00%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 5.8% 03/15/2065                                                                                            | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      598000 | PA      | $605450.30     | 0.00%             | 2065-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A                                                                               | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    10614000 | PA      | $10517188.11   | 0.02%             | 2026-12-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 01/01/2044#AV6341                                                                                                 | CUSIP: 3138XJBK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38000 | PA      | $37848.88      | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/EUR settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-1042.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                                                        | ROMANIA REPUBLIC OF 5.75% 03/24/2035 REGS                                                                                        | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       96000 | PA      | $91098.24      | 0.00%             | 2035-03-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                             | SANTANDER UK GROUP HOLDINGS PLC 6.833%/VAR 11/21/2026                                                                            | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $1105274.15    | 0.00%             | 2026-11-21      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 1.5% 04/20/2051                                                                                   | CUSIP: 38382WHR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      667638 | PA      | $568178.85     | 0.00%             | 2051-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 12/01/2052#SD2080                                                                                                   | CUSIP: 3132DPJZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      227927 | PA      | $213378.93     | 0.00%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2046#BA7485                                                                                                 | CUSIP: 3140ECJ75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15228 | PA      | $14093.56      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | USTN TII 0.125% 10/15/2025                                                                                                       | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1400000 | PA      | $1736451.57    | 0.00%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 7.079% 08/02/2043                                                                                               | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1813000 | PA      | $2011144.58    | 0.00%             | 2043-08-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.5% 09/01/2055 #TBA                                                                                                     | CUSIP: 21H052694<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -122550000 | PA      | $-123454088.12 | -0.28%            | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                                                         | KIMCO REALTY OP LLC 4.6% 02/01/2033                                                                                              | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     3535000 | PA      | $3480102.55    | 0.01%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HLDGS INC NEW                                                                                     | ENERGIZER HLDGS INC 4.375% 03/31/2029 144A                                                                                       | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      218000 | PA      | $208701.76     | 0.00%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 2021-GT2 A 3.85% 10/25/2026 144A                                                                              | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3826625.60    | 0.01%             | 2026-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 05/34#C91760                                                                                                      | CUSIP: 3128P75V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      193094 | PA      | $189499.37     | 0.00%             | 2034-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.55% 09/15/2055                                                                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2735000 | PA      | $1818636.55    | 0.00%             | 2055-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2050#BP6618                                                                                                 | CUSIP: 3140KEK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8378474 | PA      | $7018105.43    | 0.02%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 01/48#CA1576                                                                                                        | CUSIP: 3140Q8XE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      140667 | PA      | $142146.04     | 0.00%             | 2048-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 A1 VAR 01/25/2064 144A                                                                    | CUSIP: 17332HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8917552 | PA      | $8349623.87    | 0.02%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2042#AL2782                                                                                                 | CUSIP: 3138EKCU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80779 | PA      | $80571.47      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS and CMNTY DEV AUTH SYS RESTORATION                                    | LOUISIANA LOC GOVT ENVIRONMENTAL FACS and CMNTY DEV AUTH SYS RESTORATION 4.145% 02/01/2033                                       | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | ABS-CBDO         | MUN               | US        |      260000 | PA      | $258169.18     | 0.00%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-C35                                                                            | WFCM TR 2016-C35 A4 2.931% 07/15/2048                                                                                            | CUSIP: 95000FAT3<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1476779.10    | 0.00%             | 2048-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 04/01/2054#CB8339                                                                                                   | CUSIP: 3140QUHR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      306543 | PA      | $315954.32     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                                                            | COMISION FEDERAL DE ELECTRICID 4.688% 05/15/2029 144A                                                                            | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     2277000 | PA      | $2222329.23    | 0.00%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KGS-ALPHA SBA COOF TR SER 2012-2                                                                            | KGS-ALPHA SBA COOF TR SER 2012-2 A CSTR 08/25/2038 144A                                                                          | CUSIP: 48247KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       35975 | PA      | $630.75        | 0.00%             | 2038-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PARK G                                                                                            | MRCD 2019-PARK G 2.71752% 12/15/2036 144A                                                                                        | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $414540.00     | 0.00%             | 2036-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                               | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                                             | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      545000 | PA      | $559654.51     | 0.00%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-09-19                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $77265.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BO3147                                                                                                   | CUSIP: 3617KJP81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       67895 | PA      | $66304.60      | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                                                      | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1 2025-2 B2 SOFR30A+120 09/20/2033 144A                                     | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      347000 | PA      | $346997.88     | 0.00%             | 2033-09-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.832000 04/15/2028 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2999000 | NC      | $-6535.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 05/01/2042#FS4603                                                                                                   | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3144402 | PA      | $2730805.62    | 0.01%             | 2042-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 13 LTD                                                                                      | BIRCH GROVE CLO 13 LTD 25-13A A1 TSFR3M+ 10/23/2038 144A                                                                         | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250375.00     | 0.00%             | 2038-10-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES2                                                                               | RCKT MORTGAGE TRUST 2024-CES2 B1 CSTR VAR 04/25/2044 144A                                                                        | CUSIP: 74938PAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      914000 | PA      | $940473.92     | 0.00%             | 2044-04-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.85% 04/01/2061                                 | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      515000 | PA      | $314273.95     | 0.00%             | 2061-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/44#G08596                                                                                                      | CUSIP: 3128MJUW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22078 | PA      | $21897.23      | 0.00%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                                            | AMWINS TERM 1LN 1/30/2032                                                                                                        | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |      223775 | PA      | $223597.79     | 0.00%             | 2032-01-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                                              | NCR VOYIX CORP 5.125% 04/15/2029 144A                                                                                            | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      220000 | PA      | $217235.37     | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2                                                                | GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2 SOFR30A+150 01/25/2055 144A                                                         | CUSIP: 36271AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2853451 | PA      | $2853437.76    | 0.01%             | 2055-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2048#BH6689                                                                                                   | CUSIP: 3140GVNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23380 | PA      | $22209.06      | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 5.876%/VAR 01/14/2031 144A                                                                                               | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     9300000 | PA      | $9690106.26    | 0.02%             | 2031-01-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COOF SECURITIZATION TRUST 2014-1 LTD                                                                        | COOF SECURITIZATION TRUST 2014-1 LTD VAR 06/25/2040 144A                                                                         | CUSIP: 12631UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       28014 | PA      | $1982.04       | 0.00%             | 2040-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#FS5389                                                                                                 | CUSIP: 3140XL7B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7318035 | PA      | $6143565.67    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                                                    | SVENSKA HANDELSBANKEN AB 5.5% 06/15/2028 144A                                                                                    | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      943000 | PA      | $977139.21     | 0.00%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 9.5% 12/25/2041                                                                                   | CUSIP: 31392B6W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        7724 | PA      | $8443.66       | 0.00%             | 2041-12-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BO3146                                                                                                   | CUSIP: 3617KJP73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       77439 | PA      | $75625.39      | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2048#BM3700                                                                                                   | CUSIP: 3140J8DE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      466217 | PA      | $444326.29     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 12/01/2035#QN4696                                                                                                   | CUSIP: 3133GBGD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      233711 | PA      | $215250.27     | 0.00%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 6% 02/01/2028#G30591                                                                                                   | CUSIP: 3128CUUQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1485 | PA      | $1505.53       | 0.00%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 5.75% 09/15/2033 144A                                                                           | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      150000 | PA      | $151237.50     | 0.00%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2050#FM7973                                                                                                   | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2303796 | PA      | $2181225.65    | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCANDINAVIAN TOBACCO GROUP                                                                                  | SCANDINAVIAN TOBACCO GROUP 4.875% 09/12/2029 REGS                                                                                | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | DBT              | CORP              | DK        |      250000 | PA      | $304312.61     | 0.00%             | 2029-09-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                                                       | TIME WARNER CABLE LLC 6.55% 05/01/2037                                                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     8522000 | PA      | $8827498.53    | 0.02%             | 2037-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                                                     | UDR INC 5.125% 09/01/2034                                                                                                        | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      515000 | PA      | $517022.77     | 0.00%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/20/2046#AR3125                                                                                                   | CUSIP: 36192XPJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       47834 | PA      | $44143.30      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2020-1                                                                              | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2020-1 AFX 2.61% 02/25/2050 144A                                                          | CUSIP: 92259LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130869 | PA      | $121314.16     | 0.00%             | 2050-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2052#CB4628                                                                                                   | CUSIP: 3140QQEA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      977494 | PA      | $971579.64     | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 11/01/2041#CB2110                                                                                                   | CUSIP: 3140QMKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2143854 | PA      | $1848291.06    | 0.00%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 2.206%/VAR 08/17/2029                                                                                          | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3380000 | PA      | $3184154.86    | 0.01%             | 2029-08-17      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MTG TR                                                                                   | BENCHMARK 2019-B12 MTG TR VAR/1.207 08/15/2052 144A                                                                              | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35908780 | PA      | $967870.90     | 0.00%             | 2052-08-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2042#AJ6217                                                                                                   | CUSIP: 3138AX4B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51109 | PA      | $49657.83      | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 6.298% 05/01/2029                                                                                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4226000 | PA      | $4487695.81    | 0.01%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2042#AL5881                                                                                                 | CUSIP: 3138ENRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      864675 | PA      | $863680.94     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                                                          | AVIS BUDG CAR RENT LLC/FIN INC 5.375% 03/01/2029 144A                                                                            | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       58000 | PA      | $56272.67      | 0.00%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY CO                                                                     | FLUTTER TREASURY DESIGNATED ACTIVITY CO 5.875% 06/04/2031 144A                                                                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      445000 | PA      | $453103.45     | 0.00%             | 2031-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                                                | THERMO FISHER SCIENTIFIC INC CP 0% 09/22/2025                                                                                    | CUSIP: 88355LWN5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7676862.27    | 0.02%             | 2025-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2% 03/01/2052#                                                                                                    | CUSIP: 3140W04U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3687341 | PA      | $2952699.71    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RED VENTURES LLC                                                                                            | RED VENTURES TERM B5 1LN 3/3/2030                                                                                                | CUSIP: 75703UAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      236515 | PA      | $207837.36     | 0.00%             | 2030-03-04      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 6.25% 09/15/2054                                                                                    | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      634000 | PA      | $621718.34     | 0.00%             | 2054-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2014-150E                                                                    | MORGAN STANLEY CAPITAL I TRUST 2014-150E 3.912% 09/09/2024 144A                                                                  | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $471936.61     | 0.00%             | 2032-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.995%/VAR 07/22/2030                                                                                      | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6192000 | PA      | $6350619.04    | 0.01%             | 2030-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 09/30/2028                                                                                                      | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       95000 | PA      | $97838.87      | 0.00%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 12/01/2050#QB7301                                                                                                 | CUSIP: 3133AEDE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      169418 | PA      | $129959.12     | 0.00%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 5.115%/VAR 05/23/2031                                                                                          | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      505000 | PA      | $517309.41     | 0.00%             | 2031-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2047#CA0526                                                                                                 | CUSIP: 3140Q7SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      187524 | PA      | $173963.90     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/1/42 #Q13634                                                                                                     | CUSIP: 3132HQBB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72020 | PA      | $66933.02      | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 02/01/2044#U99084                                                                                                 | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42265 | PA      | $41988.82      | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                                           | CHORD ENERGY CORP 6.75% 03/15/2033 144A                                                                                          | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      180000 | PA      | $184610.88     | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6.25% 02/15/2032                                                                                  | CUSIP: 31339NHY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2745 | PA      | $2830.65       | 0.00%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.23%/VAR 01/15/2031                                                                                              | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4395000 | PA      | $4536513.59    | 0.01%             | 2031-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XVIII LLC                                                                                      | OWL ROCK CLO XVIII LLC A TSFR3M+170 07/24/2036 144A                                                                              | CUSIP: 69122HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250553.25     | 0.00%             | 2036-07-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM VAR 03/20/2067                                                                                      | CUSIP: 38376R2M7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      187043 | PA      | $7978.77       | 0.00%             | 2067-03-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS THRU TR 2007 16                                                                                | CWHL 2007-16 A1 6.5% 10/37                                                                                                       | CUSIP: 12544MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      213988 | PA      | $86106.97      | 0.00%             | 2037-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-VLT3                                                                                    | BX TRUST TSFR1M+ 11/15/2028 144A                                                                                                 | CUSIP: 05611GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $550000.00     | 0.00%             | 2028-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 5.25% 04/01/2044                                                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       54000 | PA      | $43937.27      | 0.00%             | 2044-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FINANCE NV                                                                                  | VOLKSWAGEN INTL FINANCE NV 4.125% 09/02/2035 REGS                                                                                | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $468920.27     | 0.00%             | 2035-09-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2043#AB9432                                                                                                 | CUSIP: 31417GPS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      223082 | PA      | $197355.21     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                                                 | PROLOGIS LP 1.75% 07/01/2030                                                                                                     | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      143000 | PA      | $127242.58     | 0.00%             | 2030-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                                                    | MARS INC 4.8% 03/01/2030 144A                                                                                                    | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     5860000 | PA      | $5971976.40    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2051#FM6272                                                                                                 | CUSIP: 3140X96J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4574140 | PA      | $3887208.61    | 0.01%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.45% 09/01/2049                                                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2365000 | PA      | $1845163.49    | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                                    | BUILDERS FIRSTSOURCE INC 6.375% 03/01/2034 144A                                                                                  | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102993.10     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DB MASTER FIN LLC                                                                                           | DNKN 2017-1A A2II 4.03% 11/20/2047 144A                                                                                          | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |     6763600 | PA      | $6665261.99    | 0.01%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                                                 | IVORY COAST (COTE D'IVOIRE) 5.875% 10/17/2031 REGS                                                                               | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     4472000 | PA      | $5096394.02    | 0.01%             | 2031-10-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 5.9% 11/15/2033                                                                                              | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       47000 | PA      | $49935.52      | 0.00%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 12/01/2052#QF4661                                                                                                 | CUSIP: 3133BSFA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      802881 | PA      | $812807.80     | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PIMCO FDS                                                                                                   | PIMCO Mortgage Opportunities and BdInstl                                                                                         | CUSIP: 72201U638<br>LEI: O7M5VNOD7AVYOESOBU56 | Long             | EC               | RF                | US        |   215987983 | NS      | $2032446922.24 | 4.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PROOFPOINT INC                                                                                              | PROOFPOINT TERM 1LN 08/31/2028                                                                                                   | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |      155000 | PA      | $155699.05     | 0.00%             | 2028-08-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2017-13 LTD / OCP CLO 2017-13 LLC                                                                   | OCP CLO 2017-13 LTD / OCP CLO 2017-13 LLC AR2 TSFR3M+134 11/26/2037 144A                                                         | CUSIP: 67097LAV8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      860000 | PA      | $863085.68     | 0.00%             | 2037-11-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2016-3 LTD                                                                                         | VOYA CLO 2016-3 LTD A1R2 TSFR3M+115 10/18/2031 144A                                                                              | CUSIP: 92915HAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1824932 | PA      | $1826472.41    | 0.00%             | 2031-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 1.5% 11/01/2041#MA4473                                                                                                 | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9185209 | PA      | $7618310.70    | 0.02%             | 2041-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                                                 | GSR 2004-6F 3A4 6.5 5/34                                                                                                         | CUSIP: 36228F2R6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1217 | PA      | $1237.47       | 0.00%             | 2034-05-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 1/35 #G06928                                                                                                          | CUSIP: 3128M9A51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5984 | PA      | $6070.06       | 0.00%             | 2035-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                                                | GALLAGHER (ARTHUR J.) and CO 4.6% 12/15/2027                                                                                     | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8878482.45    | 0.02%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.375% 01/31/2032                                                                                                      | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      600000 | PA      | $616781.25     | 0.00%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA                                                                                                | WORLDLINE SA 4.125% 09/12/2028 REGS                                                                                              | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      200000 | PA      | $206739.83     | 0.00%             | 2028-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 6/40 #782989                                                                                                          | CUSIP: 36241LKA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       53140 | PA      | $52952.95      | 0.00%             | 2040-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RENEW POWER LTD                                                                                             | RENEW POWER LTD 5.875% 03/05/2027 REGS                                                                                           | CUSIP: N/A<br>LEI: 335800GORQFN2NQGG764       | Long             | DBT              | CORP              | IN        |      900000 | PA      | $896166.00     | 0.00%             | 2027-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 11/01/2050#SD8107                                                                                                 | CUSIP: 3132DWAG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      960164 | PA      | $803667.16     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                                         | AXON ENTERPRISE INC 6.125% 03/15/2030 144A                                                                                       | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      155000 | PA      | $159250.26     | 0.00%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 09/01/2053#SD7565                                                                                                 | CUSIP: 3132DVMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7347023 | PA      | $7492961.74    | 0.02%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2052#FS5127                                                                                                   | CUSIP: 3140XLVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      994223 | PA      | $862571.33     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 06/01/2036#BT0154                                                                                                   | CUSIP: 3140LNE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      188864 | PA      | $174595.63     | 0.00%             | 2036-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| F and G GLOBAL FUNDING                                                                                      | F and G GLOBAL FUNDING 5.875% 06/10/2027 144A                                                                                    | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3077871.24    | 0.01%             | 2027-06-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 10YR 3% 05/01/2027#MA3010                                                                                                   | CUSIP: 31418CKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1653 | PA      | $1635.36       | 0.00%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                                           | SREIT TR 2021-MFP D TSFR1M+169.268 82 11/15/2038 144A                                                                            | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1449518 | PA      | $1449065.34    | 0.00%             | 2038-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2024-1                                                                 | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2024-1 A1 5.735% 07/25/2069 144A                                                            | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      624169 | PA      | $627916.27     | 0.00%             | 2069-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2052#                                                                                                         | CUSIP: 3140XPX95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9683587 | PA      | $8504203.47    | 0.02%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOND FUND AMERICA INC                                                                                       | American Funds Bond Fund of Amer F2                                                                                              | CUSIP: 097873822<br>LEI: F2Q0NH642XF1RP5YCC95 | Long             | EC               | RF                | US        |   127991533 | NS      | $1457823563.09 | 3.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEMOUNTAIN CLO 2016-3 LTD                                                                                 | BLUEMOUNTAIN CLO 2016-3 LTD A1R2 TSFR3M+120 11/15/2030 144A                                                                      | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |      444690 | PA      | $444893.52     | 0.00%             | 2030-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE PTY LTD                                                                            | PACIFIC NATIONAL FINANCE PTY LTD 3.7% 09/24/2029                                                                                 | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |      570000 | PA      | $347990.83     | 0.00%             | 2029-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 10/01/2051#FM9210                                                                                                   | CUSIP: 3140XDGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1892928 | PA      | $1661792.79    | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/TWD settle 2025-10-20                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $22883.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2046#G60603                                                                                                 | CUSIP: 31335AU48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1311046 | PA      | $1217802.97    | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 8.5% 01/31/2047 REGS                                                                                    | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      300000 | PA      | $248952.00     | 0.00%             | 2047-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2.5% 03/01/2050#BP1381                                                                                            | CUSIP: 3140K8RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      182355 | PA      | $153943.88     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2043#AB9757                                                                                                 | CUSIP: 31417GZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      678410 | PA      | $636704.36     | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 08/01/2031#AS7695                                                                                                 | CUSIP: 3138WHRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      446961 | PA      | $432318.87     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                                | NCL CORP LTD 5.875% 02/15/2027 144A                                                                                              | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      100000 | PA      | $100210.10     | 0.00%             | 2027-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 3.875% 01/11/2029 REGS                                                                                                   | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     6500000 | PA      | $7830238.38    | 0.02%             | 2029-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                                                                 | ACUSHNET CO 7.375% 10/15/2028 144A                                                                                               | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      325000 | PA      | $339698.45     | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 4/41 #738229                                                                                                          | CUSIP: 3620ASEA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9966 | PA      | $10123.15      | 0.00%             | 2041-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B16 MORTGAGE TRUST                                                                           | BENCHMARK 2020-B16 MORTGAGE TRUST 2.483% 02/15/2053                                                                              | CUSIP: 08161NAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3200000 | PA      | $2978211.84    | 0.01%             | 2053-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                              | VAR ENERGI ASA 5% 05/18/2027 144A                                                                                                | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     5410000 | PA      | $5454793.72    | 0.01%             | 2027-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 10/42 #MA1213                                                                                                         | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      108756 | PA      | $102249.83     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#BT0330                                                                                                 | CUSIP: 3140LNLL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1126222 | PA      | $945475.25     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                               | AEP TEXAS INC 5.4% 06/01/2033                                                                                                    | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1610446.65    | 0.00%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 7% 12/25/2041                                                                                     | CUSIP: 31392B6U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        4461 | PA      | $4630.24       | 0.00%             | 2041-12-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GCBSL 2020-48A                                                                                              | GCBSL 2020-48A A1R TSFR3M+131 04/17/2038 144A                                                                                    | CUSIP: 38177DAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250360.00     | 0.00%             | 2038-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                                                | AUTOZONE INC 3.75% 04/18/2029                                                                                                    | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1377352.03    | 0.00%             | 2029-04-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055                                                                                | CUSIP: 3136BUZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     8979045 | PA      | $8999836.36    | 0.02%             | 2055-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2042#AL6997                                                                                                 | CUSIP: 3138EPX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1088028 | PA      | $1086691.17    | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2045#U92996                                                                                                 | CUSIP: 3132HDGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5331 | PA      | $4937.55       | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/GBP settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6944.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                                              | ITC HLDGS CORP 5.4% 06/01/2033 144A                                                                                              | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      637000 | PA      | $648530.20     | 0.00%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 10/20/2033#738059                                                                                                     | CUSIP: 3620AR5U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2589 | PA      | $2680.81       | 0.00%             | 2033-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 5.5% 03/25/2035                                                                                   | CUSIP: 31394CJS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       22353 | PA      | $22903.19      | 0.00%             | 2035-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 11/01/2043#AV0893                                                                                                 | CUSIP: 3138XB7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7799 | PA      | $7128.28       | 0.00%             | 2043-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                                      | VENTURE GLOBAL LNG INC 9.875% 02/01/2032 144A                                                                                    | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1288000 | PA      | $1402476.15    | 0.00%             | 2032-02-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                                                               | TERRAFORM POWER OPERATING LLC 5% 01/31/2028 144A                                                                                 | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      130000 | PA      | $128891.46     | 0.00%             | 2028-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                                                 | AMEREN CORP 1.95% 03/15/2027                                                                                                     | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9664.18       | 0.00%             | 2027-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COOPER STANDARD AUTO INC                                                                                    | COOPER STANDARD AUTO INC PIK VAR 03/31/2027 144A                                                                                 | CUSIP: 216762AH7<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |      202568 | PA      | $212167.65     | 0.00%             | 2027-03-31      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 11/01/2053#QH4626                                                                                                   | CUSIP: 3133CHD77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2041287 | PA      | $2090563.66    | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 2.393%/VAR 06/02/2028                                                                                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       58000 | PA      | $56212.66      | 0.00%             | 2028-06-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.75% 06/20/2046#AS8104                                                                                                  | CUSIP: 36193UAD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28848 | PA      | $26866.01      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                                | ENBRIDGE INC 8.5%/VAR 01/15/2084                                                                                                 | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3910000 | PA      | $4423046.74    | 0.01%             | 2084-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2052#BV2634                                                                                                   | CUSIP: 3140MF4U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      690028 | PA      | $646630.86     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 3/41 #783295                                                                                                          | CUSIP: 36241LUU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      320750 | PA      | $319325.93     | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.554700 15-APR-2029 USC                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2500000 | NC      | $9924.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 12/39 #004598                                                                                                      | CUSIP: 36202FDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       94959 | PA      | $94512.60      | 0.00%             | 2039-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 07/01/2053#BY4736                                                                                                 | CUSIP: 3140NMHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1849364 | PA      | $1878008.26    | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.25% 09/15/2046                                                                                                       | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      190000 | PA      | $144760.86     | 0.00%             | 2046-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                                                | JACKSON NATL LIFE GLOBAL FDG 5.35% 01/13/2030 144A                                                                               | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6326502.27    | 0.01%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#FM9167                                                                                                   | CUSIP: 3140XDFH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      865009 | PA      | $697535.80     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 2.5% 10/01/2055 #TBA                                                                                                   | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21350000 | PA      | $17727171.88   | 0.04%             | 2055-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 5/15/39                                                                                                                  | CUSIP: 912834DV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35395000 | PA      | $18346962.86   | 0.04%             | 2039-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                                       | BAUSCH HEALTH COS INC 6.25% 02/15/2029 144A                                                                                      | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $78625.00      | 0.00%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2052#FS1015                                                                                                   | CUSIP: 3140XGDV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      461036 | PA      | $372351.93     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QB9961                                                                                                   | CUSIP: 3133AHB63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      314900 | PA      | $254818.29     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.15% 07/15/2034                                                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3536000 | PA      | $3592626.78    | 0.01%             | 2034-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 05/46#G08707                                                                                                        | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      141847 | PA      | $135669.50     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO LTD / BIRCH GROVE CLO LLC                                                                   | BIRCH GROVE CLO LTD / BIRCH GROVE CLO LLC A1RR TSFR3M+159 07/17/2037 144A                                                        | CUSIP: 09075JAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $703317.30     | 0.00%             | 2037-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2042#MA1159                                                                                                 | CUSIP: 31418AJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6428 | PA      | $6411.69       | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                                   | APPLE INC 2.7% 08/05/2051                                                                                                        | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      775000 | PA      | $478702.09     | 0.00%             | 2051-08-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                                                          | MURPHY OIL USA INC 3.75% 02/15/2031 144A                                                                                         | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |      340000 | PA      | $314769.18     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2047#RA7212                                                                                                 | CUSIP: 3133KPAM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      952464 | PA      | $868188.02     | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR OPERATING CO LLC                                                                                   | ENDEAVOR TERM A 1LN 03/24/2028                                                                                                   | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      375000 | PA      | $375000.00     | 0.00%             | 2028-03-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIT MTG LN TR 2007-1                                                                                        | CIT MTG LN TR 2007-1 STEP 10/25/2037 144A                                                                                        | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $688810.99     | 0.00%             | 2037-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 6% 07/19/2028 144A                                                                                            | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1429000 | PA      | $1464582.10    | 0.00%             | 2028-07-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 06/01/2053#CB6538                                                                                                   | CUSIP: 3140QSHQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3626358 | PA      | $3753560.43    | 0.01%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2011-126 KB 4% 12/41                                                                                                         | CUSIP: 3136A2WC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      152423 | PA      | $149018.64     | 0.00%             | 2041-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC                                          | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 4.625% 01/15/2029 144A                                        | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $693064.19     | 0.00%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 3.75% 05/15/2046                                                                                       | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      825000 | PA      | $620972.12     | 0.00%             | 2046-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAURS 2025-UK2X                                                                                             | TAURS 2025-UK2X SONIO+250 02/18/2035 REGS                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      157247 | PA      | $213323.82     | 0.00%             | 2035-02-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NMLT TRUST 2021-INV3                                                                                        | NMLT TRUST 2021-INV3 PT 2.27689% 11/25/2056 144A                                                                                 | CUSIP: 62916BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4675617 | PA      | $4416460.58    | 0.01%             | 2056-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 07/01/2055#MA5760                                                                                                 | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1727520 | PA      | $1738081.16    | 0.00%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                                           | CF INDUSTRIES INC 4.95% 06/01/2043                                                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      422000 | PA      | $377302.87     | 0.00%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 7.5% 09/15/2031 144A                                                                                        | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      505000 | PA      | $511937.69     | 0.00%             | 2031-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KSL1 MTG TR                                                                                      | FREMF 2018-KSL1 MORTGAGE TRUST CSTR 11/25/2025 144A                                                                              | CUSIP: 30295VAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      498334 | PA      | $495330.04     | 0.00%             | 2025-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 F1                                                                                            | FKH 2021-SFR1 F1 3.238% 08/17/2038 144A                                                                                          | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $293521.20     | 0.00%             | 2038-08-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS MLP                                                                                        | BUCKEYE PARTNERS MLP 4.5% 03/01/2028 144A                                                                                        | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      135000 | PA      | $132873.37     | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: USD/CAD settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-25.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 3.15% 02/21/2040                                                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      155000 | PA      | $119981.80     | 0.00%             | 2040-02-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN GMBH                                                                                         | LEG IMMOBILIEN GMBH 3.875% 01/20/2035 REGS                                                                                       | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |      300000 | PA      | $345237.85     | 0.00%             | 2035-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES LVII CLO LTD / ARES LVII CLO LLC                                                                       | ARES LVII CLO LTD / ARES LVII CLO LLC AR TSFR3M+141.161 01/25/2035 144A                                                          | CUSIP: 04017NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      330000 | PA      | $330348.48     | 0.00%             | 2035-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                                                 | CHEMOURS CO 4.625% 11/15/2029 144A                                                                                               | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      595000 | PA      | $531302.81     | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2044#AS3638                                                                                                   | CUSIP: 3138WDBG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57135 | PA      | $55044.51      | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2046#U93172                                                                                                 | CUSIP: 3132QDFM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16763 | PA      | $15455.77      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SLAM LTD                                                                                                    | SLAM LTD 2024-1A A 5.335% 09/15/2049 144A                                                                                        | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3490244 | PA      | $3521813.91    | 0.01%             | 2049-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.875% 02/15/2053                                                                                         | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       43000 | PA      | $42491.06      | 0.00%             | 2053-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KAZAKHSTAN REPUBLIC OF                                                                                      | KAZAKHSTAN REPUBLIC OF 5.5% 07/01/2037 144A                                                                                      | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      445000 | PA      | $450313.30     | 0.00%             | 2037-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 1/1/43 #Q14696                                                                                                      | CUSIP: 3132HRGD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       90422 | PA      | $83096.22      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                   | OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028                                                                                      | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      340000 | PA      | $354779.12     | 0.00%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 04/01/2042#SC0481                                                                                                   | CUSIP: 3132D9RA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1078929 | PA      | $936442.09     | 0.00%             | 2042-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 02/01/2043#AB7964                                                                                                 | CUSIP: 31417EZ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1729752 | PA      | $1630704.28    | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 03/01/2042                                  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      458000 | PA      | $325130.28     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC SERIES 2014-10R                                                                                        | CSMC SERIES 2014-10R 5.57%/VAR 05/27/2036 144A                                                                                   | CUSIP: 12649BAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      196297 | PA      | $67032.84      | 0.00%             | 2036-05-27      | Variable      | 0.04%                 | No            |                  3 | On Loan: No      |
| LIFE TIME INC                                                                                               | LIFE TIME INC 6% 11/15/2031 144A                                                                                                 | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |      285000 | PA      | $288031.41     | 0.00%             | 2031-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTG LN TR 2006-AR35                                                                            | INDYMAC INDX MTG LN TR 2006-AR35 TSFR1M+45.448 01/25/2037                                                                        | CUSIP: 45667SAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       21469 | PA      | $19850.26      | 0.00%             | 2037-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 04/25/2028                                                                                    | CUSIP: 3137FG6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      289920 | PA      | $284577.06     | 0.00%             | 2028-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                                                        | PARKER-HANNIFIN CORP 6.25% 05/15/2038                                                                                            | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |       12000 | PA      | $13168.68      | 0.00%             | 2038-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 09/01/2053#FS5757                                                                                                   | CUSIP: 3140XMMF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3005757 | PA      | $3098040.82    | 0.01%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY562349 11/18/64 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      300000 | NC      | $42365.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                                         | ALA TRUST 2025-OANA TSFR1M+309.072 06/15/2030 144A                                                                               | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      254000 | PA      | $255345.77     | 0.00%             | 2040-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2044#AX6510                                                                                                 | CUSIP: 3138Y8GU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      366791 | PA      | $362763.28     | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TR 2021-C                                                                                  | OPORTUN ISSUANCE TRUST 2021-C A 2.18% 10/08/2031 144A                                                                            | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2441968 | PA      | $2391397.75    | 0.01%             | 2031-10-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 02/01/2051#QB8131                                                                                                   | CUSIP: 3133AFA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17532 | PA      | $14050.02      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX TR 2024-BRBK                                                                                             | BX TR 2024-BRBK A TSFR1M+287.964 10/15/2041 144A                                                                                 | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      460000 | PA      | $463267.84     | 0.00%             | 2041-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                             | PERMIAN RESOURCES OPERATING LLC 9.875% 07/15/2031 144A                                                                           | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       68000 | PA      | $73817.13      | 0.00%             | 2031-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO                                           | PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO A 3MEUR+99 05/15/2034 144A                                     | CUSIP: N/A<br>LEI: 254900G4AVDGFB7U1712       | Long             | ABS-CBDO         | CORP              | IE        |     4461376 | PA      | $5220287.62    | 0.01%             | 2034-05-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 12/01/42 #AB7410                                                                                                  | CUSIP: 31417EGU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      262001 | PA      | $239359.63     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP                                                                                            | GS MTG SECS CORP 6% 02/25/2036                                                                                                   | CUSIP: 362334BP8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1542633 | PA      | $685227.24     | 0.00%             | 2036-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                                             | SYNEOS TERM B 1LN 9/27/2030                                                                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |       81677 | PA      | $81166.92      | 0.00%             | 2030-09-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.654%/VAR 10/18/2030                                                                                             | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    40360000 | PA      | $40747885.03   | 0.09%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.875% 11/30/2027                                                                                                      | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10522000 | PA      | $10580775.26   | 0.02%             | 2027-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                                              | PACIFIC LIFE GF II 4.5% 08/28/2029 144A                                                                                          | CUSIP: 6944PL3C1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5139269.59    | 0.01%             | 2029-08-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                                  | PENSKE TRUCK LEASING CO LP /CORP 5.35% 03/30/2029 144A                                                                           | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $309171.40     | 0.00%             | 2029-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 07/01/2041#SC0162                                                                                                   | CUSIP: 3132D9FB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6247458 | PA      | $5429447.93    | 0.01%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 06/25/2029                                                                                    | CUSIP: 31392DD66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       57882 | PA      | $756.31        | 0.00%             | 2029-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2032#U89009                                                                                                 | CUSIP: 3132H1AK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5598 | PA      | $5463.87       | 0.00%             | 2032-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 4.75%/VAR 03/17/2032 REGS                                                                                           | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     1880000 | PA      | $2358925.33    | 0.01%             | 2032-03-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 7/35 #357843                                                                                                          | CUSIP: 31376KP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22784 | PA      | $23943.37      | 0.00%             | 2035-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 09/01/2033#AL7521                                                                                                 | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6192096 | PA      | $6273012.04    | 0.01%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/EUR settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-2955.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 5.083%/VAR 05/15/2031                                                                                             | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      520000 | PA      | $534262.71     | 0.00%             | 2031-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2022-RPL1                                                                          | BRAVO RESIDENTIAL FDG TR 2022-RPL1 2.75% 09/25/2061 144A                                                                         | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6098010 | PA      | $5614603.07    | 0.01%             | 2061-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                           | UNION ELECTRIC CO 5.25% 01/15/2054                                                                                               | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      275000 | PA      | $252883.60     | 0.00%             | 2054-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 2.75% 02/25/2026                                                                                          | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3925000 | PA      | $3895055.08    | 0.01%             | 2026-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 03/31/2029                                                                                                      | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10900000 | PA      | $11085214.87   | 0.02%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS SYSTEM LLC                                                                           | GULFSTREAM NAT GAS SYS LLC 6.19% 11/01/2025 144A                                                                                 | CUSIP: 402740AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3640000 | PA      | $3647505.72    | 0.01%             | 2025-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 03/01/2051#SD8135                                                                                                 | CUSIP: 3132DWBC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13724441 | PA      | $11478920.49   | 0.03%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                                   | BALL CORP 6.875% 03/15/2028                                                                                                      | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102082.90     | 0.00%             | 2028-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 09/01/2048#FS0559                                                                                                 | CUSIP: 3140XFTR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      446210 | PA      | $463775.37     | 0.00%             | 2048-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.88% 12/01/2028#BL0907                                                                                                | CUSIP: 3140HSAH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8484 | PA      | $8488.14       | 0.00%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TR 2021-B                                                                                  | OPORTUN ISSUANCE TR 2021-B B 1.96% 05/08/2031 144A                                                                               | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       55441 | PA      | $54295.90      | 0.00%             | 2031-05-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2021-1 A                                                                       | FORD CREDIT AUTO OWNER TRUST 2021-1 A 1.91% 10/17/2033 144A                                                                      | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1190000 | PA      | $1168965.80    | 0.00%             | 2033-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 02/29/2028                                                                                                          | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3359000 | PA      | $3391277.91    | 0.01%             | 2028-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H2 MORTGAGE TRUST                                                                                | CROSS 2024-H2 MORTGAGE TRUST 6.093% 04/25/2069 144A                                                                              | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      698504 | PA      | $703940.27     | 0.00%             | 2069-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/01/2052#SD1303                                                                                                 | CUSIP: 3132DNNU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      309293 | PA      | $299130.53     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.5% 09/20/2051#785616                                                                                                   | CUSIP: 3622ABDV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1588523 | PA      | $1341631.23    | 0.00%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 5/40 #AL2129                                                                                                          | CUSIP: 3138EJLK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39428 | PA      | $41662.09      | 0.00%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 05/01/2050#BP7685                                                                                                 | CUSIP: 3140KFRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2742979 | PA      | $2302758.87    | 0.01%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.09% 10/01/2025#AM9942                                                                                                | CUSIP: 3138LBBL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      321808 | PA      | $320523.09     | 0.00%             | 2025-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2046#AS8461                                                                                                 | CUSIP: 3138WJMK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      400930 | PA      | $370561.10     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 6.1% 06/01/2037                                                                                        | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      775000 | PA      | $829722.57     | 0.00%             | 2037-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2053#FS7940                                                                                                 | CUSIP: 3140XPZE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      722397 | PA      | $709045.43     | 0.00%             | 2053-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TR 2024-1                                                                                   | HUNTINGTON AUTO TR 2024-1 5.5% 03/15/2027 144A                                                                                   | CUSIP: 446144AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       91733 | PA      | $91783.39      | 0.00%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 10/01/2040#FM4644                                                                                                   | CUSIP: 3140X8ES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      138944 | PA      | $121005.16     | 0.00%             | 2040-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE BAHA TRUST                                                                                              | THE BAHA TRUST CSTR 12/10/2029 144A                                                                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      827000 | PA      | $859458.92     | 0.00%             | 2041-12-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COSTA RICA REPUBLIC OF                                                                                      | COSTA RICA REPUBLIC OF 7.3% 11/13/2054 144A                                                                                      | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      285000 | PA      | $302367.90     | 0.00%             | 2054-11-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST                                                                                      | LENDMARK FUNDING TRUST 5.05% 11/20/2031 144A                                                                                     | CUSIP: 52607MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2863747.50    | 0.01%             | 2031-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 11/20/2046#MA4070                                                                                                     | CUSIP: 36179SQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      318554 | PA      | $304443.75     | 0.00%             | 2046-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE TRUST 2025-LPF2                                                                    | ILPT COMMERCIAL MORTGAGE TRUST 2025-LPF2 A VAR 06/10/2033 144A                                                                   | CUSIP: 451955AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      753000 | PA      | $768469.63     | 0.00%             | 2042-07-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 10.07% 07/25/2027 144A                                                                                        | CUSIP: 30259RAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      672872 | PA      | $698188.27     | 0.00%             | 2027-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-4                                                                             | ANGEL OAK MORTGAGE TRUST 2024-4 6.197% 01/25/2069 144A                                                                           | CUSIP: 034943AA8<br>LEI: 25490046TFINGL6XED11 | Long             | ABS-CBDO         | CORP              | US        |      352231 | PA      | $356737.18     | 0.00%             | 2069-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/01/2047#Q49499                                                                                                 | CUSIP: 3132WPRV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      112324 | PA      | $110704.43     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CBAM 2019-10 LTD                                                                                            | CBAM 2019-10 LTD A1R TSFR3M+138.161 04/20/2032 144A                                                                              | CUSIP: 12482NAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      153390 | PA      | $153484.60     | 0.00%             | 2032-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                                                                        | WABASH NATIONAL CORP 4.5% 10/15/2028 144A                                                                                        | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |      295000 | PA      | $270744.72     | 0.00%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 6.161%/VAR 03/09/2029                                                                                          | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    24300000 | PA      | $25351823.07   | 0.06%             | 2029-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF BENIN                                                                                           | REPUBLIC OF BENIN 7.96% 02/13/2038 144A                                                                                          | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      200000 | PA      | $196278.00     | 0.00%             | 2038-02-13      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO FRN SOFR+93 07/26/2028                                                                                       | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3721064.21    | 0.01%             | 2028-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 4/41 #738218                                                                                                          | CUSIP: 3620ASDX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21988 | PA      | $22341.80      | 0.00%             | 2041-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 10/20/2043#MA1376                                                                                                   | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      197253 | PA      | $189774.83     | 0.00%             | 2043-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.707%/VAR 04/22/2028                                                                                     | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     6482000 | PA      | $6629644.60    | 0.01%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                         | SYNCHRONY FINANCIAL 7.25% 02/02/2033                                                                                             | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     1412000 | PA      | $1487950.76    | 0.00%             | 2033-02-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 4.2% 02/01/2033                                                                                                   | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     4922000 | PA      | $4639256.55    | 0.01%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2031#AS7110                                                                                                 | CUSIP: 3138WG3U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      581543 | PA      | $562480.34     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | DEUTSCHE BANK AG 6.125%/VAR 12/12/2030 REGS                                                                                      | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     1100000 | PA      | $1541211.09    | 0.00%             | 2030-12-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 9/39 #723339                                                                                                          | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23565 | PA      | $23934.97      | 0.00%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2051#MA4379                                                                                                 | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      772679 | PA      | $646257.47     | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 11/01/2032#BJ2973                                                                                                 | CUSIP: 3140H4JT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5384 | PA      | $5192.30       | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS                                               | GOVERNMENT NATL MTG ASN MLFY R 1.5% 06/16/2063                                                                                   | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3923971 | PA      | $2914215.58    | 0.01%             | 2063-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.8% 06/15/2038                                                                                               | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2762000 | PA      | $2784583.74    | 0.01%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 09/01/2041#FM8862                                                                                                   | CUSIP: 3140XCZ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      467636 | PA      | $403116.11     | 0.00%             | 2041-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                                   | BLOCK INC 6.5% 05/15/2032                                                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1139741.80    | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                          | VICI PROPERTIES LP 4.75% 02/15/2028                                                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     7560000 | PA      | $7619379.49    | 0.02%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                                                       | ELEMENT SOLUTIONS INC 3.875% 09/01/2028 144A                                                                                     | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      186000 | PA      | $180298.52     | 0.00%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 05/01/2053#CB6340                                                                                                 | CUSIP: 3140QSBJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      645296 | PA      | $671578.09     | 0.00%             | 2053-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                                    | CONSTELLATION BRANDS INC 2.25% 08/01/2031                                                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     3460000 | PA      | $3038606.84    | 0.01%             | 2031-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                                                                                  | ANHEUSER BUSCH INBEV SA NV 3.95% 03/22/2044 REGS                                                                                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      805000 | PA      | $897264.20     | 0.00%             | 2044-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 3.419% 04/15/2033 144A                                                                                              | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5180000 | PA      | $4720558.66    | 0.01%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 09/01/2055 #TBA                                                                                                       | CUSIP: 21H050698<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   190948000 | PA      | $188910813.98  | 0.42%             | 2055-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2052#CB3771                                                                                                 | CUSIP: 3140QPFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2513990 | PA      | $2277406.46    | 0.01%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 6.528% 05/01/2034                                                                                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1517000 | PA      | $1661336.92    | 0.00%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2017-ASHF                                                                           | MORGAN STANLEY CAPITAL I INC TSFR1M+125 11/15/2034 144A                                                                          | CUSIP: 61691KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      890000 | PA      | $872061.43     | 0.00%             | 2034-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 11/01/2053#RJ0190                                                                                                   | CUSIP: 3142GQF80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1315922 | PA      | $1348510.48    | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK LTD                                                                                          | SANDSTONE PEAK LTD A2R TSFR3M+168 10/15/2034 144A                                                                                | CUSIP: 800130AQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250577.00     | 0.00%             | 2034-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH NY RV                                                                              | METROPOLITAN TRANSN AUTH NY REBUILD AMERICA BONDS 6.668% 11/15/39                                                                | CUSIP: 59259YBY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      380000 | PA      | $408953.34     | 0.00%             | 2039-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 5.875% 06/01/2027                                                                                           | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      448000 | PA      | $447457.07     | 0.00%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032                                                                              | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10590000 | PA      | $9380580.17    | 0.02%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                                               | ECHOSTAR CORP PIK VAR 11/30/2030                                                                                                 | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      505000 | PA      | $498217.85     | 0.00%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/40 #783143                                                                                                         | CUSIP: 36241LP42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       90618 | PA      | $88014.59      | 0.00%             | 2040-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2051#CB1642                                                                                                 | CUSIP: 3140QLZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      517482 | PA      | $471370.79     | 0.00%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 2/42 #616878                                                                                                          | CUSIP: 36290TJX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       76630 | PA      | $72014.55      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR E                                                                                            | ROCC 2024-CNTR D 7.10914% 11/13/2041 144A                                                                                        | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $4694726.25    | 0.01%             | 2041-11-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2051#FM5997                                                                                                   | CUSIP: 3140X9UX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33412 | PA      | $27047.83      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/42#AK8632                                                                                                      | CUSIP: 3138EDSW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6209 | PA      | $5850.14       | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VEGAS TRUST 2024-TI                                                                                         | VEGAS TRUST 2024-TI A 5.5183% 11/10/2039 144A                                                                                    | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      730000 | PA      | $741300.84     | 0.00%             | 2039-11-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 4% 05/01/2038#C91994                                                                                                   | CUSIP: 3128P8GB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1354583 | PA      | $1321759.28    | 0.00%             | 2038-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/JPY settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $172885.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                                                 | VISTRA CORP 7%/VAR PERP 144A                                                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |     2575000 | PA      | $2606008.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2019                                                                                                   | BANK 2019 2.846% 12/15/2052                                                                                                      | CUSIP: 06541RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346066 | PA      | $336326.91     | 0.00%             | 2052-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.85% 05/25/2028                                                                                  | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5300000 | PA      | $5284103.71    | 0.01%             | 2028-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                                                | Fidelity Cash Central Fund                                                                                                       | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   173161770 | NS      | $173196402.44  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.851%/VAR 07/25/2028                                                                                      | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1012376.71    | 0.00%             | 2028-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6.5% 07/25/2036                                                                                   | CUSIP: 31397QP69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2420 | PA      | $2575.68       | 0.00%             | 2036-07-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | FSWP: JPY 0.997500 3/12/2027 FTO                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -1769432663 | NC      | $-11387.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     1700000 | NC      | $-22817.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                                                      | PUGET SOUND ENERGY INC 5.685% 06/15/2054                                                                                         | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      931000 | PA      | $917247.82     | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                                                        | CENT TRUST 2025-CITY A VAR 07/10/2040 144A                                                                                       | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4049000 | PA      | $4101081.48    | 0.01%             | 2040-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2024-A                                                            | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2024-A 5.66% 10/15/2072 144A                                                           | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      551630 | PA      | $567371.84     | 0.00%             | 2072-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.19% 11/01/2027#AM9605                                                                                                | CUSIP: 3138LAU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      250000 | PA      | $245400.28     | 0.00%             | 2027-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/33#731291                                                                                                        | CUSIP: 31402KNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76385 | PA      | $77320.89      | 0.00%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REGATTA 32 FDG LTD / LLC                                                                                    | REGATTA 32 FDG LTD / LLC 2025-4A A1 TSFR3M+134 07/25/2038 144A                                                                   | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5150000 | PA      | $5166933.20    | 0.01%             | 2038-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.625% 09/01/2028                                                                                                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2049000 | PA      | $2113179.33    | 0.00%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                     | PIEDMONT NATURAL GAS CO 5.05% 05/15/2052                                                                                         | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39555.63      | 0.00%             | 2052-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BO3159                                                                                                   | CUSIP: 3617KJQL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19341 | PA      | $18888.23      | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                                                      | CORP ANDINA DE FOMENTO 5% 01/24/2029                                                                                             | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |      745000 | PA      | $768030.55     | 0.00%             | 2029-01-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 3.875% 08/21/2042                                                                                         | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      830000 | PA      | $672049.42     | 0.00%             | 2042-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRITAX EUROBOX PLC                                                                                          | TRITAX EUROBOX PLC 0.95% 06/02/2026 REGS                                                                                         | CUSIP: N/A<br>LEI: 213800HK59N7H979QU33       | Long             | DBT              | CORP              | GB        |      780000 | PA      | $901861.72     | 0.00%             | 2026-06-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 09/39#G05624                                                                                                      | CUSIP: 3128M7SM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44591 | PA      | $44623.88      | 0.00%             | 2039-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2052#CB5267                                                                                                 | CUSIP: 3140QQZ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4338966 | PA      | $4199112.19    | 0.01%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP FRN SOFR+131 07/16/2030 144A                                                                                    | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1200000 | PA      | $1225486.93    | 0.00%             | 2030-07-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECS TR                                                                                  | MASTR ASSET BACKED SECS TR TSFR1M+183.948 06/25/2035                                                                             | CUSIP: 57643LKC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1816559 | PA      | $1861074.32    | 0.00%             | 2035-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 3/42 #AL1521                                                                                                          | CUSIP: 3138EHVP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      103743 | PA      | $100602.67     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 04/20/2046#MA3596                                                                                                     | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      346599 | PA      | $311424.62     | 0.00%             | 2046-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORP                                                                                   | NIAGARA MOHAWK POWER CORP 4.647% 10/03/2030 144A                                                                                 | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4017380.16    | 0.01%             | 2030-10-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 07/20/2051#MA7472                                                                                                   | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5044299 | PA      | $4298134.41    | 0.01%             | 2051-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE 6.9% 05/23/2053 144A                                                                                       | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      390000 | PA      | $417352.67     | 0.00%             | 2053-05-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTG BACKED SECS 2004 K TR                                                                       | WELLS FARGO MTG BACK SEC 04 K VAR 07/25/2034                                                                                     | CUSIP: 94981VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         630 | PA      | $628.07        | 0.00%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                                                                   | VIPER ENERGY PARTNERS LLC 5.7% 08/01/2035                                                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      981000 | PA      | $983619.27     | 0.00%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                                                                     | WEX INC 6.5% 03/15/2033 144A                                                                                                     | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      250000 | PA      | $255790.94     | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277P MORTGAGE TRUST                                                                               | COMM 2024-277P A 6.338% 08/10/2044 144A                                                                                          | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1800000 | PA      | $1901677.68    | 0.00%             | 2044-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM3 TRUST                                                                                        | CSMC 2022-NQM3 TRUST 4.265% 03/25/2067 144A                                                                                      | CUSIP: 12661NAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      146000 | PA      | $144280.24     | 0.00%             | 2067-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                                           | ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027                                                                                   | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      263000 | PA      | $256560.39     | 0.00%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                                      | WESCO DISTRIBUTION INC 7.25% 06/15/2028 144A                                                                                     | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1040863.93    | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                                          | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+254.191 05/15/2039 144A                                                                | CUSIP: 53218DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3460000 | PA      | $3145655.54    | 0.01%             | 2039-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                                      | ROPER TECHNOLOGIES INC 4.75% 02/15/2032                                                                                          | CUSIP: 776696AH9<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      160000 | PA      | $161124.03     | 0.00%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 05/01/2051#SI2106                                                                                                 | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1578092 | PA      | $1319893.24    | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 1.792%/VAR 06/09/2027 144A                                                                               | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1468236.84    | 0.00%             | 2027-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                                                       | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A                                                           | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8126000 | PA      | $8120942.38    | 0.02%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2052#BV6778                                                                                                   | CUSIP: 3140MLQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2501028 | PA      | $2345298.28    | 0.01%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FIN CORP 7.624%/VAR 10/30/2031                                                                                       | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     3995000 | PA      | $4532608.31    | 0.01%             | 2031-10-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 10/01/2048#BN0861                                                                                                   | CUSIP: 3140JG5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26080 | PA      | $26358.88      | 0.00%             | 2048-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                                             | TYSON FOODS INC 3.55% 06/02/2027                                                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |      635000 | PA      | $628302.44     | 0.00%             | 2027-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2024-1                                                            | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2024-1 5.35% 10/20/2046 144A                                                           | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1049961 | PA      | $1066602.27    | 0.00%             | 2046-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#SD3246                                                                                                   | CUSIP: 3132DQTB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6796249 | PA      | $6373071.35    | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HA CR PARTNERS XVI LTD / OHA CR PARTNERS XVI LLC                                                            | HA CR PARTNERS XVI LTD / OHA CR PARTNERS XVI LLC AR TSFR3M+135 10/18/2037 144A                                                   | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      280000 | PA      | $280740.32     | 0.00%             | 2037-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | ORO USD 10Y C 3.59700 L 09/26/25 GLM                                                                                             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |    -6800000 | NC      | $-26670.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2052#FS1598                                                                                                   | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15025780 | PA      | $11985187.46   | 0.03%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                                                                         | STAR LEASING CO LLC 7.625% 02/15/2030 144A                                                                                       | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $2012997.17    | 0.00%             | 2030-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 05/01/2041#RB5111                                                                                                   | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5851263 | PA      | $5066417.01    | 0.01%             | 2041-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                                                                            | DLLAD 2024-1 LLC 5.3% 07/20/2029 144A                                                                                            | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      979000 | PA      | $1002255.46    | 0.00%             | 2029-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                                        | WEC ENERGY GROUP INC 1.8% 10/15/2030                                                                                             | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      291000 | PA      | $257822.67     | 0.00%             | 2030-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                                    | APTIV SWISS HOLDINGS LTD 4.65% 09/13/2029                                                                                        | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     1410000 | PA      | $1415688.84    | 0.00%             | 2029-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                                                  | PINNACLE WEST CAPITAL CORP FRN SOFR+82 06/10/2026                                                                                | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4111536.05    | 0.01%             | 2026-06-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | 30Y RTP 4.33 10/14/2025 SYNTH                                                                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |    21520000 | NC      | $101361.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLAGSHIP CR AUTO TR 2023-3                                                                                  | FLAGSHIP CR AUTO TR 2023-3 D 6.58% 08/15/2029 144A                                                                               | CUSIP: 33846BAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1091000 | PA      | $1101329.15    | 0.00%             | 2029-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                                  | DAVITA INC 3.75% 02/15/2031 144A                                                                                                 | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1956000 | PA      | $1784856.85    | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-RR1 TRUST                                                                                         | NYMT 2024-RR1 TRUST 7.375% 05/25/2064 144A                                                                                       | CUSIP: 62956VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      324241 | PA      | $326703.64     | 0.00%             | 2064-05-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 08/01/2052#SD8253                                                                                                   | CUSIP: 3132DWE25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1320740 | PA      | $1362940.55    | 0.00%             | 2052-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 04/01/2052#SD5251                                                                                                 | CUSIP: 3132DSZQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      461110 | PA      | $390420.94     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TR                                                                                                | IMPAC CMB TR STEP 03/25/2035                                                                                                     | CUSIP: 45254NLN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1795 | PA      | $1739.63       | 0.00%             | 2035-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 08/01/2052#SD1465                                                                                                   | CUSIP: 3132DNTW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      193833 | PA      | $193386.91     | 0.00%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                                                       | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032                                                              | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     7125000 | PA      | $6309764.63    | 0.01%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 7/40 #743665                                                                                                          | CUSIP: 3620AYFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18624 | PA      | $18919.87      | 0.00%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                                            | LAMAR MEDIA CORP 4.875% 01/15/2029                                                                                               | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | PA      | $192371.85     | 0.00%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.012%/VAR 01/23/2030                                                                                      | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1382790.30    | 0.00%             | 2030-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 05/01/2052#RA7375                                                                                                   | CUSIP: 3133KPFQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3001392 | PA      | $2630219.07    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 4/41 #AH8029                                                                                                          | CUSIP: 3138A94P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66848 | PA      | $66772.00      | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                                              | PUBLIC STORAGE 5.1% 08/01/2033                                                                                                   | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      171000 | PA      | $176283.52     | 0.00%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC TR 2014-USA                                                                                            | CSMC TR 2014-USA 4.3733% 09/15/2037 144A                                                                                         | CUSIP: 12649AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3944000 | PA      | $2898879.44    | 0.01%             | 2037-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FD TR 2022-1                                                                         | HOMEWARD OPPORTUNITIES FUND TRUST 2022-1 5.082%/VAR 07/25/2067 144A                                                              | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      153033 | PA      | $155965.09     | 0.00%             | 2067-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2023-B                                                                               | TESLA AUTO LEASE TRUST 2023-B 6.22% 03/22/2027 144A                                                                              | CUSIP: 88167QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2888000 | PA      | $2896462.13    | 0.01%             | 2027-03-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 10/40 #004833                                                                                                      | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      823064 | PA      | $797935.70     | 0.00%             | 2040-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2022-3 LTD                                                                       | PALMER SQUARE LOAN FUNDING 2022-3 LTD A2R TSFR3M+160 04/15/2031 144A                                                             | CUSIP: 69690CAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      660000 | PA      | $660390.06     | 0.00%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                           | NEWELL BRANDS INC STEP 04/01/2036                                                                                                | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      271000 | PA      | $264813.48     | 0.00%             | 2036-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2051#FM6338                                                                                                   | CUSIP: 3140XABG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34830 | PA      | $27955.82      | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 04/01/2051#QC0423                                                                                                   | CUSIP: 3133AJPG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      192542 | PA      | $154181.34     | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                                                                                        | WINGSTOP FUNDING LLC 20-1A A2 2.841% 12/05/2050 144A                                                                             | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3694735 | PA      | $3546798.92    | 0.01%             | 2050-12-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 10/42 #AP7882                                                                                                         | CUSIP: 3138MBXL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13732 | PA      | $12942.21      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG LLC                                                                                          | NXP BV/NXP FDG LLC 5.55% 12/01/2028                                                                                              | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       70000 | PA      | $72525.21      | 0.00%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                                          | LUMEN TECHNOLOGIES 4.125% 04/15/2030 144A                                                                                        | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      284408 | PA      | $278719.84     | 0.00%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                                                      | BX COMMERCIAL MORTGAGE TRUST 2024-AIRC TSFR1M+169.124 08/15/2039 144A                                                            | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5489849 | PA      | $5508720.09    | 0.01%             | 2039-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/01/2051#SD8121                                                                                                   | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      422885 | PA      | $338896.55     | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                                             | DANSKE BANK AS (UNGTD) 6.259%/VAR 09/22/2026 144A                                                                                | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     3450000 | PA      | $3453188.84    | 0.01%             | 2026-09-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2046#MA2781                                                                                                 | CUSIP: 31418CCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      226453 | PA      | $194355.58     | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/52#FS2458                                                                                                        | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56647 | PA      | $56817.84      | 0.00%             | 2052-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                                             | GEN DIGITAL INC 6.75% 09/30/2027 144A                                                                                            | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101780.60     | 0.00%             | 2027-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 4.4% 08/15/2035                                                                                                     | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      112000 | PA      | $106649.42     | 0.00%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1                                                                                                 | SLAM 2025-1 5.807% 05/15/2050 144A                                                                                               | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2334335 | PA      | $2398061.44    | 0.01%             | 2050-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#QD3168                                                                                                   | CUSIP: 3133B0QV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      545988 | PA      | $441304.03     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.5% 05/20/2053#MA8879                                                                                                   | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5390125 | PA      | $5459154.33    | 0.01%             | 2053-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                                               | SINCLAIR TELEVISION GROUP INC 8.125% 02/15/2033 144A                                                                             | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71715.00      | 0.00%             | 2033-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 12/42#AB7319                                                                                                      | CUSIP: 31417EDZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87018 | PA      | $84210.51      | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.0% 06/01/2029#J28440                                                                                                 | CUSIP: 31307HLV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54901 | PA      | $54046.31      | 0.00%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2006-77 PC 6.5 8/36                                                                                                          | CUSIP: 31396KGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1295 | PA      | $1349.08       | 0.00%             | 2036-08-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 07/20/2046#MA3803                                                                                                   | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1438309 | PA      | $1333181.16    | 0.00%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-II LTD                                                                                    | CIFC FUNDING 2019-II LTD D1RR TSFR3M+260 10/17/2038 144A                                                                         | CUSIP: 12554ABJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $550000.00     | 0.00%             | 2038-10-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| REGATTA IX FUNDING LTD                                                                                      | REGATTA IX FUNDING LTD B1R TSFR3M+200 04/17/2037 144A                                                                            | CUSIP: 75887VAN1<br>LEI: 254900JVS76S6N8G1I74 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1255022.50    | 0.00%             | 2037-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2017-3 LTD                                                                                   | CARLYLE US CLO 2017-3 LTD A1R2 TSFR3M+140 10/21/2037 144A                                                                        | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      340000 | PA      | $341352.18     | 0.00%             | 2037-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDEN BAR SECURITISATION SRL                                                                               | GOLDEN BAR SECURITISATION SRL 2024-1 B 3MEUR+150 09/22/2043 REGS                                                                 | CUSIP: N/A<br>LEI: 549300GESLGUWWGJRM09       | Long             | ABS-CBDO         | CORP              | IT        |       78828 | PA      | $92985.49      | 0.00%             | 2043-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP 2.906% 03/16/2029 144A                                                                                          | CUSIP: 62954WAX3<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1400000 | PA      | $1645601.12    | 0.00%             | 2029-03-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRTKL 2021-SFR1                                                                                             | FRTKL 2021-SFR1 3.171% 09/17/2038 144A                                                                                           | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      128000 | PA      | $123566.41     | 0.00%             | 2038-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC                                                             | ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 08/15/2027 144A                                                            | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      725000 | PA      | $319435.00     | 0.00%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                                                 | SUNOCO LP / SUNOCO FIN CORP 6% 04/15/2027                                                                                        | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      464000 | PA      | $464373.52     | 0.00%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                           | GENERAL MOTORS CO 6.25% 10/02/2043                                                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      525000 | PA      | $518679.44     | 0.00%             | 2043-10-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 04/01/2052#QE0312                                                                                                   | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9951933 | PA      | $7925636.22    | 0.02%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                                                    | BHP BILLITON FIN USA LTD 5.25% 09/08/2033                                                                                        | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     3170000 | PA      | $3268740.11    | 0.01%             | 2033-09-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.45% 04/15/2042                                                                                     | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       87000 | PA      | $69512.69      | 0.00%             | 2042-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 01/01/2036#SB8083                                                                                                 | CUSIP: 3132D56U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2149131 | PA      | $1931161.73    | 0.00%             | 2036-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III LLC / LTD (PARTNERSHIP)                                                      | COMPASS DATACENTERS ISSUER III LLC / LTD (PARTNERSHIP) 5.286% 07/25/2050 144A                                                    | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      757000 | PA      | $765704.36     | 0.00%             | 2050-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 2.615%/VAR 04/22/2032                                                                              | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1832000 | PA      | $1653389.03    | 0.00%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                                               | LONG GILT FUTURE DEC25 G Z5                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         -16 | NC      | $-1500.29      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                                       | MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A                                                                                     | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91855.51      | 0.00%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 3.25% 01/15/2032                                                                                    | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3749000 | PA      | $3345920.64    | 0.01%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 5/15/40                                                                                                                  | CUSIP: 912834HV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4427000 | PA      | $2155765.41    | 0.00%             | 2040-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECS CORP                                                                                  | STRUCTURED ASSET SECS CORP VAR 09/25/2033                                                                                        | CUSIP: 86359AS95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        5822 | PA      | $5580.81       | 0.00%             | 2033-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#                                                                                                         | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60181 | PA      | $48717.18      | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 F1                                                                                            | FKH 2021-SFR1 F1 3.452% 08/17/2038 144A                                                                                          | CUSIP: 33767WAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1469568.90    | 0.00%             | 2038-08-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                                              | EXTENDED STAY AMER TR 2021-ESH TSFR1M+ 07/15/2038 144A                                                                           | CUSIP: 30227FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170179 | PA      | $170013.42     | 0.00%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.75% 04/01/2048                                 | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      895000 | PA      | $797641.18     | 0.00%             | 2048-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR1 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR1 TRUST 0% 05/19/2039 144A                                                                                | CUSIP: 33768NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $792278.82     | 0.00%             | 2039-05-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 05/31/2031                                                                                                      | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3320000 | PA      | $3460710.93    | 0.01%             | 2031-05-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | VERIZON COMMUNICATIONS INC SNR S ICE                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     7000000 | NC      | $7435.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 5.676%/VAR 01/22/2035                                                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      215000 | PA      | $224148.31     | 0.00%             | 2035-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2054#CB8857                                                                                                   | CUSIP: 3140QUZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2915536 | PA      | $2985916.24    | 0.01%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 0% 06/15/2031                                                                                     | CUSIP: 3133TUBN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         549 | PA      | $488.82        | 0.00%             | 2031-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1                                                                   | REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1 D 7.46% 07/15/2036 144A                                                                | CUSIP: 758983AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $103418.67     | 0.00%             | 2036-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                                  | CARVANA CO PIK VAR 06/01/2031 144A                                                                                               | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     1391000 | PA      | $1578211.92    | 0.00%             | 2031-06-01      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 01/01/2041#SC0119                                                                                                 | CUSIP: 3132D9DY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      375604 | PA      | $336876.17     | 0.00%             | 2041-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |     2800000 | NC      | $-37581.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                                      | CONOCOPHILLIPS CO 5.55% 03/15/2054                                                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1110130.67    | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/EUR settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $718.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                                        | FRONTIER COMMUNICATIONS HOLDINGS LLC 6.75% 05/01/2029 144A                                                                       | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100972.20     | 0.00%             | 2029-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                                                   | FEDERAL FARM CREDIT BANKS 2.35% 03/10/2036                                                                                       | CUSIP: 3133EMSR4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     1825000 | PA      | $1462037.43    | 0.00%             | 2036-03-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 08/25/2046                                                                                     | CUSIP: 3136BL5X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      622967 | PA      | $585411.33     | 0.00%             | 2046-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 5.678%/VAR 01/23/2035                                                                                             | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      145000 | PA      | $151111.57     | 0.00%             | 2035-01-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 08/01/2050#SI2064                                                                                                   | CUSIP: 3133USJH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1885415 | PA      | $1661678.48    | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                                                   | CROCS INC 4.125% 08/15/2031 144A                                                                                                 | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      280000 | PA      | $251349.53     | 0.00%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2025-167G MORTGAGE TRUST                                                                               | COMM 2025-167G E MORTGAGE TRUST CSTR 08/10/2040 144A                                                                             | CUSIP: 12674VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125000 | PA      | $125452.89     | 0.00%             | 2040-08-10      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTERNATIONAL FINANCE BV                                                                 | PFIZER NETHERLANDS INTERNATIONAL FINANCE BV 3.25% 05/19/2032                                                                     | CUSIP: 71708LAB5<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |      590000 | PA      | $693683.34     | 0.00%             | 2032-05-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                                                | ALIMENTATION COUCHE-TARD INC CP 0% 09/04/2025                                                                                    | CUSIP: 01626UW43<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     4700000 | PA      | $4696414.37    | 0.01%             | 2025-09-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 3.772%/VAR 01/24/2029                                                                                             | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2740000 | PA      | $2712636.44    | 0.01%             | 2029-01-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4% 01/01/2038#BM3254                                                                                                   | CUSIP: 3140J7TL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      118625 | PA      | $115872.58     | 0.00%             | 2038-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | CDX IG43 5Y ICE                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     9200000 | NC      | $17103.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 02/01/2049#BM5577                                                                                                   | CUSIP: 3140JAFT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1104202 | PA      | $1115464.43    | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA ARM 4.60% 2/35 #779905                                                                                                      | CUSIP: 31404VNW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18215 | PA      | $18799.16      | 0.00%             | 2035-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2019-V LTD / CIFC FDG 2019-V LLC                                                                   | CIFC FDG 2019-V LTD / CIFC FDG 2019-V LLC A1R2 TSFR3M+127 10/15/2038 144A                                                        | CUSIP: 12554XAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3307000 | PA      | $3307000.00    | 0.01%             | 2038-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                                                          | COTERRA ENERGY INC 5.4% 02/15/2035                                                                                               | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7667766.57    | 0.02%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL1 TR                                                                                           | ATLX 2024-RPL1 A1 3.85% 04/25/2064 144A                                                                                          | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2745333 | PA      | $2672430.98    | 0.01%             | 2064-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 6% 04/01/2054                                                                                                            | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      110000 | PA      | $106157.76     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC                                   | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A                                     | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $192703.12     | 0.00%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2048#FM0035                                                                                                 | CUSIP: 3140X3BD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      151610 | PA      | $139889.28     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VEGAS 2024-GCS                                                                                              | VEGAS 2024-GCS D VAR 07/10/2036 144A                                                                                             | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1041414.77    | 0.00%             | 2036-07-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVS INC                                                                                 | MERRILL LYNCH MTGE INVS INC VAR 09/25/2029                                                                                       | CUSIP: 59020UGH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         297 | PA      | $284.07        | 0.00%             | 2029-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2021-2 LTD                                                                                      | OAKTREE CLO 2021-2 LTD AR TSFR3M+97 01/15/2035 144A                                                                              | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249988.75     | 0.00%             | 2035-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.75% 08/15/2041                                                                                     | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      353000 | PA      | $314611.25     | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXVI                                                                                            | APIDOS CLO XXXVI B TSFR3M+186.161 07/20/2034 144A                                                                                | CUSIP: 03769LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1160000 | PA      | $1161160.00    | 0.00%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2.7% 05/25/2047                                                                                   | CUSIP: 3136AWLF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    10586774 | PA      | $9693343.54    | 0.02%             | 2047-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO                                                                                                  | CARVAL CLO A1R TSFR3M+142 10/22/2037 144A                                                                                        | CUSIP: 14686NAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250908.00     | 0.00%             | 2037-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.2% 04/01/2030                                                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5862698.63    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2025-CP1                                                                                    | NYMT LOAN TRUST 2025-CP1 A1 3.75% 11/25/2069 144A                                                                                | CUSIP: 67121VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6729910 | PA      | $6454267.86    | 0.01%             | 2069-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.45% 09/29/2027                                                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4630000 | PA      | $4642627.54    | 0.01%             | 2027-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                                                     | ZIMMER BIOMET HLDGS INC 5.5% 02/19/2035                                                                                          | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      855000 | PA      | $882189.38     | 0.00%             | 2035-02-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| X.AI LLC / X.AI CO ISSUER CO                                                                                | X.AI LLC / X.AI CO ISSUER CO 12.5% 06/30/2030                                                                                    | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $164151.91     | 0.00%             | 2030-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-D1                                                      | ACE SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-D1 STEP 02/25/2038 144A                                                      | CUSIP: 00083BAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      565541 | PA      | $484579.02     | 0.00%             | 2038-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVE and BUSTERS INC                                                                                        | DAVE and BUSTER'S TERM B 1LN 11/01/2031                                                                                          | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |      229628 | PA      | $218463.04     | 0.00%             | 2031-11-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2033#721575                                                                                                   | CUSIP: 31401XT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38365 | PA      | $38836.92      | 0.00%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                                                             | MV24 CAPITAL BV 6.748% 06/01/2034 144A                                                                                           | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      146464 | PA      | $143549.37     | 0.00%             | 2034-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 01/01/2052#QD4275                                                                                                   | CUSIP: 3133B1XC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1197476 | PA      | $1048639.57    | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2048#FS5721                                                                                                   | CUSIP: 3140XMLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1649895 | PA      | $1502884.34    | 0.00%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 08/01/2051#RA5680                                                                                                   | CUSIP: 3133KMJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28106 | PA      | $22488.51      | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BUND FUTURE DEC25 RXZ5 PUT 127.50 09/26/2025                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -28 | NC      | $-10809.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BAYTEX ENERGY CORP                                                                                          | BAYTEX ENERGY CORP 8.5% 04/30/2030 144A                                                                                          | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |      464000 | PA      | $473611.76     | 0.00%             | 2030-04-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 12/15/2042#AB8144                                                                                                   | CUSIP: 36178VBM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13993 | PA      | $13542.55      | 0.00%             | 2042-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                                                     | SIMON PROPERTY GROUP LP 2.45% 09/13/2029                                                                                         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1852814.39    | 0.00%             | 2029-09-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                                                                | ACRISURE TERM B6 1LN 11/06/2030                                                                                                  | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |        4975 | PA      | $4967.24       | 0.00%             | 2030-11-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                                 | VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028                                                                                        | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     2712000 | PA      | $2698646.82    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 3.875% 09/16/2046                                                                                               | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      551000 | PA      | $410219.32     | 0.00%             | 2046-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.162%/VAR 01/24/2031                                                                                | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3270000 | PA      | $3374911.41    | 0.01%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 5.7% 12/30/2034 144A                                                                                    | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1677000 | PA      | $1709713.24    | 0.00%             | 2034-12-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                                                   | FEDERAL FARM CREDIT BANKS 1.77% 02/04/2031                                                                                       | CUSIP: 3133EMZ39<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      815000 | PA      | $728555.39     | 0.00%             | 2031-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 13.3537 05/12/25 01/02/29 CME                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    15700000 | NC      | $7346.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMCC 2021-MHC                                                                                              | JPMCC 2021-MHC E TSFR1M+256.448 04/15/2038 144A                                                                                  | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17000 | PA      | $17031.88      | 0.00%             | 2038-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES1                                                                         | TOWD POINT MORTGAGE TRUST 2025-CES1 5.705% 02/25/2055 144A                                                                       | CUSIP: 89183HAA2<br>LEI: 254900FMI2GPXLO84795 | Long             | ABS-CBDO         | CORP              | US        |     3503232 | PA      | $3549717.22    | 0.01%             | 2055-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC 5.5% 07/25/2035                                                                                                        | CUSIP: 12667GLC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        3319 | PA      | $2701.65       | 0.00%             | 2035-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/46#BM3928                                                                                                      | CUSIP: 3140J8LJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      752823 | PA      | $752248.45     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                                  | PENSKE TRUCK LEASING CO LP /CORP 6.05% 08/01/2028 144A                                                                           | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2105000 | PA      | $2202433.40    | 0.00%             | 2028-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                                                   | CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A                                                                                 | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74323.37      | 0.00%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2023-A                                                                       | MARINER FINANCE ISSUANCE TRUST 2023-A 7.11% 10/22/2035 144A                                                                      | CUSIP: 56847FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      733000 | PA      | $746644.65     | 0.00%             | 2035-10-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                                      | WESCO DISTRIBUTION INC 6.625% 03/15/2032 144A                                                                                    | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1042060.11    | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 1.862% 12/01/2032                                                                                               | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2350000 | PA      | $1919057.00    | 0.00%             | 2032-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-4 LTD                                                             | CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-4 LTD A1RR TSFR3M+122 07/20/2032 144A                                                  | CUSIP: 14311NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      276446 | PA      | $276451.24     | 0.00%             | 2032-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS 2014-2 PASS THRU TR                                                                            | UNITED AIRLS 2014-2 PASS THRU TR 3.75% 03/03/2028                                                                                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      149673 | PA      | $148209.60     | 0.00%             | 2028-03-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC                                                                       | DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC A1R2 TSFR3M+138 07/15/2037 144A                                                            | CUSIP: 26246BAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5727000 | PA      | $5748905.78    | 0.01%             | 2037-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2044#AS2319                                                                                                 | CUSIP: 3138WBSH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2191 | PA      | $2179.79       | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                                           | SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A                                                                               | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9279265 | PA      | $9276364.93    | 0.02%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                                    | SENSATA TECHNOLOGIES INC 4.375% 02/15/2030 144A                                                                                  | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $192509.50     | 0.00%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 2.5% 08/15/2050                                                                                         | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      543000 | PA      | $315451.52     | 0.00%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 11/01/2041#BU6530                                                                                                   | CUSIP: 3140M8HG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      307400 | PA      | $264926.54     | 0.00%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAIRD FDS INC                                                                                               | Baird Aggregate Bond Inst                                                                                                        | CUSIP: 057071854<br>LEI: 5493001CJOVRFMYFIJ62 | Long             | EC               | RF                | US        |   116719464 | NS      | $1153188306.57 | 2.58%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 6.95% 10/15/2033 144A                                                                                   | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2277000 | PA      | $2514361.31    | 0.01%             | 2033-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 01/01/2047#BE6506                                                                                                 | CUSIP: 3140FSGQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49731 | PA      | $48967.17      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MHC COML MTG TR 2021-MHC                                                                                    | MHC COML MTG TR 2021-MHC E TSFR1M+221.544 1 04/15/2026 144A                                                                      | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4340000 | PA      | $4344068.75    | 0.01%             | 2038-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 8/37 #888817                                                                                                          | CUSIP: 31410GPA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73848 | PA      | $76370.42      | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 5.0% 06/01/2031#MA0777                                                                                                 | CUSIP: 31417Y2K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22096 | PA      | $22414.78      | 0.00%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 7%/VAR 06/01/2054                                                                                            | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      736000 | PA      | $787696.64     | 0.00%             | 2054-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-6                                                                              | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-6 VAR 12/25/2054 144A                                                                | CUSIP: 92261BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430606 | PA      | $433628.23     | 0.00%             | 2054-12-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 2/42 #778863                                                                                                          | CUSIP: 36176XB81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       44250 | PA      | $41585.13      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                                               | FORD MOTOR CO 9.625% 04/22/2030                                                                                                  | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      481000 | PA      | $559844.45     | 0.00%             | 2030-04-22      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                                    | CONSTELLATION BRANDS INC 3.7% 12/06/2026                                                                                         | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1191634.26    | 0.00%             | 2026-12-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                                                        | BANK OF MONTREAL QUE 5.511% 06/04/2031                                                                                           | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $262959.90     | 0.00%             | 2031-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                                       | LEVEL 3 FINANCING INC 6.875% 06/30/2033 144A                                                                                     | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1674898.50    | 0.00%             | 2033-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1                                                                                              | EFMT 2024-NQM1 5.708% 11/25/2069 144A                                                                                            | CUSIP: 26845DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1207642 | PA      | $1217082.64    | 0.00%             | 2069-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.25% 01/15/2029                                 | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5888000 | PA      | $5478114.00    | 0.01%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 11/01/2041#FM9558                                                                                                 | CUSIP: 3140XDTQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1936051 | PA      | $1724128.25    | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                                                     | UDR INC 1.9% 03/15/2033                                                                                                          | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |       14000 | PA      | $11345.75      | 0.00%             | 2033-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                 | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.9% 02/01/2046                                                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2852596.28    | 0.01%             | 2046-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                                            | ALTICE FRANCE SA 5.125% 07/15/2029 144A                                                                                          | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      350000 | PA      | $299250.00     | 0.00%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2020-46 KB 1.25% 06/25/2050                                                                       | CUSIP: 3136BAYP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5930441 | PA      | $4617535.69    | 0.01%             | 2050-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE CO PTY LTD                                                                           | SYDNEY ARPT FIN CO PTY LTD 1.75% 04/26/2028 REGS                                                                                 | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |     1500000 | PA      | $1710581.98    | 0.00%             | 2028-04-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                                                         | PECO ENERGY COMPANY 5.25% 09/15/2054                                                                                             | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       71000 | PA      | $66701.62      | 0.00%             | 2054-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT ARPTS REV                                                                               | LA CA AIRPT 2.163% 5/15/2035                                                                                                     | CUSIP: 544445UE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      500000 | PA      | $400831.40     | 0.00%             | 2035-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                                              | PUBLIC SERVICE ELEC and GAS CO 5.8% 05/01/2037                                                                                   | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       24000 | PA      | $25574.75      | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                                            | BERRY GLOBAL INC 5.65% 01/15/2034                                                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2078285.58    | 0.00%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                                                | DISCOVERY COMMUNICATIONS LLC 3.95% 03/20/2028                                                                                    | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     2128000 | PA      | $2056967.36    | 0.00%             | 2028-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                                                       | TIME WARNER CABLE LLC 7.3% 07/01/2038                                                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     6393000 | PA      | $6962393.12    | 0.02%             | 2038-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2046#MA2833                                                                                                   | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      105011 | PA      | $93698.61      | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2042#AB5049                                                                                                   | CUSIP: 31417BTF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25081 | PA      | $24333.85      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032                                                                                | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4206000 | PA      | $3711769.76    | 0.01%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2051#FS4297                                                                                                 | CUSIP: 3140XKX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      557694 | PA      | $545121.13     | 0.00%             | 2051-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Colchester Street Trust                                                                            | FIMM MM Government Portfolio - Instl Cl                                                                                          | CUSIP: 31607A703<br>LEI: 549300SHPEJB1OPRCV46 | Long             | EC               | RF                | US        |   421296560 | NS      | $421296560.11  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT CORPORATION                                                                                       | OPEN TEXT CORPORATION 3.875% 12/01/2029 144A                                                                                     | CUSIP: 683715AD8<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |      235000 | PA      | $221519.88     | 0.00%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 12/20/2042#MA0624                                                                                                   | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1035701 | PA      | $948573.75     | 0.00%             | 2042-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FGLMC 30YR 3.5% 09/46#Q43176                                                                                                     | CUSIP: 3132WGQ67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1834033 | PA      | $1699581.99    | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 05/20/2052#MA8046                                                                                                   | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9164244 | PA      | $8918776.89    | 0.02%             | 2052-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 6.75% 03/15/2032                                                                                            | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61423.62      | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                                                | SYNOPSYS INC 4.85% 04/01/2030                                                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7140338.03    | 0.02%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SESAC FINANCE LLC 2022-1                                                                                    | SESAC FINANCE LLC 2022-1 5.5% 07/25/2055 144A                                                                                    | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      557000 | PA      | $556488.56     | 0.00%             | 2055-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 6.85%/VAR PERP                                                                                            | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      930000 | PA      | $974274.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 5.076%/VAR 01/27/2030                                                                                          | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $408748.55     | 0.00%             | 2030-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JW COMMERCIAL MORTGAGE TRUST 2024-MRCO                                                                      | JW COMMERCIAL MORTGAGE TRUST 2024-MRCO TSFR1M+318.889 06/15/2039 144A                                                            | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      307000 | PA      | $308994.61     | 0.00%             | 2039-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP                                                              | BLUE RACER MS LLC / BR FIN CORP 6.625% 07/15/2026 144A                                                                           | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $214994.93     | 0.00%             | 2026-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP PAY 3.9 07/08/26                                                                                                       | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |     2300000 | NC      | $46705.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.25% 06/30/2029                                                                                                       | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3150100 | PA      | $3107647.49    | 0.01%             | 2029-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC T1Y+NA 08/09/2028                                                                                                   | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      445000 | PA      | $454739.27     | 0.00%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2053#MA4958                                                                                                 | CUSIP: 31418EQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52149 | PA      | $50370.49      | 0.00%             | 2053-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST5                                                              | UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST5 5.419% 09/15/2032 144A                                                            | CUSIP: 91535BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      145000 | PA      | $145449.08     | 0.00%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 1.5% 12/01/2040#RB5089                                                                                                 | CUSIP: 3133KYUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      328340 | PA      | $275000.57     | 0.00%             | 2040-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                                                | DNB BANK ASA 0.25%/VAR 02/23/2029 REGS                                                                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      300000 | PA      | $330608.02     | 0.00%             | 2029-02-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2050#FM5305                                                                                                   | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16672 | PA      | $13506.84      | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2021                                                                                              | CIM TRUST 2021-R1 A2 2.4% 08/25/2056 144A                                                                                        | CUSIP: 12563RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3574126 | PA      | $3270913.10    | 0.01%             | 2056-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.454% 11/01/2032#BM6491                                                                                               | CUSIP: 3140JBF92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5238659 | PA      | $4362941.01    | 0.01%             | 2032-11-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP                                                                                            | GSR 2005-5F 8A3 TSFR1M+61.448 6/35                                                                                               | CUSIP: 36242D7M9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         121 | PA      | $116.50        | 0.00%             | 2035-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2048#BJ7311                                                                                                   | CUSIP: 3140H9DR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      395887 | PA      | $376061.60     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2053#SD4987                                                                                                   | CUSIP: 3132DSRG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1192411 | PA      | $1182961.30    | 0.00%             | 2053-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2023-RTL4                                                                              | LHOME MORTGAGE TRUST 2023-RTL4 STEP 11/25/2028 144A                                                                              | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2450000 | PA      | $2466818.03    | 0.01%             | 2028-11-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                                                                                 | GOODYEAR TIRE and RUBBER CO 5.625% 04/30/2033                                                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94029.77      | 0.00%             | 2033-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.069%/VAR 06/01/2029                                                                                      | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4885000 | PA      | $4620901.07    | 0.01%             | 2029-06-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.766% 01/13/2033                                                                                   | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $212269.15     | 0.00%             | 2033-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 05/20/2044#MA1921                                                                                                   | CUSIP: 36179QD24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      188562 | PA      | $187301.83     | 0.00%             | 2044-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                                                    | VIRGIN MEDIA FINANCE PLC 5% 07/15/2030 144A                                                                                      | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |       70000 | PA      | $64018.40      | 0.00%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2016-1 LTD                                                                                         | VOYA CLO 2016-1 LTD A1R TSFR3M+133.161 01/20/2031 144A                                                                           | CUSIP: 92915CAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       47834 | PA      | $47833.71      | 0.00%             | 2031-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                                                | NNN REIT INC 4.3% 10/15/2028                                                                                                     | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23029.83      | 0.00%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNRS 51 LTD                                                                           | OCTAGON INVESTMENT PARTNRS 51 LTD BR TSFR3M+150 07/20/2034 144A                                                                  | CUSIP: 675943AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4200000 | PA      | $4203973.20    | 0.01%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.26% 10/27/2059 144A                                                                     | CUSIP: 39571XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      758000 | PA      | $765986.97     | 0.00%             | 2059-10-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4.15% 02/15/2028                                                                                                    | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4046000 | PA      | $4050528.40    | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2041#AH6648                                                                                                 | CUSIP: 3138A8L61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18186 | PA      | $18143.75      | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                                      | VENTURE GLOBAL LNG INC 8.125% 06/01/2028 144A                                                                                    | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      910000 | PA      | $942944.73     | 0.00%             | 2028-06-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                                            | LAMAR MEDIA CORP 4% 02/15/2030                                                                                                   | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      157000 | PA      | $149250.72     | 0.00%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 06/01/2041#FM7891                                                                                                   | CUSIP: 3140XBXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      119976 | PA      | $104891.51     | 0.00%             | 2041-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD-COLLATERALIZED NOTES SERIES 2020-PLS1                                                     | NRZ EXCESS SPREAD-COLLATERALIZED NOTES SERIES 2020-PLS1 3.844% 12/25/2025 144A                                                   | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       97828 | PA      | $97199.51      | 0.00%             | 2025-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 6.95%/VAR PERP                                                                                                     | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      623000 | PA      | $632589.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.625% 10/15/2026                                                                                                      | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34854000 | PA      | $35156249.71   | 0.08%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC 2016-NXSR COML MTG TR                                                                                  | CSMC 2016-NXSR COML MTG TR 3.7948% 12/15/2049                                                                                    | CUSIP: 12594PAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1977526.20    | 0.00%             | 2049-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                                                       | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.75% 05/19/2033                                                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      396000 | PA      | $396791.98     | 0.00%             | 2033-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2025-4                                                                     | EXETER AUTOMOBILE RECEIVABLES TR 2025-4 4.39% 09/17/2029                                                                         | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1503955.95    | 0.00%             | 2029-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LFT CRE 2021-FL1 LTD / LFT CRE 2021-FL1 LLC                                                                 | LFT CRE 2021-FL1 LTD / LFT CRE 2021-FL1 LLC TSFR1M+306.448 06/15/2039 144A                                                       | CUSIP: 50203JAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      365500 | PA      | $355575.94     | 0.00%             | 2039-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 08/20/2051#MA7534                                                                                                   | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10147933 | PA      | $8646827.57    | 0.02%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2036#FM6147                                                                                                   | CUSIP: 3140X9ZM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58375 | PA      | $54311.36      | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 03/01/2033#G18681                                                                                                   | CUSIP: 3128MMXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      289015 | PA      | $281612.80     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 03/01/2041#A97686                                                                                                 | CUSIP: 312946RF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       56493 | PA      | $57453.75      | 0.00%             | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXI LTD                                                                                        | SYMPHONY CLO XXI LTD AR2 TSFR3M+90 07/15/2032 144A                                                                               | CUSIP: 87166RGE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      237084 | PA      | $237108.74     | 0.00%             | 2032-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC T5Y+289 6.875%/VAR PERP                                                                                            | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      250000 | PA      | $254418.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2023-2                                                                                  | DT AUTO OWNER TRUST 2023-2A E 11.06% 04/15/2030 144A                                                                             | CUSIP: 23346CAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $856446.64     | 0.00%             | 2030-04-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| SPGN 2022-TFLM MTG TR                                                                                       | SPGN 2022-TFLM C TSFR1M+265 02/15/2039 144A                                                                                      | CUSIP: 78473HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      983000 | PA      | $963405.07     | 0.00%             | 2039-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR3 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR3 TRUST 3.5% 07/17/2038 144A                                                                              | CUSIP: 33768EAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3422158.25    | 0.01%             | 2038-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2043#890564                                                                                                   | CUSIP: 31410LMM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75984 | PA      | $69760.61      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AASET 2019-2 TR                                                                                             | AASET 2019-2 TR 3.376% 10/16/2039 144A                                                                                           | CUSIP: 00038RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1563562 | PA      | $1547926.68    | 0.00%             | 2039-10-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NY ST DORM AUTH REVS NON ST SUPPORTED DEBT                                                                  | NY ST DOR 5.228% 7/1/2035                                                                                                        | CUSIP: 64985SFE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5630000 | PA      | $5783212.57    | 0.01%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                                                       | CANADA GOVERNMENT OF 1.5% 12/01/2031                                                                                             | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      300000 | PA      | $198961.92     | 0.00%             | 2031-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2053#MA5038                                                                                                   | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5820340 | PA      | $5765117.89    | 0.01%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/01/2052#SD8189                                                                                                 | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2427399 | PA      | $2025689.43    | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIG COMBIBLOC PURCHASECO SARL                                                                               | SIG COMBIBLOC PURCHASECO SARL 3.75% 03/19/2030 REGS                                                                              | CUSIP: N/A<br>LEI: 549300Q95MWZB4BXB866       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $237819.47     | 0.00%             | 2030-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 04/01/2052#SD8205                                                                                                 | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    22657685 | PA      | $18893910.18   | 0.04%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                                                                           | BEAR STRNS ASSET BCKD SEC I TR TSFR1M+46.448 03/25/2036                                                                          | CUSIP: 07387UGB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      124442 | PA      | $31762.57      | 0.00%             | 2036-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS HOLDINGS CAPITAL LLC                                                                      | MAXIM CRANE WORKS HOLDINGS CAPITAL LLC 11.5% 09/01/2028 144A                                                                     | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $951030.46     | 0.00%             | 2028-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 02/01/2035#FM2502                                                                                                 | CUSIP: 3140X5X81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      570927 | PA      | $541088.59     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                                                     | BX COML MTG TR 2023-XL3 D TSFR1M+358.88 12/09/2040 144A                                                                          | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      214803 | PA      | $215339.65     | 0.00%             | 2040-12-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 04/20/2036#737987                                                                                                     | CUSIP: 3620AR2U4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         339 | PA      | $342.03        | 0.00%             | 2036-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 1.5% 01/01/2041#MA4231                                                                                                 | CUSIP: 31418DVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      878924 | PA      | $735566.28     | 0.00%             | 2041-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 5.5% 02/15/2035                                                                                                   | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      580000 | PA      | $585010.00     | 0.00%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2052#SD8214                                                                                                 | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4273006 | PA      | $3869552.20    | 0.01%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 12/20/44#MA2446                                                                                                     | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       64846 | PA      | $62263.55      | 0.00%             | 2044-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 04/47#784304                                                                                                          | CUSIP: 3622A2X98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1470735 | PA      | $1388582.33    | 0.00%             | 2047-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-IND                                                                                           | BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A                                                                                   | CUSIP: 05609WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2788100 | PA      | $2789842.57    | 0.01%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP                                                                                            | GS MTG SECS CORP VAR 09/25/2035 144A                                                                                             | CUSIP: 362341LS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      360019 | PA      | $315740.17     | 0.00%             | 2035-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 7.375% 02/01/2031 144A                                                                                        | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      637000 | PA      | $666350.79     | 0.00%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 4.3% 06/15/2043                                                                                                       | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      117000 | PA      | $100321.54     | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA PLC                                                                                 | PRUDENTIAL FUNDING ASIA PLC T5Y+NA 11/03/2033 REGS                                                                               | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |     2100000 | PA      | $1994300.99    | 0.00%             | 2033-11-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL1 LLC                                                                                          | PRPM 2024-RPL1 LLC A1 4.2% 12/25/2064 144A                                                                                       | CUSIP: 69380XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      337829 | PA      | $332176.82     | 0.00%             | 2064-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN CTF LTD                                                                                | BIOCEANICO SOVEREIGN CTF LTD 0% 06/05/2034 144A                                                                                  | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      110990 | PA      | $88850.49      | 0.00%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 1.5% 12/01/2040#MA4202                                                                                                 | CUSIP: 31418DU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1864780 | PA      | $1561882.70    | 0.00%             | 2040-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 09/01/2043#AU7317                                                                                                 | CUSIP: 3138X7DX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49993 | PA      | $45364.04      | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                                                        | TC ZIRAAT BANKASI AS 7.25% 02/04/2030 144A                                                                                       | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |      207000 | PA      | $212175.00     | 0.00%             | 2030-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/EUR settle 2025-10-10                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1908.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                                                                            | GREENKO DUTCH BV 3.85% 03/29/2026 144A                                                                                           | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |      176000 | PA      | $173976.00     | 0.00%             | 2026-03-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                                                       | BROOKLYN UNION GAS CO 3.865% 03/04/2029 144A                                                                                     | CUSIP: 114259AT1<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29465.70      | 0.00%             | 2029-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                                                | FLEX INTERMEDIATE HOLDCO LLC 3.363% 06/30/2031 144A                                                                              | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     4831000 | PA      | $4414963.46    | 0.01%             | 2031-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 5.2% 01/15/2033                                                                                                 | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1086000 | PA      | $1105672.52    | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 06/01/2055#MA5735                                                                                                 | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2272571 | PA      | $2285754.31    | 0.01%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                                  | UNUM GROUP 4.125% 06/15/2051                                                                                                     | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1103416.68    | 0.00%             | 2051-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| B and G FOODS INC                                                                                           | B and G FOODS INC 8% 09/15/2028 144A                                                                                             | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1228587.13    | 0.00%             | 2028-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                                                                            | ASB BANK LIMITED 2.375% 10/22/2031 144A                                                                                          | CUSIP: 00216LAE3<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      200000 | PA      | $178380.09     | 0.00%             | 2031-10-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP REC 3.8 08/10/26                                                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    16240000 | NC      | $480556.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 5.25% 02/28/2053                                                                                    | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       81000 | PA      | $74146.65      | 0.00%             | 2053-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRST                                                                                   | NAVIENT STUDENT LOAN TRUST 23-BA A1A 6.48% 03/15/2072 144A                                                                       | CUSIP: 63942TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       98813 | PA      | $101447.16     | 0.00%             | 2072-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/46#BC9077                                                                                                      | CUSIP: 3140F5CP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2268541 | PA      | $2097414.12    | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES                                                   | FEDERAL NATL MTG ASSN STRIPPED VAR 10/25/2037                                                                                    | CUSIP: 3136FFQS1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |        1420 | PA      | $306.26        | 0.00%             | 2037-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2046#BC3883                                                                                                   | CUSIP: 3140EYJ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      198114 | PA      | $189245.32     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4.5% 09/01/2055 #TBA                                                                                                   | CUSIP: 01F042699<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -755043000 | PA      | $-726256985.63 | -1.63%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                                                    | BASS PRO TERM B 1LN 01/23/2032                                                                                                   | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |      513622 | PA      | $514649.23     | 0.00%             | 2032-01-23      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-5C1                                                                            | WELLS FARGO COML MTG TR 2024-5C1 5.928% 07/15/2057                                                                               | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1994848.00    | 0.00%             | 2057-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                                             | MASTERBRAND INC 7% 07/15/2032 144A                                                                                               | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |      505000 | PA      | $523131.02     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2054#CB7923                                                                                                   | CUSIP: 3140QTYV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5976412 | PA      | $5581404.77    | 0.01%             | 2054-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                                                     | BX COML MTG TR 2024-XL5 C TSFR1M+194.087 03/15/2039 144A                                                                         | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2743181 | PA      | $2748324.64    | 0.01%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP                                                      | DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 7.375% 06/30/2033 144A                                                    | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $265171.99     | 0.00%             | 2033-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                                                   | TEGNA INC 5% 09/15/2029                                                                                                          | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      545000 | PA      | $545565.71     | 0.00%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.571%/VAR 04/22/2028                                                                                      | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2310000 | PA      | $2359394.75    | 0.01%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| XEROX CORP                                                                                                  | XEROX TERM 1LN 11/19/2029                                                                                                        | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |      267282 | PA      | $248973.17     | 0.00%             | 2029-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXI LTD                                                                               | MADISON PARK FUNDING XXXI LTD B1R TSFR3M+180 07/23/2037 144A                                                                     | CUSIP: 55819DBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $602464.20     | 0.00%             | 2037-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2043#AB9361                                                                                                 | CUSIP: 31417GMK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      101734 | PA      | $95826.71      | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG TR                                                                                            | JP MORGAN MTG TR 6% 11/25/2034                                                                                                   | CUSIP: 466247JV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        5320 | PA      | $5037.42       | 0.00%             | 2034-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.55% 11/01/2032#WA3237                                                                                                | CUSIP: 3132WWZB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      432138 | PA      | $413201.41     | 0.00%             | 2032-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.5% 11/16/2026                                                                                    | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      752000 | PA      | $745787.00     | 0.00%             | 2026-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK CR CARD ISSUANCE TR                                                                                | CITIBANK CR CARD ISSUANCE TR 18-A7 A7 3.96% 10/15/2030                                                                           | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |     5400000 | PA      | $5401931.04    | 0.01%             | 2030-10-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN and PET CO                                                                                   | CENTRAL GARDEN and PET CO 5.125% 02/01/2028                                                                                      | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14932.73      | 0.00%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                                             | BANK 2021-BNK33 2.27% 05/15/2064                                                                                                 | CUSIP: 06541CBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9000000 | PA      | $8103519.00    | 0.02%             | 2064-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 03/20/2051#MA7254                                                                                                     | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1547162 | PA      | $1267326.90    | 0.00%             | 2051-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                                                      | THE CAMPBELL'S COMPANY CP 0% 10/09/2025                                                                                          | CUSIP: 13443CX97<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3979078.00    | 0.01%             | 2025-10-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 07/01/2036#SB0535                                                                                                 | CUSIP: 3132CWSY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2810557 | PA      | $2652252.55    | 0.01%             | 2036-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2052#FS1255                                                                                                   | CUSIP: 3140XGMD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      230005 | PA      | $218126.79     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC SER 2015-6R                                                                                            | CSMC SER 2015-6R TSFR1M+29.448 03/27/2036 144A                                                                                   | CUSIP: 12650EBQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       57055 | PA      | $48674.55      | 0.00%             | 2036-03-27      | Variable      | 0.04%                 | No            |                  3 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP                                                                                | BANC OF AMERICA FUNDING CORP 5.5% 08/25/2035                                                                                     | CUSIP: 05946XF57<br>LEI: 54930034NF48M07EOO61 | Long             | ABS-CBDO         | CORP              | US        |       13554 | PA      | $13230.78      | 0.00%             | 2035-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                                                 | TEXTRON INC 3% 06/01/2030                                                                                                        | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      550000 | PA      | $516587.84     | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMMC CDO                                                                                                    | AMMC CDO AR TSFR3M+120 01/20/2035 144A                                                                                           | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5200000 | PA      | $5210493.60    | 0.01%             | 2035-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.25% 09/24/2027                                                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1667000 | PA      | $1668502.88    | 0.00%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.685000 04/15/2029 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1736000 | NC      | $-1003.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2052#CB2637                                                                                                 | CUSIP: 3140QM4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      747156 | PA      | $628879.50     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2047#CA0346                                                                                                 | CUSIP: 3140Q7L47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      139466 | PA      | $135702.76     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 5.403%/VAR 09/11/2035                                                                             | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2216136.87    | 0.00%             | 2035-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR2 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR2 TRUST 4.5% 07/17/2039 144A                                                                              | CUSIP: 33767PAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      497000 | PA      | $483831.34     | 0.00%             | 2039-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 4/41 #762904                                                                                                          | CUSIP: 36176DKR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       37999 | PA      | $37844.86      | 0.00%             | 2041-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                                              | NEW JERSEY ST TPK AUTH TPK REVBUILD AMERICA BONDS-TAXABLE-A-ISSUER SUBSIDY                                                       | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |      855000 | PA      | $985601.42     | 0.00%             | 2041-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 5.303% 09/06/2029                                                                                       | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4765680.14    | 0.01%             | 2029-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHESHIRE 2025 1 PLC                                                                                         | CHESHIRE PLC 2025-1 C STEP 06/28/2048 REGS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $135153.66     | 0.00%             | 2048-06-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2023-4                                                               | GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2023-4 6.48% 03/20/2057 144A                                                              | CUSIP: 38237YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1507262 | PA      | $1478896.45    | 0.00%             | 2057-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2051#FM9748                                                                                                 | CUSIP: 3140XDZN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39709 | PA      | $33559.84      | 0.00%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                    | COREBRIDGE FINANCIAL INC 3.9% 04/05/2032                                                                                         | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     6908000 | PA      | $6532817.13    | 0.01%             | 2032-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 11/01/2053#FS7252                                                                                                   | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1831075 | PA      | $1812558.07    | 0.00%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 06/41#RB5115                                                                                                      | CUSIP: 3133KYVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      913619 | PA      | $816532.55     | 0.00%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNW 2004-W2 2A2 7% 2/44                                                                                                          | CUSIP: 31393XGQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         449 | PA      | $465.06        | 0.00%             | 2044-02-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 10/01/2035#BK5705                                                                                                   | CUSIP: 3140HKKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1226598 | PA      | $1130861.29    | 0.00%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY451600 12/16/72 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |     6000000 | NC      | $-21364.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELTA AIRLINES INC                                                                                          | DELTA AIRLINES INC 2% 12/10/2029                                                                                                 | CUSIP: 247361ZV3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      213814 | PA      | $201818.43     | 0.00%             | 2029-12-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NJ TR 2023-GSP                                                                                              | NJ TR 2023-GSP A VAR 12/06/2028                                                                                                  | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      143000 | PA      | $150969.45     | 0.00%             | 2029-01-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC CP 0% 09/11/2025                                                                                                         | CUSIP: 40412BWB5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5590179.84    | 0.01%             | 2025-09-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST MTG PASS THRU CTFS SER 2006-AF1                         | NAA 2006-AF1 1A3 6.408% 5/36                                                                                                     | CUSIP: 65536PAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2753964 | PA      | $521116.04     | 0.00%             | 2036-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST 2023-3                                                                           | GLS AUTO RECEIVABLES TRUST 2023-3 D 6.44% 05/15/2029 144A                                                                        | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1407000 | PA      | $1440246.85    | 0.00%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FTA SANTANDER CONSUMO 7                                                                                     | FTA SANTANDER CONSUMO 7 3 3MEUR+0 07/20/2038 REGS                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | ES        |       78536 | PA      | $92217.18      | 0.00%             | 2038-07-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 5.05% 03/25/2048                                                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3214860.49    | 0.01%             | 2048-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 4.875% 02/15/2028                                                                                         | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      145000 | PA      | $147680.80     | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 7/41 #769093                                                                                                          | CUSIP: 36176LGA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9672 | PA      | $9372.43       | 0.00%             | 2041-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.9% 03/01/2055                                                                                    | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      108000 | PA      | $103130.36     | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE8 ISSUER LLC                                                                               | LOANCORE 2025-CRE8 ISSUER LLC A TSFR1M+138.504 08/17/2042 144A                                                                   | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      143000 | PA      | $142999.83     | 0.00%             | 2042-08-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 2.045%/VAR 10/19/2027 144A                                                                                               | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     2670000 | PA      | $2597318.84    | 0.01%             | 2027-10-19      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                                                       | WASHINGTON UNIVERSITY 4.349% 04/15/2122                                                                                          | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     2340000 | PA      | $1751281.04    | 0.00%             | 2122-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FDG II                                                                                | PRINCIPAL LIFE GLOBAL FDG II 3% 04/18/2026 144A                                                                                  | CUSIP: 74256LAU3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16858.63      | 0.00%             | 2026-04-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-PURE                                                                      | BX COMMERCIAL MORTGAGE TRUST 2024-PURE CAON+190 11/15/2029 144A                                                                  | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |       68106 | PA      | $50161.77      | 0.00%             | 2041-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 01/01/2051#MA4237                                                                                                   | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14605863 | PA      | $11705015.57   | 0.03%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LL                                                                                  | CRESCENT ENERGY FINANCE LLC 7.625% 04/01/2032 144A                                                                               | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      715000 | PA      | $712092.59     | 0.00%             | 2032-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 CLASS B PASS THROUGH TRUST                                                           | UNITED AIRLS 2016-2 CL B PASS THRU TR 3.65% 04/07/2027                                                                           | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20743 | PA      | $20698.50      | 0.00%             | 2027-04-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAMU ASSET BACKED CTFS WAMU SER 2007 HE2 TR                                                                 | WMHE 2007-HE2 2A4 TSFR1M+36 4/37                                                                                                 | CUSIP: 92926SAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1189364 | PA      | $404260.84     | 0.00%             | 2037-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| A and D MTG TR 2025-NQM2                                                                                    | A and D MTG TR 2025-NQM2 VAR 06/25/2070 144A                                                                                     | CUSIP: 00250EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      487446 | PA      | $492612.64     | 0.00%             | 2070-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.0% 02/01/2038#A73397                                                                                                 | CUSIP: 3128L6X20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18361 | PA      | $19460.97      | 0.00%             | 2038-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT                                                 | HOLDING D'INFRASTRUCTURES ET DES METIERS DE L'ENVIRONNEMENT 0.625% 09/16/2028 REGS                                               | CUSIP: N/A<br>LEI: 969500I3QVK40XEORU25       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $321821.99     | 0.00%             | 2028-09-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                                              | SABRE TERM B 1LN 06/30/2028                                                                                                      | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       38937 | PA      | $36698.48      | 0.00%             | 2028-06-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 7.625%/VAR PERP                                                                                           | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      160000 | PA      | $170882.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                                            | GMF FLOORPLAN OWNER REVOLVING TR 4.73% 11/15/2029 144A                                                                           | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3610000 | PA      | $3658777.96    | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                                                     | SAUDI ARABIA KINGDOM OF 3.625% 03/04/2028 REGS                                                                                   | CUSIP: N/A<br>LEI: 54930044PULMORCKB765       | Long             | DBT              | NUSS              | SA        |     8800000 | PA      | $8673940.00    | 0.02%             | 2028-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRKCM 2024-HOME1 TR                                                                                         | PRKCM 2024-HOME1 TR VAR 05/25/2059 144A                                                                                          | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2191515 | PA      | $2221238.39    | 0.00%             | 2059-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 10/01/2042#C04268                                                                                                 | CUSIP: 31292LW50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       49102 | PA      | $44955.37      | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2051#MA4256                                                                                                 | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6072524 | PA      | $5078969.88    | 0.01%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TR VII                                                                             | WILLIS ENGINE STRUCTURED TR VII 23-A A 8% 10/15/2048 144A                                                                        | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      781406 | PA      | $810476.12     | 0.00%             | 2048-10-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                                                          | ESSEX PORTFOLIO LP 1.7% 03/01/2028                                                                                               | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      515000 | PA      | $484598.40     | 0.00%             | 2028-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                                                       | INDONESIA REPUBLIC OF 2.85% 02/14/2030                                                                                           | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1430000 | PA      | $1344915.00    | 0.00%             | 2030-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.0% 01/20/2035#781859                                                                                                   | CUSIP: 36241KB49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      794435 | PA      | $805414.78     | 0.00%             | 2035-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2048#CA0990                                                                                                 | CUSIP: 3140Q8C45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      201764 | PA      | $187174.18     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXUS BUYER LLC                                                                                             | INTRAFI NETWORK TERM B 1LN 07/31/2031                                                                                            | CUSIP: 65343UAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       70000 | PA      | $69825.00      | 0.00%             | 2031-07-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 08/01/2041#QK0985                                                                                                 | CUSIP: 3133D4CW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      130788 | PA      | $117331.57     | 0.00%             | 2041-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR NOTE FUT (CBT)DEC25 TYZ5                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -923 | NC      | $-554667.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#RA6510                                                                                                   | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3569303 | PA      | $2884948.56    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2051#CB2350                                                                                                   | CUSIP: 3140QMTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2316312 | PA      | $1867854.27    | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD                                                                                      | ROCKFORD TOWER CLO LTD BR TSFR3M+170 07/20/2035 144A                                                                             | CUSIP: 77340JAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3055000 | PA      | $3055000.00    | 0.01%             | 2035-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 06/47#Q48876                                                                                                      | CUSIP: 3132WN2J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      139245 | PA      | $137237.69     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES2                                                                         | TOWD POINT MORTGAGE TRUST 2025-CES2 A1 5.348% 07/25/2065 144A                                                                    | CUSIP: 89183KAA5<br>LEI: 25490031FI1THTB1EH80 | Long             | ABS-CBDO         | CORP              | US        |     3905256 | PA      | $3930439.11    | 0.01%             | 2065-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2046#BM1169                                                                                                   | CUSIP: 3140J5JP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      198803 | PA      | $192303.40     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2048#BN1312                                                                                                   | CUSIP: 3140JHN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      169307 | PA      | $160404.62     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2047#BE5530                                                                                                 | CUSIP: 3140FREC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      103973 | PA      | $96129.90      | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2046#BE4488                                                                                                 | CUSIP: 3140FP7A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      116491 | PA      | $114447.06     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2043#Q16935                                                                                                 | CUSIP: 3132J8EH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      187105 | PA      | $176354.54     | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#BR4722                                                                                                   | CUSIP: 3140L3G88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25703 | PA      | $20799.10      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 12/41 #AB4115                                                                                                         | CUSIP: 31417ASD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2697 | PA      | $2618.25       | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                                              | OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029                                                                                 | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     7647000 | PA      | $7318600.73    | 0.02%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HALSEYPOINT CLO 7 LTD / HALSEYPOINT CLO 7 LLC                                                               | HALSEYPOINT CLO 7 LTD / LLC 2023-7A A1R TSFR3M+145 07/20/2038 144A                                                               | CUSIP: 40638LAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      420000 | PA      | $421886.22     | 0.00%             | 2038-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2046#Q43088                                                                                                 | CUSIP: 3132WGNE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      409482 | PA      | $379462.87     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                               | AEP TEXAS INC 2.1% 07/01/2030                                                                                                    | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3041617.57    | 0.01%             | 2030-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                                                  | DCP MIDSTREAM OPER LP 5.6% 04/01/2044                                                                                            | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     3773000 | PA      | $3516657.14    | 0.01%             | 2044-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 4.95% 08/15/2028                                                                                   | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      731000 | PA      | $750243.63     | 0.00%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST 2019-MH1                                                                             | CASCADE MH ASSET TRUST 2019-MH1 5% 11/25/2044 144A                                                                               | CUSIP: 14732FAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      497340 | PA      | $464920.30     | 0.00%             | 2044-11-25      | Fixed         | 0.05%                 | No            |                  3 | On Loan: No      |
| UNICREDIT SPA                                                                                               | UNICREDIT SPA 3.127%/VAR 06/03/2032 144A                                                                                         | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     2515000 | PA      | $2308785.34    | 0.01%             | 2032-06-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XX LTD                                                                                     | SIXTH STREET CLO XX LTD 2021-20A A1R TSFR3M+132 07/17/2038 144A                                                                  | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3776000 | PA      | $3788770.43    | 0.01%             | 2038-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.440000 05/09/2054                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -770000 | NC      | $85790.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CEDAR FDG XVII CLO LTD                                                                                      | CEDAR FDG XVII CLO LTD AR TSFR3M+135 07/20/2038 144A                                                                             | CUSIP: 15033PAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4739000 | PA      | $4756283.13    | 0.01%             | 2038-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-8                                                                             | ANGEL OAK MORTGAGE TRUST 2025-8 STEP 07/25/2070 144A                                                                             | CUSIP: 03466UAA2<br>LEI: 254900WZRTR935QJJ709 | Long             | ABS-CBDO         | CORP              | US        |      651193 | PA      | $655082.30     | 0.00%             | 2070-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                                        | DUKE ENERGY OHIO INC 4.3% 02/01/2049                                                                                             | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       43000 | PA      | $34643.57      | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 4.942%/VAR 09/10/2030                                                                                               | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2650000 | PA      | $2692489.86    | 0.01%             | 2030-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2050#SD8106                                                                                                   | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12186563 | PA      | $9777634.16    | 0.02%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX TR 2024-BRBK                                                                                             | BX TR 2024-BRBK TSFR1M+487.381 10/15/2041 144A                                                                                   | CUSIP: 05613NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1127810 | PA      | $1130627.38    | 0.00%             | 2041-10-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3% 08/25/2050                                                                                     | CUSIP: 3137H6V28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1367897 | PA      | $1265802.85    | 0.00%             | 2050-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 10/31/2027                                                                                                      | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2393000 | PA      | $2417958.25    | 0.01%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                                              | BRASKEM NETHERLANDS FIN BV 8.5% 01/12/2031 144A                                                                                  | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     4393000 | PA      | $3338680.00    | 0.01%             | 2031-01-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/45#Q32820                                                                                                        | CUSIP: 3132QPD27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5797 | PA      | $5254.38       | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 5.836%/VAR 06/12/2034                                                                                             | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      915000 | PA      | $964969.28     | 0.00%             | 2034-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                                                 | HONEYWELL INTL INC 5.25% 03/01/2054                                                                                              | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      330000 | PA      | $306889.02     | 0.00%             | 2054-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5.5% 07/01/2053#RA9373                                                                                                 | CUSIP: 3133KRMW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3069215 | PA      | $3122507.56    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                                                         | GRAY TELEVISION INC 10.5% 07/15/2029 144A                                                                                        | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      285000 | PA      | $310208.54     | 0.00%             | 2029-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 10/01/2046#G08732                                                                                                   | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      753821 | PA      | $674185.77     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 03/20/2052#CL5064                                                                                                   | CUSIP: 3617YCTV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      381179 | PA      | $343097.62     | 0.00%             | 2052-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 02/01/2053#MA4918                                                                                                   | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      567869 | PA      | $562659.05     | 0.00%             | 2053-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RALI SER 2007-QS3 TR                                                                                        | RALI SER 2007-QS3 TR 6.25% 02/25/2037                                                                                            | CUSIP: 75116BAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1870903 | PA      | $1503780.55    | 0.00%             | 2037-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                                                      | CDW LLC / CDW FIN CORP 3.276% 12/01/2028                                                                                         | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      740000 | PA      | $711308.20     | 0.00%             | 2028-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 7.5% 05/15/2031                                                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      605000 | PA      | $634218.48     | 0.00%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                                                                                         | GRAY TELEVISION INC 9.625% 07/15/2032 144A                                                                                       | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100511.27     | 0.00%             | 2032-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 05/01/2041#FM7587                                                                                                 | CUSIP: 3140XBND8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      239135 | PA      | $214959.53     | 0.00%             | 2041-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 01/01/2053#                                                                                                       | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      337672 | PA      | $326154.93     | 0.00%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2052#MA4626                                                                                                   | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9394961 | PA      | $8796612.61    | 0.02%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2020-1 LTD                                                                                  | EATON VANCE CLO 2020-1 LTD ARR TSFR3M+139 10/15/2037 144A                                                                        | CUSIP: 278300AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3921000 | PA      | $3931367.12    | 0.01%             | 2037-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2% 11/15/2041                                                                                        | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39368000 | PA      | $26993222.71   | 0.06%             | 2041-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TCP SUNBELT ACQUISITION CO                                                                                  | SUNBELT SOLOMON TERM B 1LN 10/24/2031                                                                                            | CUSIP: 87233DAB3<br>LEI: 549300P5GYKSLPTV1Y23 | Long             | LON              | CORP              | US        |      174125 | PA      | $174777.97     | 0.00%             | 2031-10-24      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                                                        | ENTERGY ARKANSAS LLC 5.75% 06/01/2054                                                                                            | CUSIP: 29366MAG3<br>LEI: KYX6QEFGFXUFFAWLGG05 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69689.40      | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2049#FM7786                                                                                                   | CUSIP: 3140XBUL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5177211 | PA      | $4921178.06    | 0.01%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | USTN TII 2.375% 02/15/2055                                                                                                       | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7230000 | PA      | $6995036.35    | 0.02%             | 2055-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2052#MA4654                                                                                                 | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12163128 | PA      | $11014695.53   | 0.02%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2048#BN0133                                                                                                   | CUSIP: 3140JGEF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42372 | PA      | $40144.60      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2053#CB7100                                                                                                   | CUSIP: 3140QS3J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4183951 | PA      | $4150792.01    | 0.01%             | 2053-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLETCHLEY PARK FUNDING 2025-1 PLC                                                                           | BLETCHLEY PARK FUNDING 2025-1 PLC SONIO+338 01/27/2070 REGS                                                                      | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $135733.40     | 0.00%             | 2070-01-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ADMT 2023-NQM5 A1                                                                                           | ADMT 2023-NQM5 A1 7.049% 11/25/2068 144A                                                                                         | CUSIP: 00249XAA6<br>LEI: 984500L072D83D1AA637 | Long             | ABS-CBDO         | CORP              | US        |      296771 | PA      | $300686.82     | 0.00%             | 2068-11-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-B                                                                               | OPORTUN ISSUANCE TRUST 2025-B 4.88% 05/09/2033 144A                                                                              | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1207165.92    | 0.00%             | 2033-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2020-III LTD                                                                                   | CIFC FUNDING 2020-III LTD A1R TSFR3M+139.161 10/20/2034 144A                                                                     | CUSIP: 12560EAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10000000 | PA      | $10004160.00   | 0.02%             | 2034-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS (MAURITIUS) LTD                                                                       | GREENKO WIND PROJECTS (MAURITIUS) LTD 7.25% 09/27/2028 REGS                                                                      | CUSIP: N/A<br>LEI: 254900MSUXE1FF83DP82       | Long             | DBT              | CORP              | MU        |      900000 | PA      | $915291.00     | 0.00%             | 2028-09-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TR                                                                                         | MEXICO CITY ARPT TR 5.5% 07/31/2047 144A                                                                                         | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     3767000 | PA      | $3183774.23    | 0.01%             | 2047-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAISTER FINANCE DAC                                                                                         | CAISTER FINANCE DAC SONIO+ 08/17/2035 144A                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |     1500000 | PA      | $2024956.97    | 0.00%             | 2035-08-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ASIMI FUNDING 2025-1 PLC                                                                                    | ASIMI FUNDING 2025-1 C PLC SONIO+175 05/16/2032 REGS                                                                             | CUSIP: N/A<br>LEI: 6354002PZBGQEXUI2V51       | Long             | ABS-CBDO         | CORP              | GB        |       85625 | PA      | $116022.74     | 0.00%             | 2032-05-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.85% 11/01/2027                                                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2266425.22    | 0.01%             | 2027-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 5.2% 04/15/2032                                                                                                     | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1837000 | PA      | $1896116.26    | 0.00%             | 2032-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 09/01/2051#QC7496                                                                                                   | CUSIP: 3133ASKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1486403 | PA      | $1303048.16    | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#FS0965                                                                                                   | CUSIP: 3140XGCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      119007 | PA      | $95111.01      | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                         | NOMURA HOLDINGS INC FRN SOFR+125 07/02/2027                                                                                      | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     3000000 | PA      | $3027682.80    | 0.01%             | 2027-07-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                                                       | TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030                                                                                   | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3285000 | PA      | $3124766.96    | 0.01%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.5% 11/15/2033                                                                                                        | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   175900000 | PA      | $181383133.69  | 0.41%             | 2033-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                                   | MORGAN STANLEY SNR S* ICE                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |     5600000 | NC      | $2774.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2052#CB2695                                                                                                   | CUSIP: 3140QM7H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       81327 | PA      | $77254.07      | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                                                 | BOSTON PPTYS LTD PARTNERSHIP 4.5% 12/01/2028                                                                                     | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     5210000 | PA      | $5213208.73    | 0.01%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1                                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 VAR 09/25/2068 144A                                                     | CUSIP: 61775VAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100040.40     | 0.00%             | 2068-09-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| REGATTA XXVII FUNDING LTD                                                                                   | REGATTA XXVII FUNDING LTD A1 TSFR3M+153 04/26/2037 144A                                                                          | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250770.75     | 0.00%             | 2037-04-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                                                                       | ELECTRICITE DE FRANCE 4.75% 06/17/2044 REGS                                                                                      | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1042724.12    | 0.00%             | 2044-06-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                                            | WHEELS FLEET LEASE FUNDING 1 LLC 4.87% 06/21/2039 144A                                                                           | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |     4169723 | PA      | $4202294.38    | 0.01%             | 2039-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 3/34 #725229                                                                                                          | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10005 | PA      | $10433.62      | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFETY CORP                                                                                     | NEOGEN FOOD SAFETY CORP 8.625% 07/20/2030 144A                                                                                   | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $125693.16     | 0.00%             | 2030-07-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                        | KRAFT HEINZ FOODS CO 4.375% 06/01/2046                                                                                           | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      550000 | PA      | $437975.57     | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 06/01/2052#QE4965                                                                                                   | CUSIP: 3133BEQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5021 | PA      | $5011.39       | 0.00%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.739%/VAR 10/15/2030                                                                                      | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8065000 | PA      | $7596170.10    | 0.02%             | 2030-10-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/52#FS0235                                                                                                      | CUSIP: 3140XFHM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      431544 | PA      | $358644.09     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                                                    | AMERICAN ASSETS TRUST LP 3.375% 02/01/2031                                                                                       | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |     3370000 | PA      | $3039634.89    | 0.01%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.625% 05/31/2028                                                                                                      | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9741000 | PA      | $9748990.64    | 0.02%             | 2028-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 5.6% 04/01/2044                                                                                                        | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      630000 | PA      | $577779.47     | 0.00%             | 2044-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.9% 06/01/2052                                  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1255000 | PA      | $831667.74     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TR                                                                                         | MEXICO CITY ARPT TR 4.25% 10/31/2026 144A                                                                                        | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     4270000 | PA      | $4251297.40    | 0.01%             | 2026-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA1 TRUST                            | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA1 TRUST 12MTA+72 12/25/2046                             | CUSIP: 93935NAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       12562 | PA      | $11048.53      | 0.00%             | 2046-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/46#AS8572                                                                                                      | CUSIP: 3138WJQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1304026 | PA      | $1205249.88    | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BUXL 30Y BND FUT DEC25 UBZ5                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -16 | NC      | $-7043.35      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 02/01/2037#FS0785                                                                                                   | CUSIP: 3140XF2T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      514212 | PA      | $475844.89     | 0.00%             | 2037-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC 2005-29CB A6 5.5% 07/25/2035                                                                                           | CUSIP: 12667GUS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       78676 | PA      | $43826.89      | 0.00%             | 2035-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 3/38 #889219                                                                                                          | CUSIP: 31410G4C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10425 | PA      | $11029.44      | 0.00%             | 2038-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2043#AR9512                                                                                                 | CUSIP: 3138W7SA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56111 | PA      | $50614.24      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 3274 B 6 2/37                                                                                                                | CUSIP: 31397F5S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        1354 | PA      | $1424.11       | 0.00%             | 2037-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 10/46#G08735                                                                                                      | CUSIP: 3128MJY95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      234674 | PA      | $230776.60     | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                                         | CALPINE CORPORATION 3.75% 03/01/2031 144A                                                                                        | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      350000 | PA      | $332546.62     | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 9/40 #AE3095                                                                                                          | CUSIP: 31419DNM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12055 | PA      | $12035.19      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 12/01/2047#G61305                                                                                                   | CUSIP: 31335BNW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1560532 | PA      | $1483792.26    | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 7.625%/VAR PERP                                                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |      315000 | PA      | $325376.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENN COMMERCIAL MORTGAGE TRUST                                                                              | PENN COMMERCIAL MORTGAGE TRUST 2025-P11 A VAR CSTR 08/12/2042 144A                                                               | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       94000 | PA      | $95621.74      | 0.00%             | 2042-08-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.72% 07/25/2026                                                                                  | CUSIP: 3137BS5N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      294893 | PA      | $291659.41     | 0.00%             | 2026-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/20/2046#AS4297                                                                                                   | CUSIP: 36193NX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      186582 | PA      | $172245.03     | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 07/01/2054#CB8874                                                                                                 | CUSIP: 3140QU2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1759349 | PA      | $1827018.15    | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 4.787%/VAR 03/10/2032 REGS                                                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      710000 | PA      | $889532.68     | 0.00%             | 2032-03-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 12/01/2050#SD8115                                                                                                   | CUSIP: 3132DWAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1498296 | PA      | $1313006.01    | 0.00%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 12/01/2042#AL2950                                                                                                 | CUSIP: 3138EKH40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      164370 | PA      | $150501.89     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 12/01/2041#AJ7688                                                                                                 | CUSIP: 3138E0RJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87942 | PA      | $85498.80      | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                                                  | GRAPHIC PACKAGING INTL INC 3.75% 02/01/2030 144A                                                                                 | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      200000 | PA      | $187828.50     | 0.00%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 1.3% 08/21/2027                                                                                                  | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      400000 | PA      | $377694.73     | 0.00%             | 2027-08-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARES LVIII CLO LTD / ARES LVIII CLO LLC                                                                     | ARES LVIII CLO LTD / ARES LVIII CLO LLC A1R2 TSFR3M+124 04/15/2038 144A                                                          | CUSIP: 04018AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3511000 | PA      | $3527701.83    | 0.01%             | 2038-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2061#BF0538                                                                                                 | CUSIP: 3140FXS45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3918358 | PA      | $3521757.44    | 0.01%             | 2061-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 5.7% 05/08/2033 144A                                                                                            | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      321000 | PA      | $334980.59     | 0.00%             | 2033-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.8% 12/01/2030#BS9296                                                                                                 | CUSIP: 3140LLKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1989030 | PA      | $2033379.85    | 0.00%             | 2030-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 2.45% 02/04/2032                                                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      157000 | PA      | $136677.39     | 0.00%             | 2032-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024                                                                             | VERUS SECURITIZATION TRUST 2024 5.218% 09/25/2069 144A                                                                           | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7992857 | PA      | $8036171.56    | 0.02%             | 2069-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                                           | HYATT HOTELS CORP 5.05% 03/30/2028                                                                                               | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5998512.89    | 0.01%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 01/01/2041#AH3933                                                                                                 | CUSIP: 3138A5LP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      151890 | PA      | $147694.16     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 04/20/46#AS7319                                                                                                     | CUSIP: 36193TDY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       51079 | PA      | $47137.83      | 0.00%             | 2046-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                                                                            | GREENKO DUTCH BV 3.85% 03/29/2026 REGS                                                                                           | CUSIP: N/A<br>LEI: 724500PT585P4JPVRP08       | Long             | DBT              | CORP              | NL        |     1232000 | PA      | $1217832.00    | 0.00%             | 2026-03-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 5.125% 07/20/2045                                                                                                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1834000 | PA      | $1616567.64    | 0.00%             | 2045-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUANTA SVCS INC                                                                                             | QUANTA SVCS INC 4.75% 08/09/2027                                                                                                 | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1051258.98    | 0.00%             | 2027-08-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                                              | BRANDYWINE OPER PARTNERSHIP LP 3.95% 11/15/2027                                                                                  | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     5608000 | PA      | $5460260.04    | 0.01%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU 2004-AR3 A2 CSTR 6/34                                                                                                       | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        3469 | PA      | $3182.47       | 0.00%             | 2034-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.699%/VAR 01/22/2031                                                                                             | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    30822000 | PA      | $28725486.02   | 0.06%             | 2031-01-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.13% 05/01/2032#BS5500                                                                                                | CUSIP: 3140LGDE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      336436 | PA      | $314870.15     | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP PAY 3.753 10/31/29                                                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |     7700000 | NC      | $284782.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.55% 10/27/2059 144A                                                                     | CUSIP: 39571XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1013654.60    | 0.00%             | 2059-10-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.75000 12/18/24 10Y LCH                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    16390000 | NC      | $12757.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON GAS CO                                                                                               | BOSTON GAS CO 3.757% 03/16/2032 144A                                                                                             | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      320000 | PA      | $300076.00     | 0.00%             | 2032-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FED HOME LOAN MTG CORP - GOLD 0% 08/01/2027                                                                                      | CUSIP: 31351BFA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         444 | PA      | $425.99        | 0.00%             | 2027-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 02/52#RA6824                                                                                                        | CUSIP: 3133KNSM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5820381 | PA      | $4700781.82    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 02/01/2036#FM5367                                                                                                 | CUSIP: 3140X86D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40553 | PA      | $36376.94      | 0.00%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.691%/VAR 06/05/2028                                                                              | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      667000 | PA      | $660859.07     | 0.00%             | 2028-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CA REVS                                                                                          | UNIV CAL REV 4.131% 5/15/2045                                                                                                    | CUSIP: 91412GXY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1750000 | PA      | $1554827.58    | 0.00%             | 2045-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 01/01/2055#SL0726                                                                                                 | CUSIP: 31427MYY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1330222 | PA      | $1345836.95    | 0.00%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                                                        | TANGER PROPERTIES LP 3.875% 07/15/2027                                                                                           | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    13369000 | PA      | $13222234.98   | 0.03%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                                  | PENSKE TRUCK LEASING CO LP /CORP 5.55% 05/01/2028 144A                                                                           | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3479752.54    | 0.01%             | 2028-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                                               | MARRIOTT INTERNATIONAL INC/MD 5.5% 04/15/2037                                                                                    | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     3410000 | PA      | $3422140.15    | 0.01%             | 2037-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 06/20/2054#MA9719                                                                                                   | CUSIP: 36179YYQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       64600 | PA      | $55069.06      | 0.00%             | 2054-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                                                    | TUCSON ELECTRIC POWER CO 3.25% 05/15/2032                                                                                        | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1101831.44    | 0.00%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                                                    | SOUTH AFRICA REPUBLIC OF 4.85% 09/30/2029                                                                                        | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      211000 | PA      | $205920.18     | 0.00%             | 2029-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                                  | FIRST QUANTUM MINERALS LTD 7.25% 02/15/2034 144A                                                                                 | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1205000 | PA      | $1216629.46    | 0.00%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AOA 2025-1301                                                                                               | 1301 TRUST 2025-AOA E 7.478202% 08/11/2030                                                                                       | CUSIP: 682461AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108000 | PA      | $108860.17     | 0.00%             | 2042-08-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 8.75% 11/14/2053                                                                                            | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2673000 | PA      | $2828034.00    | 0.01%             | 2053-11-14      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 01/01/2032#C91417                                                                                                 | CUSIP: 3128P7SE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65463 | PA      | $64508.81      | 0.00%             | 2032-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATIO 3% 08/20/2050                                                                            | CUSIP: 38382VHH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1856754 | PA      | $316077.90     | 0.00%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 03/01/2054#FS7428                                                                                                 | CUSIP: 3140XPHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      417852 | PA      | $422365.02     | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | FSWP: JPY 0.685000 04/21/2027 FTO                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -1717811321 | NC      | $28343.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 2.659% 05/24/2031                                                                                   | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2470000 | PA      | $2176070.00    | 0.00%             | 2031-05-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2011-4 PZ 5% 2/41                                                                                                            | CUSIP: 31397QKY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      201532 | PA      | $200735.33     | 0.00%             | 2041-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2044#AX8459                                                                                                   | CUSIP: 3138YAMH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      546458 | PA      | $526086.08     | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                                                                               | TAKE-TWO INTERACTV SOFTWR INC 3.7% 04/14/2027                                                                                    | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      180000 | PA      | $178687.59     | 0.00%             | 2027-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-36 LTD / OCP CLO 2024-36 LLC                                                                   | OCP CLO 2024-36 LTD / OCP CLO 2024-36 LLC B1 TSFR3M+170 10/16/2037 144A                                                          | CUSIP: 67570EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1238000 | PA      | $1242274.81    | 0.00%             | 2037-10-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                                               | APPLOVIN CORP 5.125% 12/01/2029                                                                                                  | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     5144000 | PA      | $5260879.04    | 0.01%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 3.2% 09/15/2049                                                                                    | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      183000 | PA      | $122578.97     | 0.00%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.625% 06/15/2038                                                                                            | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      147000 | PA      | $122716.34     | 0.00%             | 2038-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 02/01/2055#CB9985                                                                                                   | CUSIP: 3140QWCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      496258 | PA      | $516650.76     | 0.00%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.5% 08/20/2051#785575                                                                                                   | CUSIP: 3622ABCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1801988 | PA      | $1521918.51    | 0.00%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2052#QE4613                                                                                                   | CUSIP: 3133BEDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      152288 | PA      | $142377.02     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2021-R5                                                                                           | CIM TRUST 2021-R5 2%/VAR 08/25/2061 144A                                                                                         | CUSIP: 12592SAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5109625 | PA      | $4445058.28    | 0.01%             | 2061-08-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2052#FS1587                                                                                                   | CUSIP: 3140XGXR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1553337 | PA      | $1369492.70    | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                                                                                    | HUDSON RIVER TRADING TERM B 1LN 03/18/2030                                                                                       | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |      342058 | PA      | $342701.09     | 0.00%             | 2030-03-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MTG TR INC                                                                                       | BLACKSTONE MTG TR TERM B 04/23/2026                                                                                              | CUSIP: 09259GAC7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              | CORP              | US        |       40337 | PA      | $40236.42      | 0.00%             | 2026-04-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2042#Q11285                                                                                                 | CUSIP: 3132HMNA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53546 | PA      | $51092.52      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-R1 LLC                                                                                            | CFMT 2024-R1 A1 LLC 4% 10/25/2054 144A                                                                                           | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      295819 | PA      | $289849.34     | 0.00%             | 2054-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST                                                          | UNITED AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST 2.875% 04/07/2030                                                             | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       32428 | PA      | $30791.46      | 0.00%             | 2030-04-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 10/20/2052#MA8345                                                                                                   | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6369907 | PA      | $5813749.94    | 0.01%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#SD8177                                                                                                   | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4615866 | PA      | $3689019.28    | 0.01%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                                                 | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                                                | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      515000 | PA      | $525108.94     | 0.00%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4% 02/01/2038#CA1234                                                                                                   | CUSIP: 3140Q8LQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46516 | PA      | $45436.43      | 0.00%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SALT RIVER PROJ AZ AGRIC and PWR                                                                            | SALT RIVER PROJ ARIZ AGRIC IMPT and PWR DIST ELEC SYS REV BUILD AMERICA BONDS                                                    | CUSIP: 79575DE63<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      750000 | PA      | $718932.15     | 0.00%             | 2041-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 4% 03/01/2048                                                                                                       | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      150000 | PA      | $114768.99     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2054#CB8984                                                                                                 | CUSIP: 3140QU6W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1717948 | PA      | $1755830.88    | 0.00%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                                               | JEFFERIES FINANCIAL GROUP INC 2.75% 10/15/2032                                                                                   | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1167714.60    | 0.00%             | 2032-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2039#AS2599                                                                                                   | CUSIP: 3138WB3H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      528289 | PA      | $515114.22     | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2053#DA1083                                                                                                   | CUSIP: 3140A1FZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2118610 | PA      | $2171076.67    | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG PASS THRU CTFS WMALT SER 2006 7 TR                                                       | WASHINGTON MUT MTG PASS THRU CTFS WMALT SER 2006 7 A1A TR STEP 09/25/2036                                                        | CUSIP: 93935HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      619750 | PA      | $166683.02     | 0.00%             | 2036-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 06/01/2037#CB3715                                                                                                 | CUSIP: 3140QPDV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      278916 | PA      | $271751.73     | 0.00%             | 2037-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 07/01/2041#Q02130                                                                                                 | CUSIP: 3132GFLK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45830 | PA      | $46607.26      | 0.00%             | 2041-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CWALT TR 2006-J4                                                                                            | CWALT TR 2006-J4 6% 07/25/2036                                                                                                   | CUSIP: 23242WAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      225440 | PA      | $125340.51     | 0.00%             | 2036-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#BR2948                                                                                                 | CUSIP: 3140L1H24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7507281 | PA      | $6278979.58    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.615%/VAR 03/15/2028                                                                              | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      269000 | PA      | $266230.99     | 0.00%             | 2028-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BXG RECEIVABLES NT TR 2018-A                                                                                | BXG RECEIVABLES NT TR 2018-A C 4.44% 02/02/2034 144A                                                                             | CUSIP: 05607UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       13518 | PA      | $13503.19      | 0.00%             | 2034-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 1.2% 02/01/2026                                                                                    | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1772944.94    | 0.00%             | 2026-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| US DEPT VETS AFF GTD REMI PASS                                                                              | US DEPT VETS AFF GTD REMI PASS 6.5% 01/15/2029                                                                                   | CUSIP: 911760MJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |         673 | PA      | $685.78        | 0.00%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                                                       | TRANSCONTINENTAL GAS LINE LLC 4.6% 03/15/2048                                                                                    | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $294459.21     | 0.00%             | 2048-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                                               | ENBW INTERNATIONAL FINANCE BV 3.75% 11/20/2035 REGS                                                                              | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      850000 | PA      | $994726.37     | 0.00%             | 2035-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 01/31#BA4750                                                                                                      | CUSIP: 3140E9H41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      251910 | PA      | $249060.50     | 0.00%             | 2031-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNR 2010-170 B 4% 12/40                                                                                                          | CUSIP: 38377NRP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      167463 | PA      | $164196.36     | 0.00%             | 2040-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 07/01/2050#FM3742                                                                                                 | CUSIP: 3140X7EQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3835835 | PA      | $3252587.79    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-37 LTD / OCPCLO 2024-37 LLC                                                                    | OCP CLO 2024-37 LTD / OCPCLO 2024-37 LLC B1 TSFR3M+168 10/15/2037 144A                                                           | CUSIP: 67120AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250910.25     | 0.00%             | 2037-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                                                | ARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A                                                                               | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      401154 | PA      | $404143.07     | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LN PROGRAM 2023-A LLC                                                                         | ELFI GRADUATE LOAN PROGRAM 2023-A LLC 6.37% 02/04/2048 144A                                                                      | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      501642 | PA      | $524278.69     | 0.00%             | 2048-02-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                       | FOUNDRY JV HOLDCO LLC 6.15% 01/25/2032 144A                                                                                      | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1698676.22    | 0.00%             | 2032-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SESAC FINANCE LLC 2022-1                                                                                    | SESAC FINANCE LLC 2022-1 6.421% 01/25/2054 144A                                                                                  | CUSIP: 78396YAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       52205 | PA      | $53220.26      | 0.00%             | 2054-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 11/01/2041#QK1203                                                                                                 | CUSIP: 3133D4KQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      509222 | PA      | $455151.30     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2051#FM6863                                                                                                   | CUSIP: 3140XATV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29114 | PA      | $23586.40      | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 10/01/2045#G08671                                                                                                 | CUSIP: 3128MJW97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      391063 | PA      | $363006.05     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2024-1                                                               | GOODLEAP SUSTAINABLE HOME SOLUTIONS TR 2024-1 6.25% 06/20/2057 144A                                                              | CUSIP: 38237BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2601306 | PA      | $2550275.25    | 0.01%             | 2057-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-A2                                                       | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2006-A2 STEP 02/25/2036                                                            | CUSIP: 590215AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5123436 | PA      | $2845863.11    | 0.01%             | 2036-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VCC 2025-MC1 TRUST                                                                                          | VCC 2025-MC1 A1 TRUST 8.163% 05/25/2055 144A                                                                                     | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      231718 | PA      | $230602.35     | 0.00%             | 2055-05-25      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2054#SD8474                                                                                                   | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    70795550 | PA      | $69836256.39   | 0.16%             | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 07/01/2041#CB1069                                                                                                   | CUSIP: 3140QLFK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1706113 | PA      | $1481269.21    | 0.00%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BFLD 2024-WRHS                                                                                              | BFLD 2024-WRHS A TSFR1M+149.21 08/15/2026 144A                                                                                   | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      834297 | PA      | $834297.33     | 0.00%             | 2026-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.893% 08/20/2071#CF9559                                                                                                 | CUSIP: 3617WBTQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1079652 | PA      | $972499.53     | 0.00%             | 2071-08-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| B and G FOODS INC                                                                                           | B and G FOODS INC 5.25% 09/15/2027                                                                                               | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2199438.25    | 0.00%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                                                | FIRSTENERGY TRANSMISSION LLC 4.55% 04/01/2049 144A                                                                               | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     1099000 | PA      | $911692.92     | 0.00%             | 2049-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP REC 3.95 04/29/30                                                                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     4640000 | NC      | $151179.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLT 2021-5 MORTGAGE LOAN TRUST                                                                             | COLT 2021-5 MORTGAGE LOAN TRUST 1.726% 11/26/2066 144A                                                                           | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      343004 | PA      | $310476.08     | 0.00%             | 2066-11-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 1.65% 03/03/2033 REGS                                                                                         | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      183000 | PA      | $176492.92     | 0.00%             | 2033-03-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 3.125% 05/15/2027 144A                                                                                        | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     1458000 | PA      | $1703582.06    | 0.00%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 06/47#MA4511                                                                                                          | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      429606 | PA      | $409502.31     | 0.00%             | 2047-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1                                                                                                | BX 2021-MFM1 E TSFR1M+236.448 01/15/2034 144A                                                                                    | CUSIP: 05608VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       66555 | PA      | $66576.10      | 0.00%             | 2034-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STATE STR INVT TR                                                                                           | State Street Instl US Govt MMkt Premier                                                                                          | CUSIP: 857492706<br>LEI: 549300CCOK7OZZUAS108 | Long             | EC               | RF                | US        |   461401945 | NS      | $461401944.65  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                                      | ROPER TECHNOLOGIES INC 4.45% 09/15/2030                                                                                          | CUSIP: 776696AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      285000 | PA      | $285588.64     | 0.00%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2039#AW4267                                                                                                   | CUSIP: 3138XTW50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111198 | PA      | $108264.72     | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASST TR 2007 2                                                                                 | BAYVIEW COML ASST TR 2007 2 TSFR1M+48.448 07/25/2037 144A                                                                        | CUSIP: 07325XAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13878 | PA      | $13508.33      | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS HOLDINGS INC                                                                                   | RITCHIE BROS HOLDINGS INC 7.75% 03/15/2031 144A                                                                                  | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      204000 | PA      | $214076.38     | 0.00%             | 2031-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 2025-RPL1 PT 4.02446% 01/25/2064 144A                                                             | CUSIP: 362954AR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     9533987 | PA      | $8052736.28    | 0.02%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ONNI COMMERICAL MORTGAGE TRUST 2024-APT                                                                     | ONNI COMMERICAL MORTGAGE TRUST 2024-APT VAR 07/15/2039 144A                                                                      | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $102561.87     | 0.00%             | 2039-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2052#BW9886                                                                                                 | CUSIP: 3140N26Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5459670 | PA      | $5275163.01    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+ 12/25/2054                                                                               | CUSIP: 3136BTF81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1528197 | PA      | $1529149.44    | 0.00%             | 2054-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                      | SEMPRA 6.875%/VAR 10/01/2054                                                                                                     | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      830000 | PA      | $842238.35     | 0.00%             | 2054-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CROSS 2023-H2 MORTGAGE TRUST                                                                                | CROSS 2023-H2 MORTGAGE TRUST STEP 11/25/2068 144A                                                                                | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       77638 | PA      | $78799.05      | 0.00%             | 2068-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO X LTD / BATTALION CLO X LLC                                                                   | BATTALION CLO X LTD / BATTALION CLO X LLC A1R2 TSFR3M+143.161 01/25/2035 144A                                                    | CUSIP: 07132JBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12000000 | PA      | $12004884.00   | 0.03%             | 2035-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                                              | ALTICE FING SA 9.625% 07/15/2027 144A                                                                                            | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      385000 | PA      | $358050.00     | 0.00%             | 2027-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING 2023-1 LLC                                                                   | GRANITE PARK EQUIPMENT LEASING 2023-1A E LLC 7% 06/20/2035 144A                                                                  | CUSIP: 387422AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1587000 | PA      | $1583391.00    | 0.00%             | 2035-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                                        | DUKE ENERGY OHIO INC 2.125% 06/01/2030                                                                                           | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      982000 | PA      | $891978.38     | 0.00%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      400000 | NC      | $-5368.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNMA 13-149 MA 2.5% 5/20/40                                                                                                      | CUSIP: 38378UQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      268902 | PA      | $264893.41     | 0.00%             | 2040-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                                                       | SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A                                                                                     | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      472000 | PA      | $418071.43     | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 2.25% 04/16/2065                                                                                  | CUSIP: 38384CEP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       96080 | PA      | $77469.07      | 0.00%             | 2065-04-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5.5% 08/01/2055 #TBA                                                                                                   | CUSIP: 01F052680<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -5000000 | PA      | $-5033203.00   | -0.01%            | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 5.538%/VAR 03/14/2030                                                                                         | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2076035.90    | 0.00%             | 2030-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T REIGN II MULTI-PROPERTY LEASE-BACKED PASS-THROUGH TRUST                                            | AT and T REIGN II MULTI-PROPERTY LEASE-BACKED PASS-THROUGH TRUST 6.088% 12/15/2044 144A                                          | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1390791.33    | 0.00%             | 2044-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                                                   | TORONTO DOMINION BANK 4.456% 06/08/2032                                                                                          | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      305000 | PA      | $301875.51     | 0.00%             | 2032-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 4.856%/VAR 05/23/2033 REGS                                                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1135015.71    | 0.00%             | 2033-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 07/51#MA7473                                                                                                          | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5560947 | PA      | $4932306.21    | 0.01%             | 2051-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#SD8237                                                                                                   | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13204167 | PA      | $12373739.84   | 0.03%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 06/01/2041#AI4778                                                                                                 | CUSIP: 3138AJJY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99405 | PA      | $100963.09     | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.5% 09/15/2053                                                                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3282000 | PA      | $2197206.45    | 0.00%             | 2053-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                                          | ELM TRUST 2024-ELM VAR 06/10/2027 144A                                                                                           | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      460000 | PA      | $464543.51     | 0.00%             | 2039-06-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.75% 08/15/2041                                                                                     | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28295400 | PA      | $18743492.06   | 0.04%             | 2041-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                                                   | CUSIP: 3137H5F77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      706667 | PA      | $636041.64     | 0.00%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 08/20/2045#MA3035                                                                                                   | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1170190 | PA      | $1121407.52    | 0.00%             | 2045-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.48% 04/01/2033#BS8141                                                                                                | CUSIP: 3140LKBK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      446114 | PA      | $449185.36     | 0.00%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                                              | GLOBAL AIRCRAFT LEASING CO LTD 8.75% 09/01/2027 144A                                                                             | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      370000 | PA      | $380691.52     | 0.00%             | 2027-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.875% 03/15/2028                                                                                                      | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      459000 | PA      | $462263.21     | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FDG II                                                                                | PRINCIPAL LIFE GLOBAL FDG II 4.8% 01/09/2028 144A                                                                                | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11664383.65   | 0.03%             | 2028-01-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                            | ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A                          | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      520000 | PA      | $508315.13     | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | ORO USD 10Y C 3.59800 L 09/22/25 BOA                                                                                             | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    -7300000 | NC      | $-25241.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028                                                                                          | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5600000 | PA      | $5717475.57    | 0.01%             | 2028-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                                                        | WRANGLER HOLDCO CORP 6.625% 04/01/2032 144A                                                                                      | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      850000 | PA      | $886085.05     | 0.00%             | 2032-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TAURUS 2025-4 UK DAC                                                                                        | TAURUS 2025-4 UK DAC SONIO+ 08/18/2035 REGS                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |      100000 | PA      | $135151.24     | 0.00%             | 2035-08-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 6.00% 8/37 #G06089                                                                                                          | CUSIP: 3128M8C28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22031 | PA      | $23247.52      | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 11/20/2051#MA7704                                                                                                     | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1489964 | PA      | $1221173.01    | 0.00%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                                                       | AIRCASTLE LTD / AIRCASTLE IRELAND DAC 5.75% 10/01/2031 144A                                                                      | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1700000 | PA      | $1773504.84    | 0.00%             | 2031-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                                                           | AMCOR FLEXIBLES NORTH AMERICA INC 5.5% 03/17/2035                                                                                | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      645000 | PA      | $659430.04     | 0.00%             | 2035-03-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FIN ISSUANCE TR 2024-A                                                                             | REPUBLIC FIN ISSUANCE TR 24-A B 6.47% 08/20/2032 144A                                                                            | CUSIP: 76041RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280000 | PA      | $284300.35     | 0.00%             | 2032-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.7% 02/16/2032                                                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     8988000 | PA      | $8619042.60    | 0.02%             | 2032-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                                            | WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A                                                                  | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |     2529832 | PA      | $2558606.22    | 0.01%             | 2039-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                                | STRYKER CORP 5.2% 02/10/2035                                                                                                     | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1789987.20    | 0.00%             | 2035-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                                                          | ESSEX PORTFOLIO LP 2.65% 03/15/2032                                                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      115000 | PA      | $101641.62     | 0.00%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2033#709470                                                                                                   | CUSIP: 31401JFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21906 | PA      | $22164.19      | 0.00%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 04/01/2043#G07345                                                                                                 | CUSIP: 3128M9P63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1735214 | PA      | $1684006.83    | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.6% 06/15/2043                                                                                      | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       57000 | PA      | $46320.41      | 0.00%             | 2043-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                                        | BWX TECHNOLOGIES INC 4.125% 04/15/2029 144A                                                                                      | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      442000 | PA      | $425379.16     | 0.00%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#CB3101                                                                                                   | CUSIP: 3140QNNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63499 | PA      | $51343.99      | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                                   | L3HARRIS TECHNOLOGIES INC 5.4% 01/15/2027                                                                                        | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     3030000 | PA      | $3077821.97    | 0.01%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 07/15/2046#AT7538                                                                                                   | CUSIP: 36194GLT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       94700 | PA      | $89618.53      | 0.00%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 3.875% 06/15/2047                                                                                   | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       37000 | PA      | $28269.33      | 0.00%             | 2047-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNA 2016-M6 A2 2.488% 05/26                                                                                                      | CUSIP: 3136ASVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      161617 | PA      | $159410.31     | 0.00%             | 2026-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE LTD                                                                                           | CIMIC FINANCE LTD 1.5% 05/28/2029 REGS                                                                                           | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |      595000 | PA      | $648559.15     | 0.00%             | 2029-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTG INVS TR 2006-AF2                                                                          | MERRILL LYNCH MTG INVS TR 2006-AF2 AV1 TSFR1M+43.448 09/25/2037                                                                  | CUSIP: 59023NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       26821 | PA      | $13874.44      | 0.00%             | 2037-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2044#AW5713                                                                                                 | CUSIP: 3138XVK33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1918 | PA      | $1900.08       | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARBOR RLTY COML REAL ESTATE NTS 2019-FL2 LTD / ARBOR RLTY COML REAL E                                       | ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 25-BTR1 A TSFR1M+192.5 01/18/2041 144A                                           | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      408000 | PA      | $408262.67     | 0.00%             | 2041-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 12/41 #AJ7680                                                                                                         | CUSIP: 3138E0RA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10621 | PA      | $10051.93      | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2052#FS0977                                                                                                   | CUSIP: 3140XGCP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    20154915 | PA      | $17737998.23   | 0.04%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TR 2025-LIFE                                                                                             | BX TRUST 2025-LIFE A VAR 06/13/2047 144A                                                                                         | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      689000 | PA      | $703499.80     | 0.00%             | 2047-06-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 01/25/2033                                                                                     | CUSIP: 3136ABMM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       51189 | PA      | $3551.02       | 0.00%             | 2033-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | FX Forward: EUR/USD settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |           1 | NC      | $29521.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                                                          | LSB INDUSTRIES INC 6.25% 10/15/2028 144A                                                                                         | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119056.85     | 0.00%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                                                    | FMC CORP 3.45% 10/01/2029                                                                                                        | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1136213.38    | 0.00%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TAURUS 2025-4 UK DAC                                                                                        | TAURUS 2025-4 UK DAC SONIO+ 08/18/2035 REGS                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |      100000 | PA      | $135150.16     | 0.00%             | 2035-08-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 1/41 #AH4404                                                                                                          | CUSIP: 3138A53N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      280424 | PA      | $272794.39     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                                                   | MYLAN INC 5.2% 04/15/2048                                                                                                        | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |      910000 | PA      | $730070.33     | 0.00%             | 2048-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                                               | CARNIVAL CORP 5.75% 03/15/2030 144A                                                                                              | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      850000 | PA      | $871380.90     | 0.00%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 11/41 #489862                                                                                                         | CUSIP: 36210EFB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      252512 | PA      | $244731.42     | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 6.86% 06/05/2026                                                                                        | CUSIP: 345397C84<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      640000 | PA      | $876946.82     | 0.00%             | 2026-06-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2046#MA2593                                                                                                   | CUSIP: 31418B3B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      145206 | PA      | $138297.74     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                                        | WR GRACE HOLDING LLC 6.625% 08/15/2032 144A                                                                                      | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      280000 | PA      | $279216.00     | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                                                       | CIVITAS RESOURCES INC 8.75% 07/01/2031 144A                                                                                      | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      513000 | PA      | $527734.39     | 0.00%             | 2031-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2042#AO5578                                                                                                 | CUSIP: 3138LWFU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7819 | PA      | $7792.09       | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                                                   | GARDA WORLD SECURITY CORP 4.625% 02/15/2027 144A                                                                                 | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      289000 | PA      | $286932.55     | 0.00%             | 2027-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NATL MTG AS GTD RE PTT VAR 03/25/2028                                                                                    | CUSIP: 3136B1K86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      782380 | PA      | $765153.09     | 0.00%             | 2028-03-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/47#Q48877                                                                                                        | CUSIP: 3132WN2K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2224337 | PA      | $2126076.94    | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.25% 02/15/2054                                                                                     | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    47785000 | PA      | $42752642.19   | 0.10%             | 2054-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 7.161%/VAR 10/30/2029                                                                                      | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2599397.92    | 0.01%             | 2029-10-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                                                      | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1 B2 SOFR30A+ 05/20/2032 144A                                               | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      185838 | PA      | $186273.89     | 0.00%             | 2032-05-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                                                  | ADIENT GLOBAL HOLDINGS LTD 7.5% 02/15/2033 144A                                                                                  | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      120000 | PA      | $124973.40     | 0.00%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                                     | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.875% 07/15/2030 144A                                                                   | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      125000 | PA      | $126491.00     | 0.00%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 06/20/2052#MA8097                                                                                                   | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2335363 | PA      | $1991005.65    | 0.00%             | 2052-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                                                     | CGI INC 1.45% 09/14/2026                                                                                                         | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |      109000 | PA      | $106119.47     | 0.00%             | 2026-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 04/01/2042#AK8453                                                                                                 | CUSIP: 3138EDMB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      179942 | PA      | $179439.30     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+141.448 09/20/2063                                                                           | CUSIP: 38375B8G0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        7970 | PA      | $8044.22       | 0.00%             | 2063-09-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                                            | SOUTHERN COMPANY 5.2% 06/15/2033                                                                                                 | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      267000 | PA      | $272755.83     | 0.00%             | 2033-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 03/01/2036#RC1891                                                                                                   | CUSIP: 3133L8C45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14934 | PA      | $13731.07      | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 6% 05/15/2037                                                                                     | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      930000 | PA      | $990087.63     | 0.00%             | 2037-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 5.95% 01/25/2027 144A                                                                                         | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1100000 | PA      | $1117050.00    | 0.00%             | 2027-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RFM REREMIC TRUST 2022-FRR1                                                                                 | RFM REREMIC TRUST 2022-FRR1 VAR 03/01/2050 144A                                                                                  | CUSIP: 74971BBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3725907.20    | 0.01%             | 2050-03-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 04/01/2052#SD6932                                                                                                   | CUSIP: 3132DUVZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1211908 | PA      | $973484.96     | 0.00%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2024-VIS1                                                                   | JP MORGAN MORTGAGE TRUST SERIES 2024-VIS1 VAR 07/25/2064 144A                                                                    | CUSIP: 465970AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      163000 | PA      | $163644.13     | 0.00%             | 2064-07-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2021-1                                                                   | REGIONAL MANAGEMENT ISSUANCE TRUST 2021-1 5.07% 03/17/2031 144A                                                                  | CUSIP: 75907VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3300000 | PA      | $3275363.52    | 0.01%             | 2031-03-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MSCR TR MN7                                                                                     | FREDDIE MAC MSCR TR MN7 M2 SOFR30A+570 09/25/2043 144A                                                                           | CUSIP: 35563QAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1030000 | PA      | $1074219.65    | 0.00%             | 2043-09-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                                  | UNUM GROUP 4.046% 08/15/2041 144A                                                                                                | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      165000 | PA      | $131196.23     | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY451600 12/16/72 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     2140000 | NC      | $-7620.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                                       | LEVEL 3 FINANCING INC 10% 10/15/2032 144A                                                                                        | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1455437.50    | 0.00%             | 2032-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3.5% 06/25/2057                                                                | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      235330 | PA      | $212765.65     | 0.00%             | 2057-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 2/40 #AE0061                                                                                                          | CUSIP: 31419AB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      153806 | PA      | $162522.09     | 0.00%             | 2040-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 5.985%/VAR 08/07/2027                                                                                   | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1013955.56    | 0.00%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 05/01/2042#AO2961                                                                                                 | CUSIP: 3138LTJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3111 | PA      | $3017.31       | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 6.625% 05/15/2029                                                                                           | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1393328.89    | 0.00%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 07/01/2051#CB1142                                                                                                   | CUSIP: 3140QLHU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2279560 | PA      | $2005489.51    | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2024-FL9 ISSUER LLC                                                                               | FS RIALTO 2024-FL9 ISSUER LLC A TSFR1M+163.063 10/19/2039 144A                                                                   | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      245000 | PA      | $246302.18     | 0.00%             | 2039-10-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 6.375%/VAR 08/15/2055                                                                               | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      350000 | PA      | $360808.35     | 0.00%             | 2055-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL MTG TR                                                                                      | BBCMS 2018-TALL MORTGAGE TRUST TSFR1M+87.2 2 03/15/2037 144A                                                                     | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      525000 | PA      | $498778.14     | 0.00%             | 2037-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 06/20/2046#AS8105                                                                                                     | CUSIP: 36193UAE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23368 | PA      | $22077.53      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 3.761%/VAR 03/21/2034 REGS                                                                                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      450000 | PA      | $536836.69     | 0.00%             | 2034-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 3.5% 09/01/2030                                                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      503000 | PA      | $479381.29     | 0.00%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                                     | ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 7.52% 09/15/2036 144A                                                                    | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2479836.96    | 0.01%             | 2036-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EMBARQ CORP                                                                                                 | EMBARQ CORP 7.995% 06/01/2036                                                                                                    | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      119000 | PA      | $56473.24      | 0.00%             | 2036-06-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UPMC HEALTH SYSTEM                                                                                          | UPMC HEALTH SYSTEM 5.377% 05/15/2043                                                                                             | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |      655000 | PA      | $624690.21     | 0.00%             | 2043-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2043#AT3094                                                                                                 | CUSIP: 3138WQNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5628 | PA      | $4990.42       | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 23-2                                                                         | MSWF COMMERCIAL MORTGAGE TRUST 23-2 VAR 12/15/2056                                                                               | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2220111 | PA      | $128260.01     | 0.00%             | 2056-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                                            | TRINET GROUP INC 3.5% 03/01/2029 144A                                                                                            | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      165000 | PA      | $154492.98     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST                                                        | AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST 3.35% 04/15/2031                                                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310572 | PA      | $298468.84     | 0.00%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                                              | VIRGINIA ELECTRIC AND POWER CO 5.7% 08/15/2053                                                                                   | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      250000 | PA      | $245151.02     | 0.00%             | 2053-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 6.25% 10/15/2055                                                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3645000 | PA      | $3561167.62    | 0.01%             | 2055-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 11/01/2052#SD8268                                                                                                 | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    22749135 | PA      | $23030396.27   | 0.05%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE 2024-2 LLC                                                                                    | PALMER SQUARE 2024-2 LLC B TSFR3M+165 07/20/2037 144A                                                                            | CUSIP: 69703LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250657.00     | 0.00%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-4                                                                           | VERUS SECURITIZATION TRUST 2024-4 STEP 06/25/2069 144A                                                                           | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |     1104763 | PA      | $1118445.24    | 0.00%             | 2069-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 04/01/2043#Q16915                                                                                                 | CUSIP: 3132J8DV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31693 | PA      | $29154.53      | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 4.1% 09/15/2038                                                                                                       | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       87000 | PA      | $78235.77      | 0.00%             | 2038-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAGARD-HALSEYPOINT CLO 8 LTD                                                                                | SAGARD-HALSEYPOINT CLO 8 LTD A1 TSFR3M+139 01/30/2038 144A                                                                       | CUSIP: 78662AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250775.00     | 0.00%             | 2038-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                                          | META PLATFORMS INC 5.6% 05/15/2053                                                                                               | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     2633000 | PA      | $2602825.35    | 0.01%             | 2053-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2018-AON                                                                  | J P MORGAN CHASE COML MTG SECS TR 2018-AON 4.1283% 07/05/2031 144A                                                               | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1547000.00    | 0.00%             | 2031-07-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                                                 | STARWOOD PPTY TR INC 7.25% 04/01/2029 144A                                                                                       | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      400000 | PA      | $419181.60     | 0.00%             | 2029-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                                                                         | CITYCON TREASURY BV 5.375% 07/08/2031 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $241052.60     | 0.00%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                                         | CLYDESDALE ACQUISITION HOLDINGS INC 6.875% 01/15/2030 144A                                                                       | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      300000 | PA      | $308430.00     | 0.00%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 12/01/2054#CB9668                                                                                                 | CUSIP: 3140QVW67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5565403 | PA      | $5611602.04    | 0.01%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2049#BO0592                                                                                                   | CUSIP: 3140JUUS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15747 | PA      | $14933.88      | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/01/2052#SD0856                                                                                                   | CUSIP: 3132DM5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42364 | PA      | $33857.40      | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU 2003-AR9 1A6 CSTR 9/33                                                                                                      | CUSIP: 92922FBV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1004 | PA      | $957.95        | 0.00%             | 2033-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/45#AY3962                                                                                                        | CUSIP: 3138YHML1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53607 | PA      | $51340.81      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.814%/VAR 04/23/2029                                                                              | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7810000 | PA      | $7729105.19    | 0.02%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 6/1/52#CB3785                                                                                                       | CUSIP: 3140QPF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      647981 | PA      | $609455.82     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 5.375% 11/15/2029                                                                                           | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       94000 | PA      | $92944.00      | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                                                     | PHILIPPINES REPUBLIC OF 3% 02/01/2028                                                                                            | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1130000 | PA      | $1097941.90    | 0.00%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                                  | UNUM GROUP 4% 06/15/2029                                                                                                         | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     6961000 | PA      | $6857829.70    | 0.02%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                                                   | AETNA INC 4.75% 03/15/2044                                                                                                       | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |       95000 | PA      | $79647.27      | 0.00%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTG PASSTHRU TR                                                                               | FIRST HORIZON MTG PASSTHRU TR VAR 12/25/2034                                                                                     | CUSIP: 32051GBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1042 | PA      | $1031.44       | 0.00%             | 2034-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                                              | SOLVENTUM CORP 6% 05/15/2064                                                                                                     | CUSIP: 83444MAT8<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       28000 | PA      | $27928.20      | 0.00%             | 2064-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2.5% 04/01/2052#FA0063                                                                                            | CUSIP: 3140W0B95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      518244 | PA      | $436690.93     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 04/01/2043#Q16749                                                                                                 | CUSIP: 3132J75K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21964 | PA      | $21493.35      | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                                                         | RED ROCK RESORTS TERM B 1LN 03/14/2031                                                                                           | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |       93347 | PA      | $93245.74      | 0.00%             | 2031-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS METRO                                                                                         | EVERGY KANSAS METRO 5.125% 08/15/2035                                                                                            | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     4725000 | PA      | $4722186.88    | 0.01%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2025-C 4.96% 03/15/2055 144A                                                                    | CUSIP: 83208DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22200000 | PA      | $22202220.00   | 0.05%             | 2055-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.581%/VAR 04/22/2030                                                                                      | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      300000 | PA      | $313199.95     | 0.00%             | 2030-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST 2024-BOCA                                                                    | BOCA COMMERCIAL MORTGAGE TRUST 2024-BOCA A TSFR1M+192.068 08/15/2041 144A                                                        | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100437.50     | 0.00%             | 2041-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO LTD                                                                                              | ROMARK CLO LTD A1R TSFR3M+129.161 10/23/2030 144A                                                                                | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       41281 | PA      | $41303.99      | 0.00%             | 2030-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                    | RTX CORP 4.5% 06/01/2042                                                                                                         | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      138000 | PA      | $121625.05     | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2050#CA5416                                                                                                 | CUSIP: 3140QDAS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      580590 | PA      | $490132.39     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YRS 3.50% 12/30 #MA0602                                                                                                   | CUSIP: 31417YU47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1521 | PA      | $1500.28       | 0.00%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                                                                    | KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A                                                                                      | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      385000 | PA      | $405296.82     | 0.00%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 7.375% 04/25/2030                                                                                           | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     4145000 | PA      | $4385410.00    | 0.01%             | 2030-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SHUTTERFLY FINANCE LLC                                                                                      | SHUTTERFLY FINANCE LLC PIK VAR 10/01/2027 144A                                                                                   | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       41774 | PA      | $39163.13      | 0.00%             | 2027-10-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 12/41 #AJ4198                                                                                                         | CUSIP: 3138AVUY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      137077 | PA      | $133222.07     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: USD/BRL settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-397909.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                                                            | OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A                                                                                   | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      281178 | PA      | $281353.95     | 0.00%             | 2040-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055                                                                                | CUSIP: 3136BUVN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3329358 | PA      | $3338953.57    | 0.01%             | 2055-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2043#MA1462                                                                                                 | CUSIP: 31418ATU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15690 | PA      | $14701.87      | 0.00%             | 2043-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY873245 04/17/65 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      399974 | NC      | $-3304.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 5.7% 11/01/2054                                                                                                        | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2124335.82    | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#FA2409                                                                                                 | CUSIP: 3140W2VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1790601 | PA      | $1509942.76    | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.25%/VAR 04/21/2034                                                                                              | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      259000 | PA      | $264417.01     | 0.00%             | 2034-04-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2024-BRBK                                                                                             | BX TR 2024-BRBK TSFR1M+392.66 10/15/2041 144A                                                                                    | CUSIP: 05613NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1199000 | PA      | $1201995.34    | 0.00%             | 2041-10-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/01/2044#Q30880                                                                                                 | CUSIP: 3132QL6S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       88979 | PA      | $88280.02      | 0.00%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.075%/VAR 04/23/2029                                                                                              | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    30785000 | PA      | $30675521.46   | 0.07%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 3.375% 02/15/2029 144A                                                                                            | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      173000 | PA      | $163909.16     | 0.00%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I LTD                                                                                           | BBAM US CLO I LTD AR TSFR3M+120 03/30/2038 144A                                                                                  | CUSIP: 054978AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249591.25     | 0.00%             | 2038-03-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: JPY 2.036250 08/12/2045 FTO                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   128153100 | NC      | $-14209.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 2.75% 06/06/2029                                                                                          | CUSIP: 718172DV8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2995000 | PA      | $3489423.86    | 0.01%             | 2029-06-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 3                                                                                | BAYVIEW COML ASSET TR 2007 3 TSFR1M+62.448 07/25/2037 144A                                                                       | CUSIP: 07325YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8001 | PA      | $7429.48       | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 3.973%/VAR 05/22/2030                                                                                          | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1811000 | PA      | $1782295.96    | 0.00%             | 2030-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMSR 2022-SFR3 TRUST                                                                                        | AMSR 2022-SFR3 F TRUST 4% 10/17/2039 144A                                                                                        | CUSIP: 66981YAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2279709.36    | 0.01%             | 2039-10-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                                                           | TRANSCANADA TRUST 5.5%/VAR 09/15/2079                                                                                            | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     1695000 | PA      | $1669747.38    | 0.00%             | 2079-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                                                       | ELLUCIAN HOLDINGS INC 6.5% 12/01/2029 144A                                                                                       | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61037.22      | 0.00%             | 2029-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 01/01/2040#AC9526                                                                                                 | CUSIP: 31417WSQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      192369 | PA      | $199985.03     | 0.00%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 5.75% 05/01/2028 144A                                                                           | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25045.90      | 0.00%             | 2028-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                                               | COREWEAVE INC 9.25% 06/01/2030 144A                                                                                              | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1013620.85    | 0.00%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 10/01/2037#BM1951                                                                                                 | CUSIP: 3140J6EZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      331696 | PA      | $306129.28     | 0.00%             | 2037-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                                                  | CADENCE DESIGN SYSTEMS INC 4.3% 09/10/2029                                                                                       | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |      355000 | PA      | $357571.96     | 0.00%             | 2029-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 5.5%/VAR 04/13/2029 144A                                                                                 | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     4316000 | PA      | $4411557.92    | 0.01%             | 2029-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST 2024-1                                                                       | TESLA SUSTAINABLE ENERGY TRUST 2024-1 5.08% 06/21/2050 144A                                                                      | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3587404 | PA      | $3610792.84    | 0.01%             | 2050-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC 6.5%/VAR 08/15/2055                                                                                 | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      265000 | PA      | $277560.21     | 0.00%             | 2055-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2042#Q13237                                                                                                 | CUSIP: 3132HPS21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      438159 | PA      | $413347.76     | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 AIOS TR VAR 02/25/2070 144A                                                                                        | CUSIP: 62916TAK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9411684 | PA      | $74883.12      | 0.00%             | 2070-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 09/20/2052#MA8269                                                                                                     | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3291655 | PA      | $3274133.66    | 0.01%             | 2052-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING CO                                                                       | MAUSER PACKAGING SOLUTIONS HOLDING CO 7.875% 04/15/2027 144A                                                                     | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      442000 | PA      | $447261.13     | 0.00%             | 2027-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | JPSW SWAP REC 3.837 07/22/26                                                                                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DIR              | CORP              | US        |     7140000 | NC      | $220392.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 04/01/2044#Q25598                                                                                                 | CUSIP: 3132M53F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1508167 | PA      | $1502136.20    | 0.00%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 5.5% 06/20/2063#CU1093                                                                                                 | CUSIP: 3618BJGA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      378597 | PA      | $381078.87     | 0.00%             | 2063-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                                                                         | CITYCON TREASURY BV 5% 03/11/2030 REGS                                                                                           | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $239264.49     | 0.00%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEGASUS MERGER CO                                                                                           | TENNECO TERM B 1LN 11/17/2028                                                                                                    | CUSIP: 88037HAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1700000 | PA      | $1691976.00    | 0.00%             | 2028-11-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 1.5% 09/01/2040 #TBA                                                                                                   | CUSIP: 01F012494<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2835000 | PA      | $2532271.61    | 0.01%             | 2040-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                                                          | S and P GLOBAL INC 2.9% 03/01/2032                                                                                               | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      415000 | PA      | $379106.02     | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW FRN SOFR+107 04/22/2028                                                                                   | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      800000 | PA      | $805328.00     | 0.00%             | 2028-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.07%/VAR 02/24/2028                                                                                               | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $392900.48     | 0.00%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 08/01/2051#MA4400                                                                                                   | CUSIP: 31418D3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3658080 | PA      | $3198837.14    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 12/01/2035#FM4701                                                                                                 | CUSIP: 3140X8GK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13177 | PA      | $11840.29      | 0.00%             | 2035-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.0% 04/15/2043#AA6294                                                                                                 | CUSIP: 36178D7F2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      140122 | PA      | $127731.13     | 0.00%             | 2043-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                                                  | PENSKE TRUCK LEASING CO LP /CORP 5.25% 07/01/2029 144A                                                                           | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $360640.24     | 0.00%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2025-EWEST                                                                                       | BFLD TRUST 2025-EWEST A TSFR1M+ 06/15/2042 144A                                                                                  | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      734000 | PA      | $734142.18     | 0.00%             | 2042-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                         | INTESA SANPAOLO SPA 7.2% 11/28/2033 144A                                                                                         | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      865000 | PA      | $978173.24     | 0.00%             | 2033-11-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.244%/VAR 01/24/2031                                                                                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2318000 | PA      | $2394480.90    | 0.01%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SPA                                                                               | CASSA DEPOSITI E PRESTITI SPA 5.875% 04/30/2029 144A                                                                             | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     4600000 | PA      | $4825933.32    | 0.01%             | 2029-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 05/15/2035                                                                                                       | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11730000 | PA      | $11766656.25   | 0.03%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                                      | WESCO DISTRIBUTION INC 6.375% 03/15/2029 144A                                                                                    | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      815000 | PA      | $839105.26     | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 03/46#MA3521                                                                                                        | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      896608 | PA      | $831914.01     | 0.00%             | 2046-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2052#MA4618                                                                                                   | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9696700 | PA      | $9080195.35    | 0.02%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#QD0399                                                                                                   | CUSIP: 3133AWNQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      204040 | PA      | $164918.59     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 6.75%/VAR PERP                                                                                                     | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     1385000 | PA      | $1396224.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+115 02/25/2055                                                                                | CUSIP: 3136BUWD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1441404 | PA      | $1443055.26    | 0.00%             | 2055-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/01/2051#QB7708                                                                                                   | CUSIP: 3133AER55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17599 | PA      | $14103.97      | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 2.4% 10/15/2028                                                                                         | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2072511.76    | 0.00%             | 2028-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2052#RA8291                                                                                                   | CUSIP: 3133KQF84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      422240 | PA      | $421664.57     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | ZCS BRL 13.9255 05/08/25-01/04/27 CME                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    20500000 | NC      | $-7802.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 07/01/2037#SB0855                                                                                                   | CUSIP: 3132CW5Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      142343 | PA      | $136620.91     | 0.00%             | 2037-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 5.4% 03/02/2026                                                                                                 | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4521022.61    | 0.01%             | 2026-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.69% 12/01/2028#AN3685                                                                                                | CUSIP: 3138LGCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      441052 | PA      | $425507.48     | 0.00%             | 2028-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                                                       | SUBWAY FDG LLC ISSUER 5.914% 07/30/2054 144A                                                                                     | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5260250 | PA      | $5224303.56    | 0.01%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                                           | GUATEMALA REP OF 6.6% 06/13/2036 144A                                                                                            | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $209562.00     | 0.00%             | 2036-06-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                                                     | JANE STREET GRP/JSG FIN 6.125% 11/01/2032 144A                                                                                   | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1215592.62    | 0.00%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                                               | CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA                                                                                     | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      290000 | PA      | $347749.09     | 0.00%             | 2039-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ATLAS SR LN FD XVI LTD / ATLAS SR LN FD XVI LLC                                                             | ATLAS SR LN FD XVI LTD / ATLAS SR LN FD XVI LLC A TSFR3M+153.161 01/20/2034 144A                                                 | CUSIP: 04940AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7845000 | PA      | $7848961.73    | 0.02%             | 2034-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                                               | BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A                                                                            | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4040000 | PA      | $4047575.00    | 0.01%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME RE 2022-1 LTD                                                                                          | HOME RE 2022-1 LTD SOFR30A+550 10/25/2034 144A                                                                                   | CUSIP: 43730GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      517052 | PA      | $534436.88     | 0.00%             | 2034-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 03/01/2032#A27201                                                                                                 | CUSIP: 31297FAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         403 | PA      | $417.61        | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                                                                        | PROLOGIS INTL FDG II SA 4.375% 07/01/2036 REGS                                                                                   | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $242399.01     | 0.00%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 08/01/2054#CB9028                                                                                                 | CUSIP: 3140QVA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      227685 | PA      | $236602.90     | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2016-12 LTD                                                                                         | OCP CLO 2016-12 LTD XR3 TSFR3M+120 10/18/2037 144A                                                                               | CUSIP: 67092RAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      212500 | PA      | $212537.61     | 0.00%             | 2037-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                                                       | QNITY ELECTRONICS INC 6.25% 08/15/2033 144A                                                                                      | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      205000 | PA      | $211913.19     | 0.00%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2052#MA4512                                                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3104558 | PA      | $2590785.69    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 03/01/2051#RA4749                                                                                                 | CUSIP: 3133KLH26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      511603 | PA      | $429495.60     | 0.00%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RCKT MTG TR 2024-CES7                                                                                       | RCKT MTG TR 2024-CES7 A1A VAR 10/25/2044 144A                                                                                    | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2934176 | PA      | $2929540.52    | 0.01%             | 2044-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                                               | JH NORTH AMERICA HOLDINGS INC 6.125% 07/31/2032 144A                                                                             | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      310000 | PA      | $314642.25     | 0.00%             | 2032-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                                       | LEVEL 3 FINANCING INC 7% 03/31/2034 144A                                                                                         | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     2256000 | PA      | $2271322.57    | 0.01%             | 2034-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SCG 2025-FLWR                                                                                               | SCG 2025-FLWR 5.65% 08/15/2030 144A                                                                                              | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137000 | PA      | $137171.39     | 0.00%             | 2042-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN CR ACCEP RECEIVABLES TR 2023-3                                                                     | AMERICAN CR ACCEP RECEIVABLES TR 2023-3 6.82% 10/12/2029 144A                                                                    | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2180000 | PA      | $2231929.78    | 0.00%             | 2029-10-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                                                 | BERKSHIRE HATHAWAY FIN CORP 2.5% 01/15/2051                                                                                      | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      355000 | PA      | $209583.72     | 0.00%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                    | COREBRIDGE FINANCIAL INC 4.35% 04/05/2042                                                                                        | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      701000 | PA      | $589821.43     | 0.00%             | 2042-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.80662 04-02-25-30Y* LCH                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2500000 | NC      | $117391.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 04/01/2043#AR6071                                                                                                 | CUSIP: 3138W3W90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5289 | PA      | $4863.75       | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                                                     | AEP TRANSMISSION CO LLC 2.75% 08/15/2051                                                                                         | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      388000 | PA      | $237788.05     | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                                                | KREDITANSTALT FUR WIEDER(UNGTD 1.375% 06/07/2032 REGS                                                                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       60000 | PA      | $64786.13      | 0.00%             | 2032-06-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-C35                                                                                       | BBCMS MTG TR 2025-C35 A5 5.586% 07/15/2058                                                                                       | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      743000 | PA      | $779566.82     | 0.00%             | 2058-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2032#AP0645                                                                                                 | CUSIP: 3138M3WF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24910 | PA      | $24316.81      | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPT ISSUER TR 2025-1                                                                         | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-1A A4 5.32% 03/25/2060 144A                                                          | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11597436 | PA      | $11745542.14   | 0.03%             | 2060-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                                                | OT MIDCO INC 10% 02/15/2030 144A                                                                                                 | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $68322.69      | 0.00%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM1                                                                                              | PRPM 2024-NQM1 6.265% 12/25/2068 144A                                                                                            | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      362729 | PA      | $366274.36     | 0.00%             | 2068-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                                                      | PUGET SOUND ENERGY INC 5.764% 07/15/2040                                                                                         | CUSIP: 745332CC8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26228.26      | 0.00%             | 2040-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 COML MTG TR                                                                                   | CSAIL 2015-C3 A4 3.7182% 08/15/2048                                                                                              | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |        9339 | PA      | $9307.08       | 0.00%             | 2048-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LENDMARK FDG TR 2024-2                                                                                      | LENDMARK FDG TR 2024-2 4.86% 02/21/2034 144A                                                                                     | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100590.68     | 0.00%             | 2034-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                                                         | SELECT MEDICAL CORP 6.25% 12/01/2032 144A                                                                                        | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |      270000 | PA      | $271561.18     | 0.00%             | 2032-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2053#DA3452                                                                                                   | CUSIP: 3140A3ZS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      776493 | PA      | $795237.84     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2024-RP2                                                                                | CITIGROUP MTG LN TR 2024-RP2 VAR 02/25/2063 144A                                                                                 | CUSIP: 173106AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      164547 | PA      | $20628.70      | 0.00%             | 2063-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 6% 07/20/2036                                                                                     | CUSIP: 38374DFX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        2233 | PA      | $2331.10       | 0.00%             | 2036-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 03/01/2033#BM4614                                                                                                   | CUSIP: 3140J9DU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143211 | PA      | $139785.98     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 5.7% 08/15/2034                                                                                        | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1320933.00    | 0.00%             | 2034-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 21 LTD / AIMCO CLO 21 LLC                                                                         | AIMCO CLO 21 LTD / AIMCO CLO 21 LLC A1 TSFR3M+150 04/18/2037 144A                                                                | CUSIP: 00901WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4144000 | PA      | $4155702.66    | 0.01%             | 2037-04-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K736 MTG TR                                                                                      | FREMF 2019-K736 MTG TR CSTR 07/25/2026 144A                                                                                      | CUSIP: 30298MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      905000 | PA      | $895423.83     | 0.00%             | 2026-07-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 6/41 #768770                                                                                                          | CUSIP: 36176K2B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27244 | PA      | $26409.48      | 0.00%             | 2041-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.2% 09/27/2029                                                                                                      | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7979138.56    | 0.02%             | 2029-09-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA KINGDOM OF                                                                                     | SAUDI ARABIA KINGDOM OF 5.125% 01/13/2028 144A                                                                                   | CUSIP: 80413TBJ7<br>LEI: 54930044PULMORCKB765 | Long             | DBT              | NUSS              | SA        |    18400000 | PA      | $18768000.00   | 0.04%             | 2028-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-2 LTD                                                                          | BAIN CAPITAL CREDIT CLO 2020-2 LTD ARR TSFR3M+124 07/19/2034 144A                                                                | CUSIP: 05683EAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8600000 | PA      | $8615781.00    | 0.02%             | 2034-07-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                                | NOVELIS CORP 3.875% 08/15/2031 144A                                                                                              | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      162000 | PA      | $146917.22     | 0.00%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTG BK SEC 04 U TR                                                                              | WFMBS 04-U A1 CSTR 10/34                                                                                                         | CUSIP: 949803AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1460 | PA      | $1432.01       | 0.00%             | 2034-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                                                | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 03/01/2027 144A                                                   | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1249695.63    | 0.00%             | 2027-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 12/20/2051#MA7768                                                                                                     | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1105171 | PA      | $979804.42     | 0.00%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP PAY 3.8 08/10/26                                                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |    16240000 | NC      | $413346.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 01/01/2055#SL0010                                                                                                 | CUSIP: 31427MAL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       75019 | PA      | $77957.29      | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                                                            | TKO GROUP TERM B 1LN 11/21/2031                                                                                                  | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |      108369 | PA      | $108623.48     | 0.00%             | 2031-11-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP/SEALED AIR CORP US                                                                          | SEALED AIR CORP/SEALED AIR CORP US 7.25% 02/15/2031 144A                                                                         | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $152656.44     | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                                              | EXTENDED STAY AMER TR 2021-ESH A TSFR1M+119.448 07/15/2038 144A                                                                  | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3275098 | PA      | $3274074.88    | 0.01%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST                                                                                        | GCAT 2021-NQM3 B1 TRUST 3.471% 05/25/2066 144A                                                                                   | CUSIP: 36167HAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $75749.66      | 0.00%             | 2066-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 01/01/2044#AV4104                                                                                                 | CUSIP: 3138XFR23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      213982 | PA      | $212741.96     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2023-2                                                                           | FLAGSHIP CREDIT AUTO TRUST 2023-2 C 5.81% 05/15/2029 144A                                                                        | CUSIP: 33843EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      180000 | PA      | $181614.37     | 0.00%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                                           | UNITED KINGDOM G.B. and N.IRELAND 4.375% 03/07/2030 REGS                                                                         | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2881939 | PA      | $3938823.00    | 0.01%             | 2030-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2036#310015                                                                                                   | CUSIP: 31374CK47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5568 | PA      | $5641.34       | 0.00%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 9/37 #942981                                                                                                          | CUSIP: 31413ECS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2486 | PA      | $2628.59       | 0.00%             | 2037-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 06/01/2031#AS7347                                                                                                 | CUSIP: 3138WHEV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      845825 | PA      | $817798.00     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2024-1                                                                               | MARLETTE FUNDING TRUST 2024-1 5.95% 07/17/2034 144A                                                                              | CUSIP: 57108VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       65214 | PA      | $65249.51      | 0.00%             | 2034-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONTINUUM GREEN ENERGY INDIA PVT / CO-ISSUERS                                                               | CONTINUUM GREEN ENERGY INDIA PVT / CO-ISSUERS 7.5% 06/26/2033 REGS                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IN        |      868050 | PA      | $902353.75     | 0.00%             | 2033-06-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 07/01/2043#AS0038                                                                                                 | CUSIP: 3138W9BG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      273276 | PA      | $249193.72     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG                                              | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-IGLG F VAR 11/05/2041 144A                                             | CUSIP: 46593KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1051000 | PA      | $1048389.63    | 0.00%             | 2039-11-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR-3.76473 12/17/24 30Y LCH                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -5900000 | NC      | $320283.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC                                                   | TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC 9.5% 05/15/2030 144A                                                   | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      125000 | PA      | $124912.50     | 0.00%             | 2030-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL / JBS USA FOODS GROUP HOLDINGS INC / JBS USA FOOD CO                               | JBS USA HOLDING LUX SARL / JBS USA FOODS GROUP HOLDINGS INC / JBS USA FOOD CO 5.5% 01/15/2036 144A                               | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2040000 | PA      | $2046730.86    | 0.00%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 3% 2/43 #Q15438                                                                                                             | CUSIP: 3132J6PY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      328178 | PA      | $302294.49     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.5% 03/13/2027                                                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    14697000 | PA      | $14763136.50   | 0.03%             | 2027-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                        | FREEPORT-MCMORAN INC 4.625% 08/01/2030                                                                                           | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      824000 | PA      | $825815.27     | 0.00%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 4/41 #A97942                                                                                                          | CUSIP: 312946ZF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      212410 | PA      | $212404.35     | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHASE MTG FIN TR SER 2007 A1                                                                                | CHASE 2007-A1 3A1 CSTR 2/37                                                                                                      | CUSIP: 161630AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      302791 | PA      | $291608.69     | 0.00%             | 2037-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                                                                        | HEARTLAND DENTAL TERM B 1LN 8/25/2032                                                                                            | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |      350296 | PA      | $350005.25     | 0.00%             | 2032-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                                                    | AMERICAN HOMES 4 RENT LP 3.375% 07/15/2051                                                                                       | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     1089000 | PA      | $714369.32     | 0.00%             | 2051-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENPACT LUXEMBOURG SARL / GENPACT USA INC                                                                   | GENPACT LUXEMBOURG SARL / GENPACT USA INC 6% 06/04/2029                                                                          | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2875000 | PA      | $2989433.54    | 0.01%             | 2029-06-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 07/01/2043#AT9528                                                                                                 | CUSIP: 3138WXSS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      520835 | PA      | $474150.43     | 0.00%             | 2043-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.4% 12/01/2030                                                                                               | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      785000 | PA      | $849349.01     | 0.00%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONN AVE SECS TR 2020-01                                                                        | MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 M10 SOFR30A+386.448 03/25/2050 144A                                      | CUSIP: 62548QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4483533 | PA      | $4595951.48    | 0.01%             | 2050-03-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| HARTFORD MUT FDS INC                                                                                        | Hartford Total Return Bond I                                                                                                     | CUSIP: 416649820<br>LEI: RWDT2URQ448WL7QOZ819 | Long             | EC               | RF                | US        |    42613992 | NS      | $388639605.50  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP                                                        | WYNN RESORTS FIN LLC / CAP CORP 6.25% 03/15/2033 144A                                                                            | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $268260.30     | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                                            | CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A                                                                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      486000 | PA      | $421982.82     | 0.00%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                                                   | TARGA RES P LP/TARGA RES P FIN 4.875% 02/01/2031                                                                                 | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1703000 | PA      | $1696400.07    | 0.00%             | 2031-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MID AMERICA APTS LP                                                                                         | MID AMERICA APTS LP 4.2% 06/15/2028                                                                                              | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |       82000 | PA      | $82212.45      | 0.00%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 3.6% 02/01/2045                                                                                    | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2937000 | PA      | $2105287.53    | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV                                                                                          | BACARDI MARTINI BV YCP 0% 09/26/2025                                                                                             | CUSIP: 05634EWS7<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |     5100000 | PA      | $5080739.34    | 0.01%             | 2025-09-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 ISSUER TR                                                                                    | UPX HIL 2025-1 A 5.53% 01/25/2047 144A                                                                                           | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      773000 | PA      | $775009.80     | 0.00%             | 2047-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                                                              | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.69% 04/15/2030                                                                  | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      475000 | PA      | $478973.42     | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                                            | GGAM FINANCE LTD 6.875% 04/15/2029 144A                                                                                          | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      145000 | PA      | $150075.58     | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 11/01/2029#AS3743                                                                                                 | CUSIP: 3138WDER8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      299212 | PA      | $291606.90     | 0.00%             | 2029-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2007-71 GZ 6 7/47                                                                                                            | CUSIP: 31396WMD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1588 | PA      | $1641.41       | 0.00%             | 2047-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 9 LTD                                                                                  | DIAMETER CAPITAL CLO 9 LTD A TSFR3M+117 04/20/2038 144A                                                                          | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249949.50     | 0.00%             | 2038-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 12/40 #004882                                                                                                      | CUSIP: 36202FM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10812 | PA      | $10480.53      | 0.00%             | 2040-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CWMBS INC PASS THRU CTFS                                                                                    | CWALT 03-J3 2A1 6.25 12/33                                                                                                       | CUSIP: 12669FFD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         273 | PA      | $293.60        | 0.00%             | 2033-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LN MTG CORP MTN                                                                                    | FED HOME LN MTG CORP 1.22% 08/19/2030                                                                                            | CUSIP: 3134GXBA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     1530000 | PA      | $1349900.69    | 0.00%             | 2030-08-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TIAA CLO IV LTD                                                                                             | TIAA CLO IV LTD A1AR TSFR3M+114 01/20/2032 144A                                                                                  | CUSIP: 88631YAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2399481 | PA      | $2400781.30    | 0.01%             | 2032-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 4.542% 08/01/2026                                                                                       | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199339.99     | 0.00%             | 2026-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST                                                                  | TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST 5.3% 09/15/2027                                                                       | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2473474 | PA      | $2485240.45    | 0.01%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC                                      | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.625% 01/15/2027 144A                                    | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      935000 | PA      | $929307.91     | 0.00%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAMLL RE-REMIC TRUST 2024-FRR3                                                                              | BAMLL RE-REMIC TRUST 2024-FRR3 VAR 01/27/2050 144A                                                                               | CUSIP: 054988AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2716688.40    | 0.01%             | 2050-01-27      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 10/01/2042#C04272                                                                                                 | CUSIP: 31292LW92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      281303 | PA      | $257313.88     | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM3 TR                                                                                            | OBX 2025-NQM3 A1 TR VAR 12/01/2064 144A                                                                                          | CUSIP: 67448YAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      342551 | PA      | $345573.36     | 0.00%             | 2064-12-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/01/2046#Q39717                                                                                                   | CUSIP: 3132QWYP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11056 | PA      | $9929.19       | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOWSON 2024-1 PLC                                                                                           | DOWSON 2024-1 F PLC SONIO+695 08/20/2031 REGS                                                                                    | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-CBDO         | CORP              | GB        |      544000 | PA      | $745327.42     | 0.00%             | 2031-08-20      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-2                                                                           | VERUS SECURITIZATION TRUST 2025-2 5.307% 03/25/2070 144A                                                                         | CUSIP: 92540VAA3<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-CBDO         | CORP              | US        |     3905565 | PA      | $3915444.62    | 0.01%             | 2070-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                                                     | JANE STREET GRP/JSG FIN 4.5% 11/15/2029 144A                                                                                     | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $62777.84      | 0.00%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 12/01/2051#SD8183                                                                                                 | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4947375 | PA      | $4128635.77    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                                            | CCO HLDGS LLC/CAP CORP 4.75% 03/01/2030 144A                                                                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2305000 | PA      | $2215261.74    | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                                                                            | JERSEY CENTRAL POWR and LIGHT CO 2.75% 03/01/2032 144A                                                                           | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3329929.31    | 0.01%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLETCHLEY PARK FUNDING 2025-1 PLC                                                                           | BLETCHLEY PARK FUNDING 2025-1 PLC SONIO+188 01/27/2070 REGS                                                                      | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $135749.78     | 0.00%             | 2070-01-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 08/01/2054#RJ2227                                                                                                 | CUSIP: 3142GSPM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      411671 | PA      | $427794.09     | 0.00%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COX ENTERPRISES INC                                                                                         | COX ENTERPRISES INC 7.375% 07/15/2027 144A                                                                                       | CUSIP: 224050AE4<br>LEI: TVRMNZKRGA8LPW6XPG60 | Long             | DBT              | CORP              | US        |     1945000 | PA      | $2040887.66    | 0.00%             | 2027-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.9% 08/25/2028                                                                                   | CUSIP: 3137FJEH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1200000 | PA      | $1198684.32    | 0.00%             | 2028-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 7 LTD                                                                     | GOLDENTREE LOAN MANAGEMENT US CLO 7 LTD ARR TSFR3M+110 04/20/2034 144A                                                           | CUSIP: 38138LAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5780000 | PA      | $5774676.62    | 0.01%             | 2034-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                                                    | TUCSON ELECTRIC POWER CO 5.5% 04/15/2053                                                                                         | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |      133000 | PA      | $125147.64     | 0.00%             | 2053-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 16 LTD                                                                    | GOLDENTREE LOAN MANAGEMENT US CLO 16 LTD ARR TSFR3M+112 01/20/2038 144A                                                          | CUSIP: 38090AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250108.00     | 0.00%             | 2038-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#FM9633                                                                                                   | CUSIP: 3140XDV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2931393 | PA      | $2573456.65    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC 5.5% 02/25/2036                                                                                                        | CUSIP: 12668BFL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        8343 | PA      | $4774.94       | 0.00%             | 2036-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                                             | REGENCY CTRS LP 3.7% 06/15/2030                                                                                                  | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      177000 | PA      | $172522.01     | 0.00%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV                                                                                          | BACARDI MARTINI BV YCP 0% 09/18/2025                                                                                             | CUSIP: 05634EWJ7<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |     1700000 | PA      | $1695430.57    | 0.00%             | 2025-09-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REP OF                                                                                           | GUATEMALA REP OF 3.7% 10/07/2033 REGS                                                                                            | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |      947000 | PA      | $824363.50     | 0.00%             | 2033-10-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 05/01/2051#BR6340                                                                                                   | CUSIP: 3140L5BJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73484 | PA      | $59463.91      | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                                                         | MACQUARIE GROUP LTD 5.033%/VAR 01/15/2030 144A                                                                                   | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |       23000 | PA      | $23480.92      | 0.00%             | 2030-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-6 LTD                                                                                   | CARLYLE US CLO 2024-6 LTD E TSFR3M+575 10/25/2037 144A                                                                           | CUSIP: 14319QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      150000 | PA      | $151567.65     | 0.00%             | 2037-10-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| KINBN 2024-RPL2A A                                                                                          | KINBN 2024-RPL2A A STEP 01/24/2063 144A                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     2151229 | PA      | $2514246.47    | 0.01%             | 2063-01-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                                                           | GLOBAL PARTNERS LP / GLP FIN CORP 7.125% 07/01/2033 144A                                                                         | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $46057.37      | 0.00%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SCG 2024-MSP MTG TR                                                                                         | SCG 2024-MSP A MTG TR TSFR1M+174.1 04/15/2041 144A                                                                               | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      229000 | PA      | $229142.85     | 0.00%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 07/20/2045#MA2960                                                                                                   | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       74579 | PA      | $67424.61      | 0.00%             | 2045-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/EUR settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-16288.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.75% 08/15/2045                                                                                     | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    47165000 | PA      | $47216586.72   | 0.11%             | 2045-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY SOUTHN CALIF                                                                                     | UNIVERSITY SOUTHN CALIF 4.976% 10/01/2053                                                                                        | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |      572000 | PA      | $522856.21     | 0.00%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2051#BU3295                                                                                                 | CUSIP: 3140M4UV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      172784 | PA      | $144999.69     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 08/01/2041#FM8410                                                                                                   | CUSIP: 3140XCKY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90712 | PA      | $78285.61      | 0.00%             | 2041-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047                                                                                   | CUSIP: 3137H5KC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2592583 | PA      | $2350151.74    | 0.01%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                                              | NISSAN MOTOR ACCEPTANCE CO LLC FRN SOFRINDX+205 09/13/2027 144A                                                                  | CUSIP: 65480CAJ4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8730568.79    | 0.02%             | 2027-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K59 MTG TR                                                                                       | FREMF 2016-K59 B CSTR 11/49 144A                                                                                                 | CUSIP: 30295RAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137909 | PA      | $135888.91     | 0.00%             | 2049-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40 LTD                                                                          | OCTAGON INVESTMENT PARTNERS 40 LTD A1RR TSFR3M+104 01/20/2035 144A                                                               | CUSIP: 67592BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6300000 | PA      | $6304158.00    | 0.01%             | 2035-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE MTG FIN TR SER 2007-S5                                                                                | CHASE MTG FIN TR SER 2007-S5 6% 07/25/2037                                                                                       | CUSIP: 161631AK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2465942 | PA      | $1064526.43    | 0.00%             | 2037-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS and RESORTS INC                                                                              | WYNDHAM HOTELS and RESORTS INC 4.375% 08/15/2028 144A                                                                            | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      255000 | PA      | $248959.71     | 0.00%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-C35                                                                            | WELLS FARGO COML MTG TR 2016-C35 TSFR1M+116.448 07/15/2048 144A                                                                  | CUSIP: 95000FBA3<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1901063.81    | 0.00%             | 2048-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                                                       | EG GLOBAL FINANCE PLC 11% 11/30/2028 144A                                                                                        | CUSIP: N/A<br>LEI: 549300TL8Q5207VYET27       | Long             | DBT              | CORP              | GB        |     3800000 | PA      | $4895238.37    | 0.01%             | 2028-11-30      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                                              | EUROPEAN UNION 2.5% 12/04/2031 REGS                                                                                              | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |      268000 | PA      | $310010.34     | 0.00%             | 2031-12-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                                                 | NETFLIX INC 5.375% 11/15/2029 144A                                                                                               | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      518000 | PA      | $542716.32     | 0.00%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34584                                                                                                   | CUSIP: 31307RCV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13898 | PA      | $13620.83      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                                                  | FIDELITY NATL INFORMN SVCS INC CP 0% 09/16/2025                                                                                  | CUSIP: 31621YWG0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3591882.00    | 0.01%             | 2025-09-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-RPL1                                                              | MORGAN STANLEY RESIDENTIAL MTG LN TR 2024-RPL1 A1 4% 06/25/2064                                                                  | CUSIP: 61776YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5401803 | PA      | $5257019.89    | 0.01%             | 2064-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                                              | PUBLIC SERVICE ELEC and GAS CO 4.65% 03/15/2033                                                                                  | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     2890000 | PA      | $2886957.58    | 0.01%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.83% 09/01/2032#BS6689                                                                                                | CUSIP: 3140LHNF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $5829979.80    | 0.01%             | 2032-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/43#AS0080                                                                                                      | CUSIP: 3138W9CS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8411 | PA      | $7905.74       | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 25YRS 7.50% 12/36 #G20028                                                                                                   | CUSIP: 31283LA55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1485 | PA      | $1534.08       | 0.00%             | 2036-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REGATTA XI FUNDING LTD                                                                                      | REGATTA XI FUNDING LTD AR TSFR3M+140 07/17/2037 144A                                                                             | CUSIP: 75887XAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      800000 | PA      | $802156.00     | 0.00%             | 2037-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2047#MA3184                                                                                                 | CUSIP: 31418CRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      305025 | PA      | $298815.40     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE US INC                                                                                             | ENBRIDGE US INC CP 0% 09/24/2025                                                                                                 | CUSIP: 29251UWQ7<br>LEI: 5493003FRODSVHJWFS32 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5482111.80    | 0.01%             | 2025-09-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2050#SD8108                                                                                                   | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      184069 | PA      | $161305.40     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES LN FDG V LTD / ARES LN FDG V LLC                                                                       | ARES LN FDG V LTD / ARES LN FDG V LLC A1 TSFR3M+150 07/27/2037 144A                                                              | CUSIP: 04020QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     4720000 | PA      | $4735642.08    | 0.01%             | 2037-07-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A                                                                          | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      345000 | PA      | $351315.23     | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2051#CB1331                                                                                                 | CUSIP: 3140QLPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3849276 | PA      | $3230304.36    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC 2010-116 QB 4% 09/16/2040                                                                            | CUSIP: 38377LAL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     1235383 | PA      | $1186428.09    | 0.00%             | 2040-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 1/1/43 #AB7568                                                                                                    | CUSIP: 31417EMS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50615 | PA      | $46397.02      | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 4.836% 05/09/2028                                                                                                   | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     6667000 | PA      | $6699924.38    | 0.01%             | 2028-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                                            | ELI LILLY and CO 4.6% 08/14/2034                                                                                                 | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     3066000 | PA      | $3048493.57    | 0.01%             | 2034-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5.5% 08/01/2053#RA9619                                                                                                 | CUSIP: 3133KRVL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4330557 | PA      | $4411164.65    | 0.01%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAP CLO 7 LTD / ANCHORAGE CAP CLO 7 LLC                                                           | ANCHORAGE CAP CLO 7 LTD / ANCHORAGE CAP CLO 7 LLC BR3 TSFR3M+205 04/28/2037 144A                                                 | CUSIP: 03328TBU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $702406.60     | 0.00%             | 2037-04-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG PASS THRU CTFS WMALT SER 2006 7 TR                                                       | WASHINGTON MUT MTG PASS THRU CTFS WMALT SER 2006-7 A1B TR STEP 09/25/2036                                                        | CUSIP: 93935HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1921123 | PA      | $519917.46     | 0.00%             | 2036-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PRMI SECURITIZATION TR 2024-CMG1                                                                            | PRMI SECURITIZATION TR 2024-CMG1 SOFR30A+130 07/25/2054 144A                                                                     | CUSIP: 74275VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1492726 | PA      | $1489670.62    | 0.00%             | 2054-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                                              | YUM BRANDS INC 4.625% 01/31/2032                                                                                                 | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      520000 | PA      | $502645.52     | 0.00%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC and GAS REV                                                                             | SAN ANTONIO TEX ELEC and GAS BUILD AMERICA BONDS                                                                                 | CUSIP: 796253Y30<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      230000 | PA      | $234663.87     | 0.00%             | 2041-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.428700 19-JUN-2054 EUR                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -395000 | NC      | $43452.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-CES2                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2024-CES2 5.549% 09/25/2054 144A                                                                 | CUSIP: 10570PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      403712 | PA      | $405454.93     | 0.00%             | 2054-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDINGS CORP                                                                                   | RENAISSANCE LEARNING TERM B 1LN 4/5/2030                                                                                         | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |      419078 | PA      | $360930.75     | 0.00%             | 2030-04-05      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 08/20/2051#MA7533                                                                                                     | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       41009 | PA      | $33578.59      | 0.00%             | 2051-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 3.25% 11/15/2049                                                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $846175.22     | 0.00%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.05% 03/30/2029                                 | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1421895.68    | 0.00%             | 2029-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4 VAR 08/25/2052 144A                                                                | CUSIP: 92259KAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       68365 | PA      | $66485.50      | 0.00%             | 2052-08-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 05/31/2032                                                                                                      | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1399000 | PA      | $1416635.93    | 0.00%             | 2032-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                                                     | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    44539000 | PA      | $43328095.94   | 0.10%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                                                                           | TENNET HOLDING BV 4.75% 10/28/2042 REGS                                                                                          | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | CORP              | NL        |      915000 | PA      | $1161322.59    | 0.00%             | 2042-10-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2046#AS8453                                                                                                   | CUSIP: 3138WJMB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      138628 | PA      | $123693.93     | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                         | CONSUMERS ENERGY CO 4.35% 04/15/2049                                                                                             | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       14000 | PA      | $11622.05      | 0.00%             | 2049-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST 2024-IND                                                                     | ARES COMMERCIAL MORTGAGE TRUST 2024-IND A TSFR1M+169.163 07/15/2041 144A                                                         | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430000 | PA      | $431612.50     | 0.00%             | 2041-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 08/01/2055#CC0872                                                                                                   | CUSIP: 3140Y66J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      468897 | PA      | $480838.82     | 0.00%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                      | SEMPRA 4.125%/VAR 04/01/2052                                                                                                     | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     3845000 | PA      | $3726409.43    | 0.01%             | 2052-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC                                      | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.25% 03/15/2033 144A                                     | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $127861.38     | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                                                  | MASTEC INC 6.625% 08/15/2029 144A                                                                                                | CUSIP: 576323AQ2<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |       43000 | PA      | $42785.00      | 0.00%             | 2029-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP                                                                                            | GS MTG SECS CORP 6% 09/25/2034                                                                                                   | CUSIP: 36242DCH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         382 | PA      | $386.22        | 0.00%             | 2034-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-KW10 MORTGAGE TRUST                                                                              | FREMF 2019-KW10 B MORTGAGE TRUST CSTR 10/25/2032 144A                                                                            | CUSIP: 30298XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      268271 | PA      | $248848.90     | 0.00%             | 2032-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                                                       | GRAY OAK PIPELINE LLC 2.6% 10/15/2025 144A                                                                                       | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      109000 | PA      | $108653.73     | 0.00%             | 2025-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 01/01/2046#U99134                                                                                                   | CUSIP: 3132H7EG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59761 | PA      | $57390.78      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 02/01/2043#AB7936                                                                                                 | CUSIP: 31417EZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      937928 | PA      | $855792.94     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BCKD SEC TR                                                                              | BSABS 2003-SD2 2A CSTR 6/43                                                                                                      | CUSIP: 07384YLJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        2713 | PA      | $2669.84       | 0.00%             | 2043-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                                           | ATMOS ENERGY CORP 4.15% 01/15/2043                                                                                               | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       17000 | PA      | $14294.87      | 0.00%             | 2043-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-2                                                                    | GLS AUTO RECEIVABLES ISSUER TRUST 2024-2A A2 5.77% 06/15/2027 144A                                                               | CUSIP: 37964VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      130869 | PA      | $130933.47     | 0.00%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2052#BV4119                                                                                                 | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7546780 | PA      | $6293148.77    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 3.557% 08/15/2027                                                                                               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2939000 | PA      | $2900783.39    | 0.01%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.031% 09/25/2028                                                                                 | CUSIP: 3137H4BY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1200000 | PA      | $1135032.00    | 0.00%             | 2028-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2053#FS6498                                                                                                   | CUSIP: 3140XNGG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4662175 | PA      | $4793892.23    | 0.01%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 11/01/2031#MA2803                                                                                                 | CUSIP: 31418CDH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      352674 | PA      | $340606.90     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 3/42 #AB4684                                                                                                          | CUSIP: 31417BF28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      447052 | PA      | $421218.56     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LENDING FUNDING TRUST 2020-2                                                                                | LENDING FUNDING TRUST 2020-2 6.77% 04/21/2031                                                                                    | CUSIP: 51507KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3455000 | PA      | $3487064.13    | 0.01%             | 2031-04-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP /SIX FLAGS THEME PARKS INC/ CANADA'S WONDERLAND CO                             | SIX FLAGS ENTERTAINMENT CORP /SIX FLAGS THEME PARKS INC/ CANADA'S WONDERLAND CO 6.625% 05/01/2032 144A                           | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $121950.12     | 0.00%             | 2032-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.245000 09/13/2054 EUR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1090000 | NC      | $162334.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR and UTILS CORP                                                                                | ALGONQUIN PWR and UTILS CORP STEP 06/15/2026                                                                                     | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     3670000 | PA      | $3695886.97    | 0.01%             | 2026-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2022-CSMO                                                                                    | BX COML MTG TR 2022-CSMO TSFR1M+314.07 06/15/2027                                                                                | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1523800 | PA      | $1532847.56    | 0.00%             | 2027-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MTN INC 4.5% 02/15/2031 144A                                                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       39000 | PA      | $37102.06      | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                                                    | SNAP INC 6.875% 03/15/2034 144A                                                                                                  | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      190000 | PA      | $190496.44     | 0.00%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG TR                                                                                            | JP MORGAN MTG TR 5.5% 12/25/2019                                                                                                 | CUSIP: 466247JX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         488 | PA      | $479.01        | 0.00%             | 2019-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR                                                                                              | TYSN 2023-CRNR A VAR 12/10/2038 144A                                                                                             | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $105811.22     | 0.00%             | 2033-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2051#RA6334                                                                                                   | CUSIP: 3133KNBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1102819 | PA      | $884134.82     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT and WHITE HLDGS                                                                                | BAYLOR SCOTT and WHITE HLDGS 2.839% 11/15/2050                                                                                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |      120000 | PA      | $75173.78      | 0.00%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                       | FOUNDRY JV HOLDCO LLC 5.5% 01/25/2031 144A                                                                                       | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     3535000 | PA      | $3670776.66    | 0.01%             | 2031-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                                                | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                                                                | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      175000 | PA      | $170901.71     | 0.00%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST                                                                    | SBALR COMMERCIAL MORTGAGE 2020-RR1 TRUST 2.825% 02/13/2053                                                                       | CUSIP: 78397EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1035922 | PA      | $910238.03     | 0.00%             | 2053-02-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/ZAR settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13671.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                                                       | DUPONT DE NEMOURS INC 5.319% 11/15/2038                                                                                          | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      121000 | PA      | $126218.44     | 0.00%             | 2038-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TURKEY REPUBLIC OF                                                                                          | TURKEY REPUBLIC OF 7.625% 05/15/2034                                                                                             | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      400000 | PA      | $420320.00     | 0.00%             | 2034-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                                          | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026                                                              | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    15349000 | PA      | $15034649.56   | 0.03%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 2.625% 08/01/2031                                                                                                   | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    11006000 | PA      | $9327325.26    | 0.02%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/SGD settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1609.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                                                    | SOUTH AFRICA REPUBLIC OF 8.5% 01/31/2037                                                                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    20925000 | PA      | $1056927.44    | 0.00%             | 2037-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2052#CB3627                                                                                                   | CUSIP: 3140QPA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      156085 | PA      | $146512.11     | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIXTH STR CLO IX LTD/LLC                                                                                    | SIXTH STR CLO IX LTD/LLC AR TSFR3M+138 07/21/2037 144A                                                                           | CUSIP: 83012CAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250857.50     | 0.00%             | 2037-07-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                                                   | OLIN CORP 6.625% 04/01/2033 144A                                                                                                 | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      290000 | PA      | $289623.99     | 0.00%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                                | ROCKIES EXPRESS PIPELINE LLC 4.95% 07/15/2029 144A                                                                               | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      245000 | PA      | $241061.99     | 0.00%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 7.146%/VAR 07/13/2027                                                                             | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3476875.02    | 0.01%             | 2027-07-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                                                  | PINNACLE WEST CAPITAL CORP 5.15% 05/15/2030                                                                                      | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     1524000 | PA      | $1567817.04    | 0.00%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                                             | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                                                           | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |      342778 | PA      | $289434.69     | 0.00%             | 2028-03-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CIM TR 2025-I1                                                                                              | CIM TR 2025-I1 CSTR 10/25/2069 144A                                                                                              | CUSIP: 12571DAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      690000 | PA      | $698963.65     | 0.00%             | 2069-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                                                          | COTERRA ENERGY INC 5.9% 02/15/2055                                                                                               | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      600000 | PA      | $559691.84     | 0.00%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 11/35 #A80290                                                                                                         | CUSIP: 312926KB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      739635 | PA      | $751016.44     | 0.00%             | 2035-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 06/01/2053#RA9276                                                                                                   | CUSIP: 3133KRJV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      638587 | PA      | $660787.71     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 3.882%/VAR 07/24/2038                                                                                      | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $3802260.68    | 0.01%             | 2038-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CWALT ALTERNATIVE LN TR SER 2006 OA17                                                                       | CWALT ALTRNTV LN TR SR 06 OA17 STEP 12/20/2046                                                                                   | CUSIP: 12668PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      878297 | PA      | $796891.65     | 0.00%             | 2046-12-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 5% 06/01/2040#RR0002                                                                                                   | CUSIP: 3142JCAC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      999900 | PA      | $1010158.65    | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                                           | HEALTHPEAK OP LLC 3% 01/15/2030                                                                                                  | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     1679000 | PA      | $1588812.60    | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINE LTD                                                                                            | IVANHOE MINE LTD 7.875% 01/23/2030 144A                                                                                          | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $202536.60     | 0.00%             | 2030-01-23      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                                                    | DIRECTV FINANCING LLC / CO-OBLIGOR INC 5.875% 08/15/2027 144A                                                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $308449.76     | 0.00%             | 2027-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES                                                   | FNS 313 1 0% 6/31                                                                                                                | CUSIP: 3136FAAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |        4997 | PA      | $4470.30       | 0.00%             | 2031-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                                                   | BAXTER INTERNATIONAL INC 3.132% 12/01/2051                                                                                       | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      200000 | PA      | $122822.26     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MTG TR                                                                                         | MCR 2024-TWA MTG TR 8.725% 06/12/2039 144A                                                                                       | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       78000 | PA      | $78998.74      | 0.00%             | 2039-06-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 12/01/2035#MA4206                                                                                                   | CUSIP: 31418DU83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3592505 | PA      | $3308738.74    | 0.01%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                                                 | CHENIERE ENERGY PARTNERS LP 5.95% 06/30/2033                                                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      298000 | PA      | $312016.01     | 0.00%             | 2033-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                                              | CANADIAN NATL RESOURCES LTD 5% 12/15/2029 144A                                                                                   | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    10920000 | PA      | $11131171.83   | 0.02%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 4.918%/VAR 07/20/2033                                                                                        | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      790000 | PA      | $800101.24     | 0.00%             | 2033-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                                            | TKC HOLDINGS TERM 1LN 2/15/2027                                                                                                  | CUSIP: 87256KAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      263211 | PA      | $263210.81     | 0.00%             | 2027-02-15      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 01/01/2052#SD8190                                                                                                   | CUSIP: 3132DWC35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1438402 | PA      | $1257822.40    | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 06/01/2052#SD8219                                                                                                 | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4731881 | PA      | $3945846.01    | 0.01%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 08/01/2035#SB8066                                                                                                 | CUSIP: 3132D56B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1418081 | PA      | $1279574.21    | 0.00%             | 2035-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CA REVS                                                                                          | UNIV CAL REV 4.767% 5/15/2115                                                                                                    | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1565000 | PA      | $1272186.62    | 0.00%             | 2115-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                                                 | SUNOCO LP / SUNOCO FIN CORP 5.875% 03/15/2028                                                                                    | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $215753.36     | 0.00%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                                              | PROTECTIVE LIFE GLOBAL FUNDING 5.215% 06/12/2029 144A                                                                            | CUSIP: 74368CBY9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3107253.15    | 0.01%             | 2029-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 06/20/2049#BM9683                                                                                                     | CUSIP: 3617K1XL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      114013 | PA      | $114368.04     | 0.00%             | 2049-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2044#AS3179                                                                                                 | CUSIP: 3138WCQ97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7347 | PA      | $7277.59       | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 4/42 #AK6572                                                                                                          | CUSIP: 3138EBJS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37222 | PA      | $35102.28      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 10/41 #Q03643                                                                                                         | CUSIP: 3132GJWC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      231344 | PA      | $231288.50     | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/42#AB6934                                                                                                      | CUSIP: 31417DV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57363 | PA      | $53985.75      | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.525%/VAR 11/19/2041                                                                                      | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10730000 | PA      | $7639922.77    | 0.02%             | 2041-11-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                                                 | TEXTRON INC 2.45% 03/15/2031                                                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     3245000 | PA      | $2918687.41    | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RECETTE CLO LTD                                                                                             | RECETTE CLO LTD ARR TSFR3M+134.161 04/20/2034 144A                                                                               | CUSIP: 75620TAW8<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |     9600000 | PA      | $9614400.00    | 0.02%             | 2034-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                                            | TRINET GROUP INC 7.125% 08/15/2031 144A                                                                                          | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      265000 | PA      | $275567.14     | 0.00%             | 2031-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.9% 05/01/2029#AN1872                                                                                                 | CUSIP: 3138LECJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98188 | PA      | $94226.14      | 0.00%             | 2029-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMM 2025-SBX MORTGAGE TRUST                                                                                | COMM 2025-SBX MORTGAGE TRUST VAR 08/10/2041 144A                                                                                 | CUSIP: 20047UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74000 | PA      | $74579.43      | 0.00%             | 2041-08-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU 2003-AR8 A CSTR 8/25/33                                                                                                     | CUSIP: 92922FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1386 | PA      | $1325.36       | 0.00%             | 2033-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | OTC EPUT EUR VS USD @ 1.145 MYI                                                                                                  | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |    27763000 | NC      | $74452.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/TWD settle 2025-10-20                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $74362.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1 A1 VAR 01/25/2065 144A                                                             | CUSIP: 64832DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1352625 | PA      | $1370117.62    | 0.00%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                                                  | MARSH and MCLENNAN COS INC 4.65% 03/15/2030                                                                                      | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5597930.75    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2042#AB7124                                                                                                 | CUSIP: 31417D4J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      624832 | PA      | $589974.95     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2043#AT2998                                                                                                 | CUSIP: 3138WQKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      591641 | PA      | $519706.99     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2052#CB2837                                                                                                   | CUSIP: 3140QNEK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28843 | PA      | $23321.54      | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 10/25/2047                                                                                   | CUSIP: 3137H62Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      575405 | PA      | $519182.17     | 0.00%             | 2047-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/01/2045#G61796                                                                                                 | CUSIP: 31335B7H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      158172 | PA      | $158293.09     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/01/2048#BM4676                                                                                                   | CUSIP: 3140J9FS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      686130 | PA      | $653914.06     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                                                  | CATERPILLAR FINL SVCS CORP 4.4% 10/15/2027                                                                                       | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4039871.20    | 0.01%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                                                                      | UCB SA 4.25% 03/20/2030 REGS                                                                                                     | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | DBT              | CORP              | BE        |     2100000 | PA      | $2531852.73    | 0.01%             | 2030-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2019-1 LTD                                                                                  | EATON VANCE CLO 2019-1 LTD AR2 TSFR3M+151 07/15/2037 144A                                                                        | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |     4210000 | PA      | $4222916.28    | 0.01%             | 2037-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL1 TRUST                                                                                        | PRET 2025-NPL1 TRUST 6.063% 02/25/2055 144A                                                                                      | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8572746 | PA      | $8589265.58    | 0.02%             | 2055-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 4.65% 12/01/2048                                                                                    | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      139000 | PA      | $119587.61     | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL5                                                           | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL5 STEP 04/25/2030 144A                                                           | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      233000 | PA      | $235611.67     | 0.00%             | 2030-04-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                                                                   | CIM TRUST 1.951% 06/25/2057 144A                                                                                                 | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      946129 | PA      | $870784.91     | 0.00%             | 2057-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 4.3% 02/15/2030                                                                                                     | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3709000 | PA      | $3714689.16    | 0.01%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRZ FHT EXCESS LLC                                                                                          | NRZ FHT EXCESS LLC 4.212% 11/25/2025 144A                                                                                        | CUSIP: 62955MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570486 | PA      | $568108.41     | 0.00%             | 2025-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.869500 4/15/2028 USC                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -4340000 | NC      | $-13710.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 06/01/2042#G07032                                                                                                 | CUSIP: 3128M9ED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      206987 | PA      | $190153.98     | 0.00%             | 2042-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 09/01/2050#MA4119                                                                                                   | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5590757 | PA      | $4489121.11    | 0.01%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 11/01/2051#CB2852                                                                                                   | CUSIP: 3140QNE24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25766 | PA      | $20592.44      | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                                                        | PRPM 2025-NQM1 M1A TRUST 6.645% 11/25/2069 144A                                                                                  | CUSIP: 74391EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      662810 | PA      | $674678.67     | 0.00%             | 2069-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1                                                                                                | BX 2021-MFM1 TSFR1M+311.448 01/15/2034 144A                                                                                      | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40957 | PA      | $40943.15      | 0.00%             | 2034-01-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B19 MTG TR                                                                                   | BENCHMARK 2020-B19 A5 1.787% 09/15/2053                                                                                          | CUSIP: 08162WBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5800000 | PA      | $5568777.20    | 0.01%             | 2053-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                                    | CONSTELLATION BRANDS INC 4.65% 11/15/2028                                                                                        | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      292000 | PA      | $295482.13     | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 3.5% 06/01/2032#C91456                                                                                                 | CUSIP: 3128P7TM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1650358 | PA      | $1625459.34    | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2005-79 ZC 5.9% 09/25/2035                                                                        | CUSIP: 31394FGT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      122457 | PA      | $124174.71     | 0.00%             | 2035-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                                              | FAIRFAX FINANCIAL HLDGS LTD 4.85% 04/17/2028                                                                                     | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     1850000 | PA      | $1875437.04    | 0.00%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                                                                                | CREDIT SUISSE MORTGAGE TRUST 2021-RPL11 PT 3.77782% 10/25/2061 144A                                                              | CUSIP: 12659AAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6849943 | PA      | $5624178.86    | 0.01%             | 2061-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                                                                      | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+123.468 02 11/15/2036 144A                                                         | CUSIP: 26863LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      966943 | PA      | $966036.64     | 0.00%             | 2038-11-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2.5% 07/01/2030#V60869                                                                                                 | CUSIP: 3132KE6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      169087 | PA      | $164634.97     | 0.00%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/01/2051#CB1110                                                                                                   | CUSIP: 3140QLGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100353 | PA      | $80516.01      | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                                                 | COMMONWEALTH BANK AUSTRALIA 3.61%/VAR 09/12/2034 144A                                                                            | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     3419000 | PA      | $3286494.91    | 0.01%             | 2034-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#FA0995                                                                                                   | CUSIP: 3140W1C92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2004400 | PA      | $1616957.88    | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                                                    | FMC CORP 5.65% 05/18/2033                                                                                                        | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     3370000 | PA      | $3359677.49    | 0.01%             | 2033-05-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                                                            | MOBICO GROUP PLC 4.25%/VAR PERP REGS                                                                                             | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | EP               | CORP              | GB        |      320000 | PA      | $293624.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BALL CORP                                                                                                   | BALL CORP 5.5% 09/15/2033                                                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1406786.65    | 0.00%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK                                                              | FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK SOFR30A+ 01/25/2051 144A                                                          | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3893281 | PA      | $4017904.15    | 0.01%             | 2051-01-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP REC 4.065 05/02/30                                                                                                     | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     3970000 | NC      | $139026.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC                                          | FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC 6.75% 01/15/2030 144A                                         | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | PA      | $460820.40     | 0.00%             | 2030-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOUBLELINE FDS TR                                                                                           | DoubleLine Total Return Bond N                                                                                                   | CUSIP: 258620202<br>LEI: 54930080M2JY1L0IFX13 | Long             | EC               | RF                | US        |   147457821 | NS      | $1306476292.34 | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE CO OF OK                                                                                     | PUBLIC SERVICE CO OF OK 3.15% 08/15/2051                                                                                         | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       70000 | PA      | $43500.62      | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                                                                                   | PNC BANK NA PITTSBURGH PA 4.429%/VAR 07/21/2028                                                                                  | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |      740000 | PA      | $742789.76     | 0.00%             | 2028-07-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP EUR 2.505500 02/20/2054 EUR                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1666170 | NC      | $155246.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC                                         | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 6.5% 07/01/2032 144A                                         | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $95195.00      | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.531250 04/15/2029 USC                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1731500 | NC      | $8624.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 09/01/2046#G08729                                                                                                 | CUSIP: 3128MJY38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      163953 | PA      | $161230.58     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                                                    | ALLISON TRANSMISSION INC 5.875% 06/01/2029 144A                                                                                  | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      326000 | PA      | $328540.52     | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-1 LTD                                                                                     | CIFC FUNDING 2021-1 LTD BR TSFR3M+175 07/25/2037 144A                                                                            | CUSIP: 12563EAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250824.75     | 0.00%             | 2037-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                                                  | VMED O2 UK FINANCING I PLC 4.25% 01/31/2031 144A                                                                                 | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      425000 | PA      | $392276.45     | 0.00%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 11/01/2053#SD6961                                                                                                   | CUSIP: 3132DUWW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1203517 | PA      | $1205262.33    | 0.00%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2032#AQ1534                                                                                                 | CUSIP: 3138MGV44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8019 | PA      | $7814.66       | 0.00%             | 2032-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-6                                                                              | VELOCITY COML CAP LN TR 2024-6 M4 VAR 12/25/2054 144A                                                                            | CUSIP: 92261BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      194396 | PA      | $197129.82     | 0.00%             | 2054-12-25      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 5.15% 01/15/2030 144A                                                                                | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     2033000 | PA      | $2067405.78    | 0.00%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 07/01/2050#SD7521                                                                                                 | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4894991 | PA      | $4155286.09    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                                                        | FLUTTER ENTERTAINMENT TERM B 1LN 06/04/2032                                                                                      | CUSIP: N/A<br>LEI: 635400VFWPBIKJK6GN11       | Long             | LON              | CORP              | NL        |      283259 | PA      | $282196.34     | 0.00%             | 2032-06-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 11/20/2049#MA6282                                                                                                   | CUSIP: 36179U6T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      247713 | PA      | $211999.75     | 0.00%             | 2049-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 07/01/2051#RA5574                                                                                                 | CUSIP: 3133KMFP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2622517 | PA      | $2211464.40    | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                                                    | AES CORP 2.45% 01/15/2031                                                                                                        | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3225486.85    | 0.01%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                                                 | SCOTTS MIRACLE GRO CO (THE) 4% 04/01/2031                                                                                        | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     2921000 | PA      | $2687487.37    | 0.01%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2036#889583                                                                                                   | CUSIP: 31410KJ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49333 | PA      | $49986.21      | 0.00%             | 2036-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 06/01/2051#QC3130                                                                                                 | CUSIP: 3133AMPP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      943375 | PA      | $715988.01     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2044#MA1749                                                                                                 | CUSIP: 31418A5K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5725 | PA      | $5210.49       | 0.00%             | 2044-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 3.187% 11/15/2036 144A                                                                                              | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4812000 | PA      | $4016759.35    | 0.01%             | 2036-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                                                       | ACCENTURE CAPITAL INC 4.25% 10/04/2031                                                                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     3330000 | PA      | $3319343.03    | 0.01%             | 2031-10-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                                                  | COPT DEFENSE PROPERTIES LP 2% 01/15/2029                                                                                         | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      600000 | PA      | $554045.36     | 0.00%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.4% 03/25/2032                                                                                   | CUSIP: 3137H73Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      643616 | PA      | $574001.91     | 0.00%             | 2032-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | BLACKROCK CDS SWAP 1% 20/12/2029                                                                                                 | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DCR              | CORP              | GB        |      540000 | NC      | $-17096.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                                           | GEO GROUP INC/THE 10.25% 04/15/2031                                                                                              | CUSIP: 36162JAH9<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |       55000 | PA      | $60630.52      | 0.00%             | 2031-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                                          | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+179.391 05/15/2039 144A                                                                | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6596000 | PA      | $6162318.94    | 0.01%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 10/01/2044#G60319                                                                                                 | CUSIP: 31335AK80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      803308 | PA      | $801358.30     | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                                          | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A                                                                | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12656000 | PA      | $12307960.00   | 0.03%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                              | AIR LEASE CORP CP 0% 09/12/2025                                                                                                  | CUSIP: 00913WWC5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5889089.13    | 0.01%             | 2025-09-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                                                   | HESS CORP 7.875% 10/01/2029                                                                                                      | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     5583000 | PA      | $6347320.91    | 0.01%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I                                                                                    | MORGAN STANLEY CAPITAL I 2.782% 08/15/2049                                                                                       | CUSIP: 61767FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13840000 | PA      | $13589259.34   | 0.03%             | 2049-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2020-VIV3 B                                                                                        | BX TRUST 2020-VIV3 B 3.543% 03/09/2044 144A                                                                                      | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2635000 | PA      | $2480842.49    | 0.01%             | 2044-03-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/45#AZ9583                                                                                                        | CUSIP: 3140E2UH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74675 | PA      | $71425.61      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 05/15/2042#AA1859                                                                                                   | CUSIP: 36177YB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7162 | PA      | $7041.62       | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB                                                                 | SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB 2.25% 07/12/2027 REGS                                                                | CUSIP: N/A<br>LEI: 636700JPED0N9T4ET363       | Long             | DBT              | CORP              | SE        |      400000 | PA      | $431723.54     | 0.00%             | 2027-07-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST 2016-3                                                                                   | HERO FUNDING TRUST 2016-3 3.08% 09/20/2042 144A                                                                                  | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       12736 | PA      | $12057.46      | 0.00%             | 2042-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFP 2024-11 LTD                                                                                             | PFP 2024-11 LTD A TSFR1M+183.239 09/17/2039 144A                                                                                 | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4636979 | PA      | $4645678.78    | 0.01%             | 2039-09-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2044#AX6493                                                                                                 | CUSIP: 3138Y8GB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60523 | PA      | $59857.88      | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST 2021-CX2                                                                     | CAMB COMMERCIAL MORTGAGE TRUST 2021-CX2 2.7% 11/10/2046 144A                                                                     | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3438888.00    | 0.01%             | 2046-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017-C38                                                                            | WELLS FARGO COML MTG TR 2017-C38 3.665% 07/15/2050                                                                               | CUSIP: 95001MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1110000 | PA      | $1079891.25    | 0.00%             | 2050-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 10/40 #AE3832                                                                                                         | CUSIP: 31419EHJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6942 | PA      | $6935.31       | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                                                | ENTEGRIS INC 4.375% 04/15/2028 144A                                                                                              | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      245000 | PA      | $238216.15     | 0.00%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 10/01/2055 #TBA                                                                                                       | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    66100000 | PA      | $67356911.33   | 0.15%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 3.125% 05/15/2026 144A                                                                                                  | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      444000 | PA      | $438805.65     | 0.00%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 7.05% 02/03/2031 REGS                                                                                         | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      800000 | PA      | $854928.00     | 0.00%             | 2031-02-03      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/BRL settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-250114.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC                                   | HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 5% 06/01/2029 144A                                     | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $125733.49     | 0.00%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 5 LTD / SIGNAL PEAK CLO 5 LLC                                                               | SIGNAL PEAK CLO 5 LTD / SIGNAL PEAK CLO 5 LLC A1R TSFR3M+155 04/25/2037 144A                                                     | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250750.00     | 0.00%             | 2037-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 02/15/2047                                                                                        | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9789000 | PA      | $7271391.56    | 0.02%             | 2047-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 6.19% 04/25/2027 144A                                                                                         | CUSIP: 30259RAM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4292553 | PA      | $4327800.44    | 0.01%             | 2027-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 2025-18 MA 0.5% 09/25/2054                                                                            | CUSIP: 3136BVLQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     6765443 | PA      | $5700161.24    | 0.01%             | 2054-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 7/40 #719232                                                                                                          | CUSIP: 3620A5A90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26097 | PA      | $26001.19      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 5.005%/VAR 10/15/2030 144A                                                                                | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     5900000 | PA      | $6004859.93    | 0.01%             | 2030-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | USTN TII 1.625% 04/15/2030                                                                                                       | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16356000 | PA      | $16926104.26   | 0.04%             | 2030-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THUNDERBOLT AIRCRAFT LEASE LIM                                                                              | THUNDERBOLT AIRCRAFT LEASE 2018-A A STEP 07/15/2038 144A                                                                         | CUSIP: 886065AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3430061 | PA      | $3422412.01    | 0.01%             | 2038-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2045                                                                                     | CUSIP: 3136AR6G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      176242 | PA      | $168105.26     | 0.00%             | 2045-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 6.407%/VAR 11/01/2029                                                                                             | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    23462000 | PA      | $24939706.44   | 0.06%             | 2029-11-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | OTC EPUT EUR VS USD @ 1.11 MYI                                                                                                   | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |    99416000 | NC      | $128873.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5% 04/48#BD0512                                                                                                          | CUSIP: 3617BFR95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       42315 | PA      | $42499.78      | 0.00%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                                          | META PLATFORMS INC 4.75% 08/15/2034                                                                                              | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4020245.28    | 0.01%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR3 TR                                                                                 | FIRSTKEY HOMES 2021-SFR3 F2 TR 3.832% 12/17/2038 144A                                                                            | CUSIP: 33768JAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2902724.10    | 0.01%             | 2038-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 08/01/2043#AS0305                                                                                                 | CUSIP: 3138W9KT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      271871 | PA      | $247464.67     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                                              | PUBLIC SERVICE ELEC and GAS CO 5.375% 11/01/2039                                                                                 | CUSIP: 74456QAU0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12212.57      | 0.00%             | 2039-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                                         | CONSTELLATION ENERGY GENERATION LLC 6.25% 10/01/2039                                                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      245000 | PA      | $262786.26     | 0.00%             | 2039-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.496%/VAR 02/13/2031                                                                                | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    16862000 | PA      | $15574461.35   | 0.03%             | 2031-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SHOPS AT CRYSTALS TRUST 2016-CSTL                                                                           | SHOPS 2016-CSTL C CSTR 07/05/36 144A                                                                                             | CUSIP: 82510WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1681000 | PA      | $1647741.75    | 0.00%             | 2036-07-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS NET LLC                                                                                      | DIAMOND SPORTS TERM EXIT 1LN 01/02/2028                                                                                          | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |      233225 | PA      | $202905.97     | 0.00%             | 2028-01-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 3.316500 07/15/2027 UKR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     8254613 | NC      | $-54240.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALUMINA LTD                                                                                                 | ALUMINA LTD 6.375% 09/15/2032 144A                                                                                               | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      575000 | PA      | $586419.50     | 0.00%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES                                                                                    | CARVANA AUTO RECEIVABLES TR 2023-P3 A4 5.71% 07/10/2029 144A                                                                     | CUSIP: 14688GAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1418000 | PA      | $1455154.72    | 0.00%             | 2029-07-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                                                      | EQUITABLE HOLDINGS INC 4.572% 02/15/2029 144A                                                                                    | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     2002000 | PA      | $2004905.50    | 0.00%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                                            | CALIFORNIA RES CORP 7.125% 02/01/2026 144A                                                                                       | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       44000 | PA      | $43854.92      | 0.00%             | 2026-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                                                    | VISA INC 2.7% 04/15/2040                                                                                                         | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      183000 | PA      | $138936.74     | 0.00%             | 2040-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/EUR settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $5707.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 1.456%/VAR 01/14/2027 144A                                                                                | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $197734.56     | 0.00%             | 2027-01-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                                        | ALPHA GENERATION TERM B 1LN 09/30/2031                                                                                           | CUSIP: N/A<br>LEI: 254900K5V62L4YGVKF49       | Long             | LON              | CORP              | US        |      427820 | PA      | $426930.51     | 0.00%             | 2031-09-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                                              | SERVICE CORP INTERNATIONAL INC 5.125% 06/01/2029                                                                                 | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      565000 | PA      | $560750.80     | 0.00%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                            | FIRSTENERGY CORP 3.4% 03/01/2050                                                                                                 | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     2269000 | PA      | $1523574.60    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LA LLC 2.4% 10/01/2026                                                                                                   | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1050145.17    | 0.00%             | 2026-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 3.5% 09/01/2055 #TBA                                                                                                   | CUSIP: 01F032690<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -65020000 | PA      | $-58749126.59  | -0.13%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 6.2%/VAR 02/15/2056                                                                                          | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2210000 | PA      | $2202652.81    | 0.00%             | 2056-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2052#CB4306                                                                                                   | CUSIP: 3140QPYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6769099 | PA      | $6778912.56    | 0.02%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 4.758% 09/06/2049                                                                                               | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1414000 | PA      | $1165410.73    | 0.00%             | 2049-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                                                    | SNAM SPA 5.75% 05/28/2035 144A                                                                                                   | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     5746000 | PA      | $5888564.29    | 0.01%             | 2035-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 VAR 11/25/2060 144A                                                            | CUSIP: 35563P4Q9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      142991 | PA      | $98838.55      | 0.00%             | 2060-11-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 02/01/2052#RA6702                                                                                                   | CUSIP: 3133KNNT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      993820 | PA      | $862221.46     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 07/01/2054#QI9064                                                                                                 | CUSIP: 3133WGB95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       56201 | PA      | $58551.03      | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                             | CVS HEALTH CORP 1.75% 08/21/2030                                                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1114303.32    | 0.00%             | 2030-08-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3% 01/25/2049                                                                                     | CUSIP: 3137H5ZA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      362593 | PA      | $332660.32     | 0.00%             | 2049-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 9/36 #938577                                                                                                          | CUSIP: 31412YFS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63389 | PA      | $66458.91      | 0.00%             | 2036-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2042#AO6757                                                                                                   | CUSIP: 3138LXQK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35081 | PA      | $33859.01      | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/GBP settle 2025-10-10                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2160.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2048#BK1963                                                                                                   | CUSIP: 3140HFFD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61146 | PA      | $58485.26      | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRVD 2A                                                                                                     | PRVD 2A ARR 3MEUR+116 10/15/2038 144A                                                                                            | CUSIP: N/A<br>LEI: 635400JFBYET5G2XFP83       | Long             | ABS-CBDO         | CORP              | IE        |     9500000 | PA      | $11121796.52   | 0.02%             | 2038-10-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                                    | IHEARTCOMMUNICATIONS INC 10.875% 05/01/2030 144A                                                                                 | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      133088 | PA      | $78737.32      | 0.00%             | 2030-05-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                       | AMERICAN AIRLINES INC 3% 04/15/2030                                                                                              | CUSIP: 023771R91<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       23333 | PA      | $22372.21      | 0.00%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.0% 03/15/2045#AL9337                                                                                                 | CUSIP: 36184HLS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      148099 | PA      | $133755.33     | 0.00%             | 2045-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GROSVENOR PLACE CLO 2024-2 DAC                                                                              | GROSVENOR PLACE CLO 2024-2 DAC A 3MEUR+124 01/15/2039 144A                                                                       | CUSIP: N/A<br>LEI: 635400MCCB6TWMK1AY05       | Long             | ABS-CBDO         | CORP              | IE        |    10000000 | PA      | $11700017.84   | 0.03%             | 2039-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 06/01/2051#QC3131                                                                                                 | CUSIP: 3133AMPQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      135589 | PA      | $104136.12     | 0.00%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3% 09/42 #AP8070                                                                                                            | CUSIP: 3138MB6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      168670 | PA      | $155765.40     | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                                                     | ENTERGY MISSISSIPPI LLC 3.85% 06/01/2049                                                                                         | CUSIP: 29366WAA4<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |       14000 | PA      | $10481.10      | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRATON CORP                                                                                                 | KRATON CORP 5% 07/15/2027 144A                                                                                                   | CUSIP: 50077CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3046725.99    | 0.01%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 11/15/2034                                                                                                       | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   373109500 | PA      | $375558031.09  | 0.84%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 2.1% 05/01/2030                                                                                           | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2274417.45    | 0.01%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 7 LTD / GENERATE CLO 7 LLC                                                                     | GENERATE CLO 7 LTD / GENERATE CLO 7 LLC A1R TSFR3M+162 04/22/2037 144A                                                           | CUSIP: 37149LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250819.75     | 0.00%             | 2037-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 01/01/2052#FS0286                                                                                                   | CUSIP: 3140XFJ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4989068 | PA      | $4029378.90    | 0.01%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OC2 TRUST                            | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OC2 TRUST STEP 06/25/2037                                 | CUSIP: 93936LAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       33103 | PA      | $31345.77      | 0.00%             | 2037-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 03/01/2036#QN5653                                                                                                   | CUSIP: 3133GCH62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      337932 | PA      | $310922.15     | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT CSTR 06/25/2029                                                                                   | CUSIP: 3137FNAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13408281 | PA      | $404338.79     | 0.00%             | 2029-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 12/20/2050#MA7052                                                                                                   | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      781653 | PA      | $666640.06     | 0.00%             | 2050-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                                                  | TEREX CORP NEW 5% 05/15/2029 144A                                                                                                | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      180000 | PA      | $177053.00     | 0.00%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 05/20/2049#BN2615                                                                                                     | CUSIP: 3617K53Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      642944 | PA      | $603614.53     | 0.00%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2045#Q37784                                                                                                 | CUSIP: 3132QUUJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45999 | PA      | $42699.19      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                                            | DT MIDSTREAM INC 4.3% 04/15/2032 144A                                                                                            | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $37708.76      | 0.00%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                                                                         | ARBOR REALTY SR INC 9% 10/15/2027 144A                                                                                           | CUSIP: 03881NAG2<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2993154.72    | 0.01%             | 2027-10-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV                                                        | GOLDEN ST TOBAC 3.85% 6/1/2050                                                                                                   | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       70000 | PA      | $63042.85      | 0.00%             | 2050-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                                            | ISRAEL STATE OF 5.5% 03/12/2034                                                                                                  | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      200000 | PA      | $203966.58     | 0.00%             | 2034-03-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 12/20/2051#MA7767                                                                                                   | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9688971 | PA      | $8255756.31    | 0.02%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2051#CB1703                                                                                                   | CUSIP: 3140QL3M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83761 | PA      | $79624.80      | 0.00%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.5% 01/31/2030                                                                                                        | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10480000 | PA      | $10409996.85   | 0.02%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 8/37 #AE0265                                                                                                          | CUSIP: 31419AJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      218236 | PA      | $227781.77     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR NOTE FUT (CBT)DEC25 TYZ5 PUT 110.50 09/26/2025                                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -84 | NC      | $-6562.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.24% 03/01/2033#BS7706                                                                                                | CUSIP: 3140LJR40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5309849 | PA      | $5279630.79    | 0.01%             | 2033-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RR 32 LTD / RR 32 LLC                                                                                       | RR 32 LTD / RR 32 LLC A2R TSFR3M+170 10/15/2039 144A                                                                             | CUSIP: 74988CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250824.75     | 0.00%             | 2039-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                                      | CONOCOPHILLIPS CO 3.8% 03/15/2052                                                                                                | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      390000 | PA      | $281914.49     | 0.00%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                                      | MARVELL TECHNOLOGY INC 2.95% 04/15/2031                                                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $91857.02      | 0.00%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.81% 05/01/2026#AN1221                                                                                                | CUSIP: 3138LDLB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      117021 | PA      | $115757.04     | 0.00%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CFCRE COML MTG TR 2011-C2                                                                                   | CFCRE COML MTG TR 2011-C2 VAR 12/15/2047 144A                                                                                    | CUSIP: 12527DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       27696 | PA      | $26732.28      | 0.00%             | 2047-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2046#Q39412                                                                                                 | CUSIP: 3132QWN62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19430 | PA      | $18024.08      | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC / AXALTA COATING SYSTEMS DUTCH HOLDING B BV                                      | AXALTA COAT/DUTCH HLD BV 4.75% 06/15/2027 144A                                                                                   | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $238886.57     | 0.00%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2051#FM6944                                                                                                   | CUSIP: 3140XAWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4630078 | PA      | $3746677.83    | 0.01%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                                                             | COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA 8.65% 01/24/2033 144A                                                            | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |      150000 | PA      | $153433.50     | 0.00%             | 2033-01-24      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAP I INC TR 2006 HE8                                                                    | MSAC 2006-HE8 A2FP TSFR1M+7 10/36                                                                                                | CUSIP: 61750SAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      120925 | PA      | $52132.74      | 0.00%             | 2036-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B14 MTG TR                                                                                   | BENCHMARK 2019-B14 MTG TR CSTR 12/15/2062                                                                                        | CUSIP: 08162YAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20799464 | PA      | $424918.50     | 0.00%             | 2062-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BX TR 2024-BRBK                                                                                             | BX TR 2024-BRBK TSFR1M+597.052 10/15/2041 144A                                                                                   | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       88000 | PA      | $88219.82      | 0.00%             | 2041-10-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 10/01/2049#CA4406                                                                                                   | CUSIP: 3140QB3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5169030 | PA      | $4575020.76    | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2049#BO2717                                                                                                   | CUSIP: 3617KJAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      149746 | PA      | $146238.52     | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2041#AJ0998                                                                                                 | CUSIP: 3138ASDC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45149 | PA      | $45061.37      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 02/01/2047#BE5696                                                                                                 | CUSIP: 3140FRKJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66926 | PA      | $61877.91      | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2047#BH5155                                                                                                 | CUSIP: 3140GTWR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      452889 | PA      | $416885.98     | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 4.4% 09/06/2026                                                                                    | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      900000 | PA      | $900555.07     | 0.00%             | 2026-09-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                                  | ZOETIS INC 4.15% 08/17/2028                                                                                                      | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6115622.10    | 0.01%             | 2028-08-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2023-3 LLC                                                                            | ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A                                                                            | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2697205 | PA      | $2737429.74    | 0.01%             | 2030-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.669500 4/15/2029 USC                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -2273000 | NC      | $-80.83        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 6.75% 01/15/2053                                                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1651645.81    | 0.00%             | 2053-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2031#BC8289                                                                                                 | CUSIP: 3140F4F76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      476603 | PA      | $461141.19     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CL4592                                                                                                    | CUSIP: 3617YCC51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      582249 | PA      | $604909.70     | 0.00%             | 2072-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 09/01/2041#SC0185                                                                                                 | CUSIP: 3132D9F25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      286987 | PA      | $257192.06     | 0.00%             | 2041-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MTG LN TR 2025-RP1 B2 VAR 01/25/2064 144A                                                                              | CUSIP: 17332HAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      102463 | PA      | $52121.54      | 0.00%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 04/01/2053#BX8230                                                                                                   | CUSIP: 3140NDEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1123772 | PA      | $1113883.08    | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: USD/BRL settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6599981.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 09/01/2055 #TBA                                                                                                       | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -104850000 | PA      | $-106942061.57 | -0.24%            | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2025-800D                                                                 | GS MORTGAGE SECURITIES CORP TRUST 2025-800D TSFR1M+265 11/25/2041 144A                                                           | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      597000 | PA      | $598095.38     | 0.00%             | 2041-11-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                                                 | MATCH GROUP HLD II LLC 4.625% 06/01/2028 144A                                                                                    | CUSIP: 57665RAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $98482.22      | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC 5.548%/VAR 07/31/2033                                                                                              | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5530433.92    | 0.01%             | 2033-07-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                                                       | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.3% 05/19/2053                                                                            | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      365000 | PA      | $340011.21     | 0.00%             | 2053-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.198%/VAR 01/23/2030                                                                                     | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      900000 | PA      | $927007.20     | 0.00%             | 2030-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2040#AE9547                                                                                                 | CUSIP: 31419LTD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       64759 | PA      | $64602.78      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.5% 12/20/2051#785792                                                                                                   | CUSIP: 3622ABKD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2131128 | PA      | $1799903.08    | 0.00%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C50                                                                            | WELLS FARGO COML MTG TR 2019-C50 XA CSTR 05/15/2052                                                                              | CUSIP: 95001XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8907690 | PA      | $341312.39     | 0.00%             | 2052-05-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-5C34                                                                                      | BBCMS MTG TR 2025-5C34 5.659% 05/15/2058                                                                                         | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1262581.32    | 0.00%             | 2058-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2051#CB2349                                                                                                   | CUSIP: 3140QMTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4737361 | PA      | $3829050.69    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/01/2050#SD0516                                                                                                   | CUSIP: 3132DMSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2534758 | PA      | $2226045.12    | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.819%/VAR 09/15/2029                                                                                | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    48499000 | PA      | $50696277.75   | 0.11%             | 2029-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN SECURITIES LLC                                                                                     | MNGT SWAP CZ030008 12/17/57 B                                                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |      200000 | NC      | $13293.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 10/01/2041#BQ6615                                                                                                   | CUSIP: 3140KSK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      309773 | PA      | $267087.14     | 0.00%             | 2041-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                                                | SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031                                                                                     | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    11527000 | PA      | $10432578.78   | 0.02%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 5.5% 02/22/2029 144A                                                                                          | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2662000 | PA      | $2684094.60    | 0.01%             | 2029-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMREICA AUTO TR 2023-1A                                                                             | BANK OF AMREICA AUTO TR 2023-1A A3 5.53% 02/15/2028 144A                                                                         | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1801487 | PA      | $1815315.48    | 0.00%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 A3 5.15% 10/27/2059 144A                                                                  | CUSIP: 39571XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3564914.15    | 0.01%             | 2059-10-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMD2 RE-REMIC TR 2019-FRR1                                                                                  | BMD2 RE-REMIC TR 2019-FRR1 0% 05/25/2052 144A                                                                                    | CUSIP: 055631BY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $2937058.00    | 0.01%             | 2052-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 4                                                                                            | PIKES PEAK CLO 4 ARR TSFR3M+121 07/15/2034 144A                                                                                  | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11300000 | PA      | $11299446.30   | 0.03%             | 2034-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2048#BK1581                                                                                                   | CUSIP: 3140HEXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15106 | PA      | $14372.70      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                                              | EUROPEAN UNION 2.5% 10/04/2052 REGS                                                                                              | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     1015000 | PA      | $888546.34     | 0.00%             | 2052-10-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C54                                                                            | WELLS FARGO COML MTG TR 2019-C54 ASB 3.063% 12/15/2052                                                                           | CUSIP: 95001YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2246035 | PA      | $2198609.66    | 0.00%             | 2052-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2047#AS9968                                                                                                   | CUSIP: 3138WLCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      262831 | PA      | $250490.47     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES 2022-1 LLC                                                                          | BUSINESS JET SECURITIES 2022-1 LLC 6.413% 06/15/2037 144A                                                                        | CUSIP: 12327AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      244377 | PA      | $242005.16     | 0.00%             | 2037-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILL 2024-2FL D                                                                                             | HILL 2024-2FL D 1MEUR+195 10/18/2032 REGS                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | NL        |      100000 | PA      | $115577.40     | 0.00%             | 2032-10-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CR AUTO TR 2024-1                                                                                  | FLAGSHIP CREDIT AUTO TRUST 2024-1 5.64% 03/15/2028 144A                                                                          | CUSIP: 33843VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      368403 | PA      | $369743.35     | 0.00%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                                                 | BERKSHIRE HATHAWAY FIN CORP 3.85% 03/15/2052                                                                                     | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      374000 | PA      | $284003.00     | 0.00%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 07/47#MA4587                                                                                                          | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1061015 | PA      | $1011364.55    | 0.00%             | 2047-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIT MTG LN TR 2007-1                                                                                        | CIT MTG LN TR 2007-1 STEP 10/25/2037 144A                                                                                        | CUSIP: 12559QAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1938000 | PA      | $1809992.77    | 0.00%             | 2037-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                                      | MOTOROLA SOLUTIONS INC 5.55% 08/15/2035                                                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      181000 | PA      | $186659.75     | 0.00%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DC TRUST 2024-HLTN                                                                                          | DC TRUST 2024-HLTN VAR 04/13/2028 144A                                                                                           | CUSIP: 24022FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       88000 | PA      | $88205.00      | 0.00%             | 2040-04-13      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 10/01/2051#QD0109                                                                                                   | CUSIP: 3133AWDN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      237740 | PA      | $192157.36     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 05/01/2051#RA5287                                                                                                   | CUSIP: 3133KL2U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      239498 | PA      | $192156.02     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 05/01/2051#SD8147                                                                                                 | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8020943 | PA      | $6708598.57    | 0.02%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.25% 11/30/2026                                                                                                       | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    80300000 | PA      | $77840812.50   | 0.17%             | 2026-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 09/20/2054#MA9907                                                                                                     | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1096766 | PA      | $1120737.02    | 0.00%             | 2054-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+4475.588 03/15/2032                                                                       | CUSIP: 31393WDL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |          81 | PA      | $100.64        | 0.00%             | 2032-03-15      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 04/01/2034#G16829                                                                                                   | CUSIP: 3128MFY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      529696 | PA      | $513756.90     | 0.00%             | 2034-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                                                 | PETROBRAS GLOBAL FINANCE BV 6.625% 01/16/2034                                                                                    | CUSIP: N/A<br>LEI: 549300FNENFFSMO3GT38       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $532597.98     | 0.00%             | 2034-01-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 12/01/2050#MA4208                                                                                                   | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4652221 | PA      | $3732612.51    | 0.01%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                                            | SOUTHERN COMPANY 4.25% 07/01/2036                                                                                                | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      171000 | PA      | $157382.83     | 0.00%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 07/01/2032#J37270                                                                                                   | CUSIP: 31307UCF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       52096 | PA      | $50869.37      | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                                             | TROPICANA TERM FLFO 01/24/2029                                                                                                   | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     1162729 | PA      | $1159822.43    | 0.00%             | 2029-01-24      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2045#Q33791                                                                                                 | CUSIP: 3132QQF98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72832 | PA      | $68240.79      | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 4 LTD / GENERATE CLO 4 LLC                                                                     | GENERATE CLO 4 LTD / GENERATE CLO 4 LLC ARR TSFR3M+143 07/20/2037 144A                                                           | CUSIP: 37148BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501654.50     | 0.00%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 1/35 #003664                                                                                                          | CUSIP: 36202EB99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      223033 | PA      | $226148.07     | 0.00%             | 2035-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                                             | NATGASOLINE TERM B 1LN 03/29/2030                                                                                                | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |      188311 | PA      | $189566.75     | 0.00%             | 2030-03-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 3.887%/VAR 01/10/2028                                                                                              | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2733369.32    | 0.01%             | 2028-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 3% 2/1/43 #Q15788                                                                                                           | CUSIP: 3132J62W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30555 | PA      | $28107.31      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 07/01/2048#Z40179                                                                                                   | CUSIP: 3132FCFU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      131994 | PA      | $125420.44     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 3.001% 03/17/2052                                                                                     | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      373000 | PA      | $233572.15     | 0.00%             | 2052-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2052#MA4580                                                                                                 | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13188803 | PA      | $11943527.01   | 0.03%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 6/39 #AA7681                                                                                                          | CUSIP: 31416RRB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      114136 | PA      | $114079.28     | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048                                                                            | CUSIP: 3136BG6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      202568 | PA      | $169608.29     | 0.00%             | 2048-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                     | BAYER US FIN II LLC 4.375% 12/15/2028 144A                                                                                       | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    19800000 | PA      | $19723917.11   | 0.04%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                | NISOURCE INC 2.95% 09/01/2029                                                                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    11346000 | PA      | $10825282.70   | 0.02%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                                                  | VIASAT INC 5.625% 04/15/2027 144A                                                                                                | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99775.55      | 0.00%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLT XCVII LLC                                                                                              | VOLT XCVII LLC 6.2395% 04/25/2051 144A                                                                                           | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       34557 | PA      | $34546.09      | 0.00%             | 2051-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 11/01/2029#AS7270                                                                                                 | CUSIP: 3138WHCG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       85752 | PA      | $83720.78      | 0.00%             | 2029-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                                                      | EQUIPMENTSHARE.COM INC 8.625% 05/15/2032 144A                                                                                    | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      285000 | PA      | $306976.07     | 0.00%             | 2032-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-4 B1                                                                                             | VERUS SECURITIZATION TRUST 22-4 B1 VAR 04/25/2067 144A                                                                           | CUSIP: 92538NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      163000 | PA      | $146963.69     | 0.00%             | 2067-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC VAR 07/15/2032                                                                                             | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      400000 | PA      | $413186.80     | 0.00%             | 2032-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                                               | UNITED RENTALS NORTH AMER INC 4.875% 01/15/2028                                                                                  | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1790070.30    | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 05/01/2040#MA4016                                                                                                 | CUSIP: 31418DPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76217 | PA      | $68707.68      | 0.00%             | 2040-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2046#AS6515                                                                                                   | CUSIP: 3138WGGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      324034 | PA      | $309933.17     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                                         | AXON ENTERPRISE INC 6.25% 03/15/2033 144A                                                                                        | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      145000 | PA      | $149887.95     | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                                   | CAESARS ENTERTAINMENT INC 4.625% 10/15/2029 144A                                                                                 | CUSIP: 12769GAA8<br>LEI: 5299000BKFWWVND5L441 | Long             | DBT              | CORP              | US        |      950000 | PA      | $905865.38     | 0.00%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC 2021                                                                            | HERTZ VEHICLE FINANCING LLC 2023-3A A 5.94% 02/25/2028 144A                                                                      | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1197000 | PA      | $1216935.08    | 0.00%             | 2028-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                                                    | APA CORP 4.25% 01/15/2030 144A                                                                                                   | CUSIP: 03743QAF5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      265000 | PA      | $256300.58     | 0.00%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                                                  | GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A                                                                                | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      430000 | PA      | $436900.21     | 0.00%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.6% 04/01/2034                                                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      699000 | PA      | $718429.12     | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                                             | ROLLS-ROYCE PLC 5.75% 10/15/2027 144A                                                                                            | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $821390.40     | 0.00%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 1.85% 05/25/2033                                                                                  | CUSIP: 3136ADB57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3657953 | PA      | $3396905.87    | 0.01%             | 2033-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 12/01/2036#SB8131                                                                                                 | CUSIP: 3132D6A83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      339468 | PA      | $303341.23     | 0.00%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND XXI DAC                                                                              | CVC CORDATUS LOAN FUND XXI DAC A1E 3MEUR+96 09/22/2034 144A                                                                      | CUSIP: N/A<br>LEI: 549300830IXOSQG2RQ34       | Long             | ABS-CBDO         | CORP              | IE        |     8000000 | PA      | $9326639.37    | 0.02%             | 2034-09-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-10-27                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $806.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 10/41 #AJ1224                                                                                                         | CUSIP: 3138ASLE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54881 | PA      | $54840.19      | 0.00%             | 2041-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METRO AG                                                                                                    | METRO AG 4% 03/05/2030 REGS                                                                                                      | CUSIP: N/A<br>LEI: 5299006EQ03K3SSUYS12       | Long             | DBT              | CORP              | DE        |      375000 | PA      | $453229.42     | 0.00%             | 2030-03-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 09/01/2052#FS2982                                                                                                   | CUSIP: 3140XJJ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      458664 | PA      | $455745.72     | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                                       | MIDAMERICAN ENERGY CO 3.65% 08/01/2048                                                                                           | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       58000 | PA      | $43003.60      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 6.125% 03/15/2033                                                                                                 | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1242554.50    | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                                               | CA ST 4.6% 4/1/2038                                                                                                              | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1180000 | PA      | $1203579.82    | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                                                 | VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030                                                                                     | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13116509.64   | 0.03%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                         | GLOBAL PAYMENTS INC 3.2% 08/15/2029                                                                                              | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       80000 | PA      | $75960.52      | 0.00%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2038#AV1874                                                                                                   | CUSIP: 3138XDCL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      468436 | PA      | $456718.19     | 0.00%             | 2038-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2009-52 PI 5 7/39                                                                                                            | CUSIP: 31396QKF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2814 | PA      | $392.60        | 0.00%             | 2039-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1                                                               | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2025-1 M3 VAR 02/25/2055 144A                                                             | CUSIP: 922955AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160794 | PA      | $163230.05     | 0.00%             | 2055-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 2% 02/01/2036#BR1356                                                                                                   | CUSIP: 3140KYQJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      157945 | PA      | $145913.40     | 0.00%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2543 YX 6 12/32                                                                                                              | CUSIP: 31393HGW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2505 | PA      | $2595.13       | 0.00%             | 2032-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 4.25% 06/15/2048                                                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      575000 | PA      | $460006.45     | 0.00%             | 2048-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                                            | CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032                                                                                           | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3002000 | PA      | $2745196.01    | 0.01%             | 2032-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE EUROSHOP AG                                                                                        | DEUTSCHE EUROSHOP AG 4.5% 10/15/2030 REGS                                                                                        | CUSIP: N/A<br>LEI: 529900Y9QTEFHFEKQ736       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $233730.48     | 0.00%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 03/01/2052#SD8201                                                                                                   | CUSIP: 3132DWDE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7205278 | PA      | $6263561.47    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                                                      | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A                                                                     | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4272045.20    | 0.01%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC REMI 30YR 6% 04/01/2055#RJ4028                                                                                             | CUSIP: 3142GUPN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2322735 | PA      | $2402939.58    | 0.01%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT                                       | INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT 6.53% 11/15/2028 144A                                      | CUSIP: 74445PAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     1950000 | PA      | $2084062.50    | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRM FHT1 EXCESS OWNER LLC                                                                                   | NRM FHT1 EXCESS OWNER LLC 6.545% 03/25/2032 144A                                                                                 | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4206452 | PA      | $4250325.04    | 0.01%             | 2032-03-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ARGENTUM NETHERLANDS BV                                                                                     | ARGENTUM NETHERLANDS BV 5.625%/VAR 08/15/2052 REGS                                                                               | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |     3225000 | PA      | $3245652.55    | 0.01%             | 2052-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                                                         | OWENS and MINOR INC 4.5% 03/31/2029 144A                                                                                         | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      255000 | PA      | $216577.62     | 0.00%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.50% 11/42 #MA0534                                                                                                      | CUSIP: 36179MSX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      175014 | PA      | $163713.36     | 0.00%             | 2042-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                                          | METROPOLITAN LIFE GLBL FDG I 5.15% 03/28/2033 144A                                                                               | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      920000 | PA      | $945885.59     | 0.00%             | 2033-03-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2024-RVR                                                                                | GS MTG SECS CORP TR 2024-RVR A VAR 08/10/2029 144A                                                                               | CUSIP: 36272JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7700000 | PA      | $7808313.59    | 0.02%             | 2041-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 08/20/2052#MA8201                                                                                                   | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    16836146 | PA      | $16369400.60   | 0.04%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-10                                                                            | ANGEL OAK MORTGAGE TRUST 2024-10 5.348% 10/25/2069 144A                                                                          | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-CBDO         | CORP              | US        |      560763 | PA      | $561930.41     | 0.00%             | 2069-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HLTN COML MTG TR 2024-DPLO                                                                                  | HLTN COML MTG TR 2024-DPLO TSFR1M+164.15 06/15/2041 144A                                                                         | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1601000 | PA      | $1603501.56    | 0.00%             | 2041-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LT                                                                                             | FLATIRON CLO LT A2R TSFR3M+158 10/19/2037 144A                                                                                   | CUSIP: 33883PAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250121.75     | 0.00%             | 2037-10-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 08/01/2041#AI5189                                                                                                 | CUSIP: 3138AJXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2912 | PA      | $2957.37       | 0.00%             | 2041-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DC TRUST 2024-HLTN                                                                                          | DC TRUST 2024-HLTN VAR 04/13/2028 144A                                                                                           | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30000 | PA      | $30353.76      | 0.00%             | 2040-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                                         | CALPINE CORPORATION 4.625% 02/01/2029 144A                                                                                       | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1185623.40    | 0.00%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLOFIN FINANCE DESIGNATED ACTIVITY CO                                                                      | VOLOFIN FINANCE DESIGNATED ACTIVITY CO 5.935% 06/15/2037 144A                                                                    | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1869353 | PA      | $1897531.63    | 0.00%             | 2037-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                                                                  | ENTAIN TERM B 1LN 10/31/2029                                                                                                     | CUSIP: 36270BAC6<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |      121561 | PA      | $121409.39     | 0.00%             | 2029-10-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2                                                                                    | FIRSTKEY HOMES 2020-SFR2 3.117% 10/19/2037 144A                                                                                  | CUSIP: 33767JAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $566151.25     | 0.00%             | 2037-10-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 05/01/2036#FM7659                                                                                                 | CUSIP: 3140XBQM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      303423 | PA      | $272174.99     | 0.00%             | 2036-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                                            | SOUTHERN COMPANY 5.7% 10/15/2032                                                                                                 | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1203000 | PA      | $1268139.35    | 0.00%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2021-FRR1                                                                                | GAM RE-REMIC TRUST FRR1 1B 2021-FRR1 0% 11/29/2050 144A                                                                          | CUSIP: 364614AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4472812.50    | 0.01%             | 2050-11-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 06/01/2052#SD8232                                                                                                   | CUSIP: 3132DWED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2677051 | PA      | $2660018.22    | 0.01%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                                 | EXELON CORP 6.5%/VAR 03/15/2055                                                                                                  | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      170000 | PA      | $175595.32     | 0.00%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FREDDIE MAC 6.75% 03/15/2031                                                                                                     | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     2560000 | PA      | $2934414.11    | 0.01%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      800000 | NC      | $53173.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM KF TSFR12M+96.513 11/20/2066                                                                        | CUSIP: 38376RG34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      307486 | PA      | $309011.17     | 0.00%             | 2066-11-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 11/01/2041#QK1180                                                                                                   | CUSIP: 3133D4JZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      560423 | PA      | $482715.14     | 0.00%             | 2041-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                                                     | GRAND CANYON UNIVERSITY 5.125% 10/01/2028                                                                                        | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $275082.64     | 0.00%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                                                  | CAPITAL ONE FIN CORP 1.878%/VAR 11/02/2027                                                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       63000 | PA      | $61212.00      | 0.00%             | 2027-11-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO SERIES 2015-A                                                                                     | AIMCO CLO SERIES 2015-A AR3 TSFR3M+125 10/17/2034 144A                                                                           | CUSIP: 00900LAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11600000 | PA      | $11608120.00   | 0.03%             | 2034-10-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 12/01/2035#FM5278                                                                                                   | CUSIP: 3140X82L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      121189 | PA      | $111313.75     | 0.00%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                                  | AVIATION CAPITAL GROUP LLC 5.375% 07/15/2029 144A                                                                                | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3896916.80    | 0.01%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP/THE                                                                                       | ADT SECURITY CORP/THE 4.875% 07/15/2032 144A                                                                                     | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      263000 | PA      | $253073.93     | 0.00%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2044 #AL5713                                                                                                | CUSIP: 3138ENK32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      897567 | PA      | $896642.47     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL3 LLC                                                                                          | PRPM 2024-RPL3 A1 LLC 4% 11/25/2054 144A                                                                                         | CUSIP: 69381LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8053125 | PA      | $7886508.65    | 0.02%             | 2054-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 10/07/2025                                                                                                          | CUSIP: 912797RB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1180000 | PA      | $1175181.67    | 0.00%             | 2025-10-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                                            | PUGET ENERGY INC 4.224% 03/15/2032                                                                                               | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     5488000 | PA      | $5204589.03    | 0.01%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO I LTD                                                                                          | WHITEBOX CLO I LTD A1RR TSFR3M+132 07/24/2036 144A                                                                               | CUSIP: 96467FAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      411100 | PA      | $411299.38     | 0.00%             | 2036-07-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MARICOPA CNTY AZ IND DEV AU ED                                                                              | MARICOPA AZ IND 7.375% 10/1/2029                                                                                                 | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4950000 | PA      | $5193755.82    | 0.01%             | 2029-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 5.3% 02/01/2053                                                                                           | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |       95000 | PA      | $88946.41      | 0.00%             | 2053-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.75% 05/15/2028                                                                                                       | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      701000 | PA      | $703910.41     | 0.00%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.835% 08/01/2029#BL3491                                                                                               | CUSIP: 3140HU2Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      465159 | PA      | $442635.35     | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2045#AZ3743                                                                                                 | CUSIP: 3138YVER6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      778235 | PA      | $721474.62     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FREDDIE MAC 6.5% 01/15/2028                                                                                                      | CUSIP: 3133TCLJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |          57 | PA      | $57.54         | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                                       | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                                                      | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1399885.68    | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                                                    | SOUTH AFRICA REPUBLIC OF 7.3% 04/20/2052                                                                                         | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      500000 | PA      | $457250.00     | 0.00%             | 2052-04-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                                                                         | XEROX HOLDINGS CORP 5.5% 08/15/2028 144A                                                                                         | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |       53000 | PA      | $34390.76      | 0.00%             | 2028-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                                                               | P3 GROUP SARL 4% 04/19/2032 REGS                                                                                                 | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $471498.69     | 0.00%             | 2032-04-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NPL1 TRUST                                                                                         | MFA 2024-NPL1 TRUST 6.33% 09/25/2054                                                                                             | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      509847 | PA      | $511607.23     | 0.00%             | 2054-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | IFS 3.409 15/JUL/2029 UKR                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -4131300 | NC      | $24099.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USDSOFR-3.89548 12-23-24-30* LCH                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |   -24961000 | NC      | $793341.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                        | ENEL FINANCE INTL NV STEP 07/12/2031 144A                                                                                        | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     5974000 | PA      | $5323533.91    | 0.01%             | 2031-07-12      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-4                                                                                 | CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028                                                                                        | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2899464 | PA      | $2937268.58    | 0.01%             | 2028-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2025-1                                                                               | MARLETTE FUNDING TRUST 2025-1A C 5.26% 07/16/2035 144A                                                                           | CUSIP: 570920AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4065000 | PA      | $4090032.27    | 0.01%             | 2035-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONCORD MUSIC ROYALTIES LLC                                                                                 | CONCORD MUSIC ROYALTIES LLC 5.644% 10/20/2074 144A                                                                               | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      163000 | PA      | $164085.12     | 0.00%             | 2074-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 4.125% 03/01/2048                                                                                  | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1139000 | PA      | $860144.76     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                                                        | PARKER-HANNIFIN CORP 4.25% 09/15/2027                                                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      160000 | PA      | $160563.55     | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                                                                    | VIRGIN MEDIA TERM N 01/31/2028                                                                                                   | CUSIP: N/A<br>LEI: 213800IQ982XX69LE276       | Long             | LON              | CORP              | US        |      327204 | PA      | $324710.74     | 0.00%             | 2028-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                                              | SERVICE CORP INTERNATIONAL INC 4% 05/15/2031                                                                                     | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      255000 | PA      | $239741.90     | 0.00%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2045#AZ9524                                                                                                 | CUSIP: 3140E2SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25152 | PA      | $23317.61      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 03/01/2041#A97520                                                                                                 | CUSIP: 312946K96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       57229 | PA      | $58200.96      | 0.00%             | 2041-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 01/20/2044#MA1599                                                                                                   | CUSIP: 36179NX45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      759636 | PA      | $693896.26     | 0.00%             | 2044-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 1.75% 12/20/2051                                                                                  | CUSIP: 38383D3B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |     1044244 | PA      | $868514.33     | 0.00%             | 2051-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                                | ROCKIES EXPRESS PIPELINE LLC 7.5% 07/15/2038 144A                                                                                | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      145000 | PA      | $149627.10     | 0.00%             | 2038-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB                                                                         | SAMHALLSBYGGNADSBOLAGET I NORDEN AB 2.624%/VAR PERP REGS                                                                         | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | EP               | CORP              | SE        |      770000 | PA      | $648615.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTIS INC                                                                                                  | FORTIS INC 3.055% 10/04/2026                                                                                                     | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      301000 | PA      | $296433.14     | 0.00%             | 2026-10-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 04/01/2053#SD8317                                                                                                   | CUSIP: 3132DWG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1191151 | PA      | $1221766.01    | 0.00%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/01/2046#Q40165                                                                                                   | CUSIP: 3132WDFF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13335 | PA      | $11976.52      | 0.00%             | 2046-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.8% 03/01/2050                                  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      488000 | PA      | $377563.05     | 0.00%             | 2050-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                        | CLEVELAND-CLIFFS INC 4.875% 03/01/2031 144A                                                                                      | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      110000 | PA      | $100572.96     | 0.00%             | 2031-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                                               | BALTIMORE GAS and ELECTRIC CO 3.75% 08/15/2047                                                                                   | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |       96000 | PA      | $72719.42      | 0.00%             | 2047-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5442 FB SOFR30A+97 08/25/2054                                                                     | CUSIP: 3137HF4U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     5865499 | PA      | $5885454.17    | 0.01%             | 2054-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BUND FUTURE DEC25 RXV5 CALL 129.50 09/26/2025                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -54 | NC      | $-22742.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SCULPTOR CLO XXXV LTD                                                                                       | SCULPTOR CLO XXXV LTD A1 TSFR3M+125 04/27/2038 144A                                                                              | CUSIP: 81125MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      330000 | PA      | $329836.32     | 0.00%             | 2038-04-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B2 MTG TR                                                                                    | BENCHMARK 2018-B2 MTG TR 3.6147% 02/15/2051                                                                                      | CUSIP: 08161CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3447922.10    | 0.01%             | 2051-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                                                              | TRANSALTA CORP 6.5% 03/15/2040                                                                                                   | CUSIP: 89346DAE7<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | CA        |      160000 | PA      | $157344.00     | 0.00%             | 2040-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                                                      | MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031                                                                                     | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1075000 | PA      | $756862.46     | 0.00%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                                                                     | RXO INC 7.5% 11/15/2027 144A                                                                                                     | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $152925.00     | 0.00%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                                                                     | TITANIUM 2L BONDCO SARL PIK 6.25% 01/14/2031                                                                                     | CUSIP: N/A<br>LEI: 636700S4QMU2DWYOSF67       | Long             | DBT              | CORP              | LU        |     3716100 | PA      | $1173713.01    | 0.00%             | 2031-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2048#CA1710                                                                                                 | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67920 | PA      | $66430.74      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2021-CIP                                                                                     | BX COML MTG TR 2021-CIP TSFR1M+293.448 12/15/2028 144A                                                                           | CUSIP: 12434FAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4398225 | PA      | $4396850.95    | 0.01%             | 2038-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 7/40 #A92914                                                                                                          | CUSIP: 312941GX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11565 | PA      | $11754.24      | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TR 23-1A                                                                        | CREDIT ACCEPTANCE AUTO LOAN TR 23-1A 7.71% 07/15/2033 144A                                                                       | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1008000 | PA      | $1034392.26    | 0.00%             | 2033-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                                       | UBER TECHNOLOGIES INC 4.8% 09/15/2034                                                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     4265000 | PA      | $4216233.14    | 0.01%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                                                 | CHENIERE ENERGY PARTNERS LP 5.55% 10/30/2035 144A                                                                                | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      169000 | PA      | $170553.18     | 0.00%             | 2035-10-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 10/01/2041#                                                                                                         | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35190 | PA      | $30343.33      | 0.00%             | 2041-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 07/01/2035#843431                                                                                                 | CUSIP: 31407XA84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      729411 | PA      | $739521.43     | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                                                 | ILLINOIS ST TXBL                                                                                                                 | CUSIP: 452151LF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1448431 | PA      | $1465308.78    | 0.00%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 VAR 09/25/2060 144A                                                            | CUSIP: 35563PWX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      303526 | PA      | $242512.64     | 0.00%             | 2060-09-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 9.25%/VAR PERP 144A                                                                                                 | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |      200000 | PA      | $219187.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2024-2                                                                  | SANTANDER DRIVE AUTO RECEIVABLES TR 2024-2 6.28% 08/15/2031                                                                      | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1038027.90    | 0.00%             | 2031-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MORTAGE TR 2024-MGP                                                                        | WELLS FARGO COML MORTAGE TR 2024-MGP TSFR1M+199.073 08/15/2041 144A                                                              | CUSIP: 95003TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1696965.16    | 0.00%             | 2041-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                                                          | HOWARD HUGHES CORP 4.375% 02/01/2031 144A                                                                                        | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      455000 | PA      | $423779.81     | 0.00%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 2021-A LLC                                                                       | ELARA HGV TIMESHARE ISSUER 2021-A LLC 3.32% 08/27/2035 144A                                                                      | CUSIP: 28416LAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      215941 | PA      | $204340.43     | 0.00%             | 2035-08-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 4.375% 09/01/2042                                                                                 | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       73000 | PA      | $63593.62      | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.457%/VAR 04/22/2039                                                                                             | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      158000 | PA      | $147192.32     | 0.00%             | 2039-04-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                                              | PUBLIC SERVICE ELEC and GAS CO 3.95% 05/01/2042                                                                                  | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      505000 | PA      | $414908.86     | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                                         | FX Forward: USD/SGD settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: 571474TGEMMWANRLN572       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3206.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                                              | OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033                                                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     5599000 | PA      | $4872388.32    | 0.01%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                                                        | CAPSTONE COPPER CORP 6.75% 03/31/2033 144A                                                                                       | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |      705000 | PA      | $723977.90     | 0.00%             | 2033-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC                                                                   | VOYA CLO 2020-2 LTD/LLC A1RR TSFR3M+131 01/20/2038 144A                                                                          | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1927000 | PA      | $1930819.31    | 0.00%             | 2038-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/46#AS7125                                                                                                      | CUSIP: 3138WG4K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      101029 | PA      | $86772.66      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM ARM 3.995% 10/01/2037#1Q0476                                                                                                | CUSIP: 3128S4Q59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1208 | PA      | $1246.65       | 0.00%             | 2037-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-37 LTD / OCPCLO 2024-37 LLC                                                                    | OCP CLO 2024-37 LTD / OCPCLO 2024-37 LLC A1 TSFR3M+136 10/15/2037 144A                                                           | CUSIP: 67120AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250914.75     | 0.00%             | 2037-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                                                        | HOWARD MIDSTREAM ENERGY PARTNERS LLC 6.625% 01/15/2034 144A                                                                      | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $147369.14     | 0.00%             | 2034-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 4.751%/VAR 05/12/2028 144A                                                                                          | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      937000 | PA      | $943878.74     | 0.00%             | 2028-05-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 09/45#MA3106                                                                                                        | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5941 | PA      | $5692.08       | 0.00%             | 2045-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                                                                   | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A                                                                  | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $359553.25     | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                                                       | JACKSON FINANCIAL INC 3.125% 11/23/2031                                                                                          | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |      750000 | PA      | $677791.40     | 0.00%             | 2031-11-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.65% 10/01/2028                                                                                   | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      500000 | PA      | $517678.40     | 0.00%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOANDEPOT GMSR MASTER TRUST SERES 2018-GT1                                                                  | LOANDEPOT GMSR MASTER TRUST SERES 2018-GT1 TSFR1M+ 07/16/2030 144A                                                               | CUSIP: 53946TAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1899983.09    | 0.00%             | 2030-07-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                                                    | TOTALENERGIES CAPITAL SA 5.275% 09/10/2054                                                                                       | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      330000 | PA      | $304905.18     | 0.00%             | 2054-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 09/01/2055 #TBA                                                                                                       | CUSIP: 21H020691<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   133353000 | PA      | $109165539.54  | 0.24%             | 2055-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.3% 02/01/2032                                  | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1788000 | PA      | $1514892.91    | 0.00%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                                                          | ARCHROCK PARTNERS LP / FIN CORP 6.875% 04/01/2027 144A                                                                           | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       63000 | PA      | $63057.39      | 0.00%             | 2027-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/BRL settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-64258.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                                                                                  | NEW YORK LIFE INSURANCE CO 6.75% 11/15/2039 144A                                                                                 | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |        8000 | PA      | $9020.19       | 0.00%             | 2039-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2045#BM4643                                                                                                 | CUSIP: 3140J9ER8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      135248 | PA      | $135408.58     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 MORTGAGE LOAN TRUST                                                                             | COLT 2024-6 MORTGAGE LOAN TRUST 5.39% 11/25/2069 144A                                                                            | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-CBDO         | CORP              | US        |      797816 | PA      | $799880.66     | 0.00%             | 2069-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                                                          | UNION PACIFIC CORP 3.6% 09/15/2037                                                                                               | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $882697.60     | 0.00%             | 2037-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                                             | BANK 2021-BNK33 VAR 05/15/2064                                                                                                   | CUSIP: 06541CBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13328942 | PA      | $537318.97     | 0.00%             | 2064-05-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUT MTG SECS CORP                                                                                | WASHINGTON MUT MTG SECS CORP 06-2 3CB 6% 03/25/2036                                                                              | CUSIP: 93934FME9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1025324 | PA      | $810650.08     | 0.00%             | 2036-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE                                                                                                  | GINNIE MAE II 6.5% 06/20/2053#CV0174                                                                                             | CUSIP: 3618BVFP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1201998 | PA      | $1266188.94    | 0.00%             | 2053-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                                                | AMS-OSRAM AG 12.25% 03/30/2029 144A                                                                                              | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     3900000 | PA      | $4223271.00    | 0.01%             | 2029-03-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 5/39 #AA7165                                                                                                          | CUSIP: 31416Q6B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7993 | PA      | $7989.29       | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 5.15% 04/15/2053                                                                                  | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       31000 | PA      | $27133.23      | 0.00%             | 2053-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 03/20/2043#AD8812                                                                                                     | CUSIP: 36180MYH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      104074 | PA      | $95751.26      | 0.00%             | 2043-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPT ISSUER TR 2025-1                                                                         | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-1A A3 5.32% 03/25/2060 144A                                                          | CUSIP: 39571NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3900000 | PA      | $3993345.72    | 0.01%             | 2060-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2052#SD5321                                                                                                   | CUSIP: 3132DS4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      115872 | PA      | $108584.73     | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST                                                                 | APOLLO AVIATION SECURITIZATION EQUITY TRUST 4.335% 01/16/2040 144A                                                               | CUSIP: 00255UAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      154035 | PA      | $148442.36     | 0.00%             | 2040-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 08/01/2050#SD0499                                                                                                   | CUSIP: 3132DMRU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      776920 | PA      | $685939.13     | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 12/01/2045#G61242                                                                                                 | CUSIP: 31335BLX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      234746 | PA      | $234410.42     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-ATH3                                                                                              | CSMC 2022-ATH3 7.1% 08/25/2067 144A                                                                                              | CUSIP: 12664AAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      173000 | PA      | $172149.03     | 0.00%             | 2067-08-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                                                | PERATON TERM B 1LN 02/01/2028                                                                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      298054 | PA      | $256037.52     | 0.00%             | 2028-02-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.00% 10/40 #A94605                                                                                                         | CUSIP: 312943DJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      162441 | PA      | $158439.58     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C6 COML MTG TR                                                                                   | CSAIL 2016-C6 A5 3.0898% 01/15/2049                                                                                              | CUSIP: 12636MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $989752.20     | 0.00%             | 2049-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.536250 04/15/29 USC                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1731500 | NC      | $8256.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                                     | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 4.091% 06/01/2029 144A                                                                   | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       96000 | PA      | $91113.42      | 0.00%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2045#AZ4750                                                                                                 | CUSIP: 3138YWH42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      171198 | PA      | $158818.42     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEXAS COML MTG TR 2025-TWR                                                                                  | TEXAS COML MTG TR 2025-TWR B TSFR1M+159.272 04/15/2042 144A                                                                      | CUSIP: 88231WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3300000 | PA      | $3287567.91    | 0.01%             | 2042-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 6.4% 06/05/2049 REGS                                                                                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      450000 | PA      | $432843.75     | 0.00%             | 2049-06-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.016%/VAR 10/23/2035                                                                              | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5405000 | PA      | $5371059.25    | 0.01%             | 2035-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FREMF 2018-KW06 MTG TR                                                                                      | FREMF 2018-KW06 C MTG TR 0% 06/25/2028 144A                                                                                      | CUSIP: 30306WAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      365011 | PA      | $297602.34     | 0.00%             | 2028-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL LEASING TRUST 2023-3                                                                           | GM FINANCIAL LEASING TRUST 2023-3 5.38% 11/20/2026                                                                               | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      439780 | PA      | $440330.36     | 0.00%             | 2026-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 11/41 #AJ3402                                                                                                         | CUSIP: 3138AUX85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      101486 | PA      | $101407.25     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4.5% 07/20/2048#BG3833                                                                                                   | CUSIP: 3617GNHJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      182320 | PA      | $178276.53     | 0.00%             | 2048-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/2045#AS6328                                                                                                 | CUSIP: 3138WGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      124528 | PA      | $115445.16     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2045#AS6350                                                                                                   | CUSIP: 3138WGBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      237334 | PA      | $227376.52     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 2.7% 08/10/2026                                                                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1077966.53    | 0.00%             | 2026-08-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2052#CB5405                                                                                                 | CUSIP: 3140QRAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      800518 | PA      | $773464.39     | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.143% 04/25/2029                                                                                 | CUSIP: 3136B4QB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      464922 | PA      | $449642.69     | 0.00%             | 2029-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 09/01/2055 #TBA                                                                                                     | CUSIP: 21H022697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    96625000 | PA      | $82305059.05   | 0.18%             | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PELICAN PRODUCTS INC                                                                                        | PELICAN PRODUCTS TERM 1LN 12/29/2028                                                                                             | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |      271366 | PA      | $233375.13     | 0.00%             | 2028-12-29      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-3 LTD                                                                          | BAIN CAPITAL CREDIT CLO 2020-3 LTD A1RR TSFR3M+121 10/23/2034 144A                                                               | CUSIP: 05684CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7300000 | PA      | $7317520.00    | 0.02%             | 2034-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 6.5% 03/30/2034                                                                                                   | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3620475.32    | 0.01%             | 2034-03-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 4.75% 07/19/2027 144A                                                                                                    | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $252736.71     | 0.00%             | 2027-07-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/42#AP9654                                                                                                      | CUSIP: 3138MDWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13601 | PA      | $12880.54      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 4.62% 04/25/2030                                                                                      | CUSIP: 3136BV4T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9400000 | PA      | $9545030.72    | 0.02%             | 2030-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.895% 02/01/2033#BS7843                                                                                               | CUSIP: 3140LJWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      559653 | PA      | $544332.00     | 0.00%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                                           | POST HLDGS INC 5.5% 12/15/2029 144A                                                                                              | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1320886.01    | 0.00%             | 2029-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 2.684 04/15/2029 USC                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1736000 | NC      | $-942.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GALDERMA FINANCE EUROPE BV                                                                                  | GALDERMA FINANCE EUROPE BV 3.5% 03/20/2030 REGS                                                                                  | CUSIP: N/A<br>LEI: 7245004RN4I1ORSTHY93       | Long             | DBT              | CORP              | NL        |      490000 | PA      | $582034.54     | 0.00%             | 2030-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC                                                                              | SERVICE CORP INTERNATIONAL INC 5.75% 10/15/2032                                                                                  | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      740000 | PA      | $747353.38     | 0.00%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                            | CSC HOLDINGS LLC 6.5% 02/01/2029 144A                                                                                            | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2976000 | PA      | $2345499.19    | 0.01%             | 2029-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES PASS THRU TR 2015-1AA                                                                       | DELTA AIR LINES PASS THRU TR 2015-1AA 3.625% 01/30/2029                                                                          | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       67656 | PA      | $66600.41      | 0.00%             | 2029-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050                                                                          | CUSIP: 3136BKWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      282445 | PA      | $246332.85     | 0.00%             | 2050-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                                                                | PERRIGO FINANCE UNLIMITED CO 6.125% 09/30/2032                                                                                   | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      245000 | PA      | $246528.07     | 0.00%             | 2032-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/EUR settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-92572.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 5.176%/VAR 01/09/2030 144A                                                                                           | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1920000 | PA      | $1967502.51    | 0.00%             | 2030-01-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 3.375% 02/15/2028                                                                                               | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      190000 | PA      | $185362.39     | 0.00%             | 2028-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2016-1                                                                                       | TOWD PT MTG TR 2016-1 VAR 02/25/2055 144A                                                                                        | CUSIP: 89172EAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $485202.55     | 0.00%             | 2055-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 08/25/2042                                                                                    | CUSIP: 31392ET34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       32493 | PA      | $324.46        | 0.00%             | 2042-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2051#QB9482                                                                                                   | CUSIP: 3133AGRB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      254489 | PA      | $205933.91     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| XEROX CORP                                                                                                  | XEROX CORP 10.25% 10/15/2030 144A                                                                                                | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      550000 | PA      | $570726.20     | 0.00%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2051#                                                                                                       | CUSIP: 3132DWB93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5077003 | PA      | $4623021.27    | 0.01%             | 2051-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP 12/17/57 B                                                                                                           | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      400000 | NC      | $-267.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 11/32#BJ6650                                                                                                        | CUSIP: 3140H8L86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63679 | PA      | $62019.87      | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 06/01/2052#MA4624                                                                                                   | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8566878 | PA      | $7439616.76    | 0.02%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-CP1                                                                                    | NYMT LOAN TRUST 2024-CP1 3.75% 02/25/2068 144A                                                                                   | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1286797 | PA      | $1212891.68    | 0.00%             | 2068-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2046#MA2690                                                                                                 | CUSIP: 31418B7C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      103694 | PA      | $95483.16      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 7% 08/20/2038#005034                                                                                                     | CUSIP: 36202FSX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         602 | PA      | $620.00        | 0.00%             | 2038-08-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                                                                                 | Fidelity Sai Long-Term Treasury Bond Index Fund                                                                                  | CUSIP: 31635V851<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |      136824 | NS      | $908508.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                        | LOCKHEED MARTIN CORP 4.5% 05/15/2036                                                                                             | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      440000 | PA      | $424296.54     | 0.00%             | 2036-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                                                   | TORONTO DOMINION BANK 4.568% 12/17/2026                                                                                          | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    11000000 | PA      | $11052162.44   | 0.02%             | 2026-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-KBF3 MORTGAGE TRUST                                                                              | FREMF 2019-KBF3 MORTGAGE TRUST SOFR30A+475 01/25/2029 144A                                                                       | CUSIP: 30311TAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      254123 | PA      | $244752.61     | 0.00%             | 2029-01-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#FS9599                                                                                                 | CUSIP: 3140XRUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      386920 | PA      | $328208.79     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMSR 2022-SFR3 TRUST                                                                                        | AMSR 2022-SFR3 D TRUST 4% 10/17/2039 144A                                                                                        | CUSIP: 66981YAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2115000 | PA      | $2053471.05    | 0.00%             | 2039-10-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                                             | ENTERGY TEX INC 5.55% 09/15/2054                                                                                                 | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      293000 | PA      | $279127.21     | 0.00%             | 2054-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CO LLC                                                                              | NISSAN MOTOR ACCEPTANCE CO LLC 5.55% 09/13/2029 144A                                                                             | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39469.26      | 0.00%             | 2029-09-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX 2024 VLT4                                                                                                | BX 2024 VLT4 E TSFR1M+288.94 07/15/2029 144A                                                                                     | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $219312.50     | 0.00%             | 2029-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 03/01/2052#BU6885                                                                                                 | CUSIP: 3140M8UK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2140304 | PA      | $1801489.55    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                                    | WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027                                                                                       | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     6515000 | PA      | $6417275.00    | 0.01%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 09/11/2025                                                                                                          | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1845000 | PA      | $1843045.07    | 0.00%             | 2025-09-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HOLDINGS INC                                                                            | EVEREST REINSURANCE HOLDINGS INC 3.5% 10/15/2050                                                                                 | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1420651.47    | 0.00%             | 2050-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 01/01/2051#FM5651                                                                                                 | CUSIP: 3140X9H57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      306431 | PA      | $257156.39     | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2046#BD1372                                                                                                   | CUSIP: 3140F8Q26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22940 | PA      | $21913.22      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                                            | NTT FINANCE CORP 4.62% 07/16/2028 144A                                                                                           | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     2810000 | PA      | $2839982.90    | 0.01%             | 2028-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                                                 | VALARIS LTD 8.375% 04/30/2030 144A                                                                                               | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      500000 | PA      | $520543.00     | 0.00%             | 2030-04-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 7/40 #719228                                                                                                          | CUSIP: 3620A5A58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       32801 | PA      | $32687.17      | 0.00%             | 2040-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 10/01/2042#AB6685                                                                                                 | CUSIP: 31417DNB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      193158 | PA      | $176541.20     | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANC AMER FDG 2007-1 TR                                                                                     | BANC AMER FDG 2007-1 1A6 TR 5.75% 01/25/2037                                                                                     | CUSIP: 05951FBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         919 | PA      | $789.55        | 0.00%             | 2037-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 12/01/2054#DB4845                                                                                                   | CUSIP: 3140AEL31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4943278 | PA      | $4882474.54    | 0.01%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                                         | iShares Core US Aggregate Bond ETF                                                                                               | CUSIP: 464287226<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |     4063860 | NS      | $404191515.60  | 0.90%             |  |  |  | No            |                  1 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2052#FS1863                                                                                                 | CUSIP: 3140XHB97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      334206 | PA      | $305575.03     | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC                                                             | ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 08/15/2027 144A                                                            | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      825000 | PA      | $363495.00     | 0.00%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                      | EXTRA SPACE STORAGE LP 2.2% 10/15/2030                                                                                           | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     3482000 | PA      | $3122965.10    | 0.01%             | 2030-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR SA                                                                                   | MILLICOM INTL CELLULAR SA 5.125% 01/15/2028 144A                                                                                 | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      247500 | PA      | $245566.41     | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC                                                                 | SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC 4.5% 03/15/2029 144A                                                                 | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      216000 | PA      | $207539.06     | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2048#FM5661                                                                                                 | CUSIP: 3140X9JF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      953882 | PA      | $898295.12     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                                                                     | FISERV FUNDING UNLTD CO 3.5% 06/15/2032                                                                                          | CUSIP: 337735AB0<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $232213.39     | 0.00%             | 2032-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 08/01/2051#SD2230                                                                                                   | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      655464 | PA      | $525897.75     | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 3.7%/VAR PERP                                                                                                     | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     4850000 | PA      | $4670760.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                                                    | EUROPEAN INVESTMENT BANK 0.625% 01/22/2029 REGS                                                                                  | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |      645000 | PA      | $715565.00     | 0.00%             | 2029-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLE TR 2023-4                                                                    | WESTLAKE AUTOMOBILE RECEIVABLE TR 2023-4A D 7.19% 07/16/2029 144A                                                                | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2100000 | PA      | $2190752.34    | 0.00%             | 2029-07-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: GBP/USD settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $12.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 11/01/2036#FM9724                                                                                                   | CUSIP: 3140XDYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91926 | PA      | $84535.52      | 0.00%             | 2036-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                                                      | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 7.375% 10/01/2032 144A                                                    | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103023.50     | 0.00%             | 2032-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS                                               | GOVERNMENT NATL MTG ASN MLFY R TSFR1M+653.552 04/20/2037                                                                         | CUSIP: 38373MC57<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        6921 | PA      | $571.76        | 0.00%             | 2037-04-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AB7458                                                                                                 | CUSIP: 31417EJC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      248036 | PA      | $227718.77     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 5.398% 10/25/2042                                                                                 | CUSIP: 31393BT47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1818 | PA      | $1828.73       | 0.00%             | 2042-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MTN INC 5% 07/15/2028 144A                                                                                                  | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      355000 | PA      | $352321.10     | 0.00%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                                                | NAVIENT CORP 6.75% 06/15/2026                                                                                                    | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      120000 | PA      | $121310.40     | 0.00%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 5.25% 08/01/2033                                                                                             | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22278.22      | 0.00%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 6/46#V82414                                                                                                         | CUSIP: 3132L7VF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      198662 | PA      | $178420.05     | 0.00%             | 2046-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                                                 | SEVERN TRENT WATER UTIL FIN 4% 03/05/2034 REGS                                                                                   | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      750000 | PA      | $897942.87     | 0.00%             | 2034-03-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 1.5% 12/01/2041#MA4500                                                                                                 | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3691549 | PA      | $3059355.16    | 0.01%             | 2041-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LA LLC 5.15% 09/15/2034                                                                                                  | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      180000 | PA      | $182198.81     | 0.00%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 11/20/2047#784391                                                                                                   | CUSIP: 3622A22Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5095872 | PA      | $4702705.49    | 0.01%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                               | DISH DBS CORP 5.75% 12/01/2028 144A                                                                                              | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       53000 | PA      | $49873.74      | 0.00%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                         | ELEVANCE HEALTH INC 4.101% 03/01/2028                                                                                            | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1570000 | PA      | $1568890.28    | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                                               | COREWEAVE INC 9% 02/01/2031 144A                                                                                                 | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      885000 | PA      | $876146.81     | 0.00%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#CB3105                                                                                                   | CUSIP: 3140QNNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44069 | PA      | $35633.50      | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                                                         | BROWN and BROWN INC 5.25% 06/23/2032                                                                                             | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      325000 | PA      | $332206.20     | 0.00%             | 2032-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      100000 | NC      | $6646.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#FM9080                                                                                                   | CUSIP: 3140XDCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      161181 | PA      | $130277.27     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                                       | KINDER MORGAN INC DEL 5.15% 06/01/2030                                                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      390000 | PA      | $401051.94     | 0.00%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                                  | ABBVIE INC 4.7% 05/14/2045                                                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     4915000 | PA      | $4406023.39    | 0.01%             | 2045-05-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                                                                                                | DP WORLD PLC 2.375% 09/25/2026 144A                                                                                              | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |     1430000 | PA      | $1667729.01    | 0.00%             | 2026-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 9/40 #004800                                                                                                       | CUSIP: 36202FKM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       56152 | PA      | $54434.94      | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 6.087%/VAR 10/23/2029                                                                                      | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    29400000 | PA      | $31015306.27   | 0.07%             | 2029-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 5.497%/VAR 05/20/2030 144A                                                                                           | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      285000 | PA      | $294273.04     | 0.00%             | 2030-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2                                                        | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2 2.5747% 10/15/2054 144A                                                     | CUSIP: 03882KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      440000 | PA      | $395464.30     | 0.00%             | 2054-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2045#Q33547                                                                                                 | CUSIP: 3132QP5H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      374770 | PA      | $349756.84     | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GROUP                                                                                 | PEACEHEALTH OBLIGATED GROUP 1.375% 11/15/2025                                                                                    | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $163995.93     | 0.00%             | 2025-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2047#BJ2421                                                                                                 | CUSIP: 3140H3VP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14088 | PA      | $13069.75      | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     1500000 | NC      | $-20133.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 07/20/2045#MA2962                                                                                                   | CUSIP: 36179RJF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      283559 | PA      | $271779.55     | 0.00%             | 2045-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                                                                    | BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A                                                                                 | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7046007 | PA      | $7063621.94    | 0.02%             | 2041-05-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                                                | Fidelity Securities Lending Cash Central Fund                                                                                    | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   162523198 | NS      | $162539450.06  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 10/01/2051#MA4437                                                                                                   | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7463262 | PA      | $5964669.33    | 0.01%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                                         | CHURCHILL DOWNS INC 4.75% 01/15/2028 144A                                                                                        | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      170000 | PA      | $168164.26     | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | IFS 3.404 07/15/2030 UKR                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1838754 | NC      | $10382.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2020                                                                                  | TRICON AMERICAN HOMES 2020-SFR1 E 3.544% 07/17/2038 144A                                                                         | CUSIP: 89613GAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $787154.88     | 0.00%             | 2038-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                                                         | PORT AUTH NY and NJ CONS-ONE HUNDRED SIXTY-EIGHT                                                                                 | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |       70000 | PA      | $64245.03      | 0.00%             | 2051-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCRED LNS MTG PAS                                                                              | RESIDENTIAL ACCRED LNS MTG PAS 5.75% 04/25/2035                                                                                  | CUSIP: 76110H3A5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       16605 | PA      | $14845.31      | 0.00%             | 2035-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES9                                                                               | RCKT MORTGAGE TRUST 2024-CES9 STEP 12/25/2044 144A                                                                               | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2909803 | PA      | $2919556.59    | 0.01%             | 2044-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FD TR 2022-1                                                                         | HOMEWARD OPPORTUNITIES FD TR 2022-1 CSTR 07/25/2067 144A                                                                         | CUSIP: 43789KAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $196872.60     | 0.00%             | 2067-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#MA4466                                                                                                 | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    25477081 | PA      | $21284771.01   | 0.05%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2024-VIS1                                                                   | JP MORGAN MORTGAGE TRUST SERIES 2024-VIS1 5.99% 09/01/2054 144A                                                                  | CUSIP: 465970AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      813356 | PA      | $820135.94     | 0.00%             | 2064-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNR 2003-25 KP 5 4/33                                                                                                            | CUSIP: 31393APU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       12595 | PA      | $12743.30      | 0.00%             | 2033-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 2/15/42                                                                                                                  | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9703646 | PA      | $4246705.29    | 0.01%             | 2042-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TECHNIMARK HOLDINGS LLC                                                                                     | TECHNIMARK HOLDINGS TERM B 1LN 4/14/2031                                                                                         | CUSIP: 87854HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      570138 | PA      | $564796.11     | 0.00%             | 2031-04-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 6.187%/VAR 07/06/2027 144A                                                                                | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $709994.37     | 0.00%             | 2027-07-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONE TR 2024-DFW1                                                                                           | CONE TR 2024-DFW1 TSFR1M+303.971 08/15/2041 144A                                                                                 | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43000 | PA      | $42816.24      | 0.00%             | 2041-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 3.65% 03/01/2028                                                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3929000 | PA      | $3865111.00    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/01/2052#FS1782                                                                                                   | CUSIP: 3140XG6U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      679982 | PA      | $599503.16     | 0.00%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                                                 | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 7% 06/15/2032 144A                                                                   | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      230000 | PA      | $240040.65     | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-AIR2                                                                                    | BX COMMERCIAL MORTGAGE TRUST 2024-AIR2 A TSFR1M+169.093 10/14/2041 144A                                                          | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6109978 | PA      | $6121425.76    | 0.01%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 01/01/2044#Q24165                                                                                                 | CUSIP: 3132M4JJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      170341 | PA      | $164891.23     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.092% 04/25/2027                                                                                 | CUSIP: 3136AN6U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      115800 | PA      | $113969.06     | 0.00%             | 2027-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 1.7% 10/01/2030                                                                                    | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $4728598.74    | 0.01%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                                                     | UDR INC 2.1% 08/01/2032                                                                                                          | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |       47000 | PA      | $39643.91      | 0.00%             | 2032-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                                                     | IMCD NV 2.125% 03/31/2027 REGS                                                                                                   | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |     4400000 | PA      | $5094904.90    | 0.01%             | 2027-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MTG LN TR 2014-1                                                                 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2014-1 VAR 06/25/2044 144A                                                        | CUSIP: 61763YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      585474 | PA      | $590728.44     | 0.00%             | 2044-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                                               | TOPBUILD CORP 4.125% 02/15/2032 144A                                                                                             | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      530000 | PA      | $493963.07     | 0.00%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.125% 08/15/2053                                                                                    | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    78159600 | PA      | $68453765.10   | 0.15%             | 2053-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AU CA BRIDGE REV                                                                              | BAY AREA TOLL AUTH CALIF TOLL BRDG REV BUILD AMERICA BONDS-SER S1                                                                | CUSIP: 072024NV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      540000 | PA      | $608227.22     | 0.00%             | 2050-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REGATTA XXIX FDG LTD / REGATTA XXIX FDG LLC                                                                 | REGATTA XXIX FDG LTD / REGATTA XXIX FDG LLC A TSFR3M+138 09/06/2037 144A                                                         | CUSIP: 758971AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    26000000 | PA      | $26073112.00   | 0.06%             | 2037-09-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 4.946%/VAR 10/22/2035                                                                                      | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2560000 | PA      | $2545546.11    | 0.01%             | 2035-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                | NISOURCE INC 5.95% 06/15/2041                                                                                                    | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      640000 | PA      | $650349.16     | 0.00%             | 2041-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 08/01/2055#CC0888                                                                                                 | CUSIP: 3140Y67A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3377617 | PA      | $3565582.03    | 0.01%             | 2055-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP PAY 4.01 05/07/30                                                                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     6510000 | NC      | $233090.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STORE MASTER FUNDING                                                                                        | STORE MASTER FUNDING 2.12% 06/20/2051 144A                                                                                       | CUSIP: 86190BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1468750 | PA      | $1370040.92    | 0.00%             | 2051-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.625% 05/15/2053                                                                                    | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1500000 | PA      | $1199355.47    | 0.00%             | 2053-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                                                  | MONDELEZ INTL INC 4.625% 07/03/2031                                                                                              | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3096696.40    | 0.01%             | 2031-07-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 09/01/2052#SD8244                                                                                                   | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      961818 | PA      | $901027.30     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                                                      | PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A                                                                    | CUSIP: 72703PAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4533705 | PA      | $4438372.52    | 0.01%             | 2051-12-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 2.545%/VAR 11/08/2032                                                                                      | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      605000 | PA      | $539414.39     | 0.00%             | 2032-11-08      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED REFI LN TR 2019-F                                                                        | NAVIENT PRIVATE ED REFI LN TR 2019-F 2.6% 08/15/2068 144A                                                                        | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1551909 | PA      | $1499771.49    | 0.00%             | 2068-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SFAVE COML MTG SECS TR 2015-5AVE                                                                            | SFAVE COML MTG SECS TR 15-5AVE VAR 01/05/2035 144A                                                                               | CUSIP: 78413MAC2<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |     9930000 | PA      | $8456165.57    | 0.02%             | 2043-01-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 12/01/2051#FM9777                                                                                                   | CUSIP: 3140XD2K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1235385 | PA      | $1084538.72    | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 4.9% 03/15/2030                                                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1258741.05    | 0.00%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFAVE COML MTG SECS TR 2015-5AVE                                                                            | SFAVE COML MTG SECS TR 15-5AVE VAR 01/05/2035 144A                                                                               | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3470377.60    | 0.01%             | 2043-01-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                                                     | BX COML MTG TR 2024-XL4 D TSFR1M+353.903 02/15/2039 144A                                                                         | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      369318 | PA      | $370356.82     | 0.00%             | 2039-02-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL2                                                                                              | PRET 2025-RPL2 A1 4% 08/25/2064 144A                                                                                             | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2859732 | PA      | $2772034.49    | 0.01%             | 2064-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.32%/VAR 07/19/2035                                                                                              | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      550000 | PA      | $560479.54     | 0.00%             | 2035-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2052#SD1924                                                                                                   | CUSIP: 3132DPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1393051 | PA      | $1391152.98    | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 11/01/2035#CA7953                                                                                                 | CUSIP: 3140QFZT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1444484 | PA      | $1297981.95    | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/52#SD8188                                                                                                        | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2137355 | PA      | $1704843.45    | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2048#BM4426                                                                                                 | CUSIP: 3140J84L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1226227 | PA      | $1133344.06    | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                                                         | PECO ENERGY COMPANY 4.6% 05/15/2052                                                                                              | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      110000 | PA      | $94548.45      | 0.00%             | 2052-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                        | LAS VEGAS SANDS CORP 6% 08/15/2029                                                                                               | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     2860000 | PA      | $2970378.87    | 0.01%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 4.099%/VAR 05/22/2036                                                                                             | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      300000 | PA      | $359110.70     | 0.00%             | 2036-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                         | CONSUMERS ENERGY CO 3.95% 05/15/2043                                                                                             | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      225000 | PA      | $183954.20     | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34653                                                                                                   | CUSIP: 31307RE27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      110028 | PA      | $107705.84     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                                              | FHLMC MFD HSG COP GTD (FREDMAC 6.5% 01/15/2028                                                                                   | CUSIP: 3133TD6D3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |         389 | PA      | $395.87        | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                                                    | SOUTH AFRICA REPUBLIC OF 7.95% 11/19/2054 144A                                                                                   | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      483000 | PA      | $467044.10     | 0.00%             | 2054-11-19      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 2.804%/VAR 05/24/2032                                                                                          | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5336000 | PA      | $4821610.67    | 0.01%             | 2032-05-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 07/01/2052#FS7657                                                                                                   | CUSIP: 3140XPQK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2624426 | PA      | $2294950.01    | 0.01%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 4/41 #AH9861                                                                                                          | CUSIP: 3138AB5X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         979 | PA      | $978.74        | 0.00%             | 2041-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 2.9% 01/15/2027                                                                                                 | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1157000 | PA      | $1131613.77    | 0.00%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-C35                                                                                       | BBCMS MTG TR 2025-C35 4.5% 07/15/2058 144A                                                                                       | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      111000 | PA      | $83193.40      | 0.00%             | 2058-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CELSIUS HOLDINGS INC                                                                                        | CELSIUS TERM B 1LN 04/01/2032                                                                                                    | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      180091 | PA      | $181441.90     | 0.00%             | 2032-04-01      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2021-1                                                                   | REGIONAL MANAGEMENT ISSUANCE TRUST 2021-1 B 2.42% 03/17/2031 144A                                                                | CUSIP: 75907VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      137919 | PA      | $137738.89     | 0.00%             | 2031-03-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5.5% 06/15/2037                                                                                   | CUSIP: 31398KP61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        7057 | PA      | $7307.24       | 0.00%             | 2037-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-DNA6                                                                     | FREDDIE MAC STACR REMIC TRUST 2020-DNA6 SOFR30A+300 12/25/2050 144A                                                              | CUSIP: 35566CBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     3910000 | PA      | $4181349.31    | 0.01%             | 2050-12-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSN and INFRASTRUCTURE INVS LLC                                                                 | FORTRESS TRANSN and INFRASTRUCTURE INVS LLC 5.875% 04/15/2033 144A                                                               | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      180000 | PA      | $180351.18     | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2% 02/25/2048                                                                                     | CUSIP: 3136BLFC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2771814 | PA      | $2475791.98    | 0.01%             | 2048-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                           | EVERSOURCE ENERGY CP 0% 09/08/2025                                                                                               | CUSIP: 30040XW85<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3795110.16    | 0.01%             | 2025-09-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PG and E RECOVERY FUNDING LLC                                                                               | PG and E RECOVERY FUNDING LLC 5.231% 06/01/2042                                                                                  | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $343923.07     | 0.00%             | 2042-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE US INC                                                                                             | ENBRIDGE US INC CP 0% 09/29/2025                                                                                                 | CUSIP: 29251UWV6<br>LEI: 5493003FRODSVHJWFS32 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3685693.21    | 0.01%             | 2025-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 02/20/2043#MA0783                                                                                                   | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      196304 | PA      | $183521.80     | 0.00%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 08/01/2055#CC0887                                                                                                 | CUSIP: 3140Y66Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2651047 | PA      | $2800234.57    | 0.01%             | 2055-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD                                                                                            | SYMPHONY CLO LTD A1AR TSFR3M+118 04/18/2033 144A                                                                                 | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4527405 | PA      | $4527504.79    | 0.01%             | 2033-04-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 7.416%/VAR 06/06/2033 REGS                                                                                     | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      450000 | PA      | $640504.23     | 0.00%             | 2033-06-06      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/44#AW7446                                                                                                        | CUSIP: 3138XXHY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      159128 | PA      | $153146.97     | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                                              | SHELL INTL FIN B V 3.625% 08/21/2042                                                                                             | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      343000 | PA      | $270350.78     | 0.00%             | 2042-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BERKELEY GROUP PLC                                                                                      | THE BERKELEY GROUP PLC 2.5% 08/11/2031 REGS                                                                                      | CUSIP: N/A<br>LEI: 2138001V85JLYR7AUB61       | Long             | DBT              | CORP              | GB        |     1015000 | PA      | $1152252.20    | 0.00%             | 2031-08-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRIDGE 2022-SFR1 TRUST                                                                                      | BRIDGE 2022-SFR1 E1 TRUST 6.3% 11/17/2037 144A                                                                                   | CUSIP: 10805VAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2992833.30    | 0.01%             | 2037-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CMEC CHICAGO MERCANTILE EXCH                                                                                | RFR USD SOFR-3.69392 09/03/24 7Y CME                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |    -8625000 | NC      | $-25183.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                           | NEWELL BRANDS INC 6.625% 05/15/2032                                                                                              | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      345000 | PA      | $336966.78     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 05/01/2036#BR1069                                                                                                 | CUSIP: 3140KYFK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53633 | PA      | $48109.78      | 0.00%             | 2036-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                                                    | ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A                                                                                      | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $58385.51      | 0.00%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2024-1 LTD                                                                                         | VOYA CLO 2024-1 LTD A1 TSFR3M+152 04/15/2037 144A                                                                                | CUSIP: 92920DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4109000 | PA      | $4125127.83    | 0.01%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1                                                                                                | BX 2021-MFM1 A TSFR1M+81.448 01/15/2034 144A                                                                                     | CUSIP: 05608VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      579091 | PA      | $578909.64     | 0.00%             | 2034-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-IND                                                                                           | BX TRUST 2022-IND TSFR1M+219.7 04/15/2024 144A                                                                                   | CUSIP: 05609WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      629300 | PA      | $630283.29     | 0.00%             | 2037-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 2.5% 06/01/2052#FA0543                                                                                            | CUSIP: 3140W0S97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1626879 | PA      | $1379000.35    | 0.00%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 02/01/2052#FS7746                                                                                                 | CUSIP: 3140XPTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1254928 | PA      | $1064113.46    | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                                                           | UNITED KINGDOM G.B. and N.IRELAND 4.375% 07/31/2054 REGS                                                                         | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     7887324 | PA      | $8801847.64    | 0.02%             | 2054-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAIRD FDS INC                                                                                               | Baird Core Plus Bond Inst                                                                                                        | CUSIP: 057071870<br>LEI: 5493001CJOVRFMYFIJ62 | Long             | EC               | RF                | US        |   107149481 | NS      | $1097210685.21 | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.75% 07/31/2027                                                                                                       | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    96725000 | PA      | $95126770.27   | 0.21%             | 2027-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 4.625% 12/15/2029                                                                                                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     9862000 | PA      | $9498271.69    | 0.02%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 09/01/2042#AB6212                                                                                                   | CUSIP: 31417C3W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      406014 | PA      | $372217.53     | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                      | STANDARD CHARTERED PLC 5.688%/VAR 05/14/2028 144A                                                                                | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      340000 | PA      | $347232.06     | 0.00%             | 2028-05-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                                                | ALPHABET INC 4% 05/06/2054                                                                                                       | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111821.49     | 0.00%             | 2054-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RALI SER 2006 QS4 TR                                                                                        | RALI SER 2006 QS4 TR 6% 04/25/2036                                                                                               | CUSIP: 749228AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1202245 | PA      | $959209.63     | 0.00%             | 2036-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2041#AK4260                                                                                                 | CUSIP: 3138E8WW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24505 | PA      | $24500.18      | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS THRU TR 2007-4                                                                                 | CHL MTG PASS THRU TR 2007-4 1A47 6% 05/25/2037                                                                                   | CUSIP: 12544RBY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      733883 | PA      | $318149.56     | 0.00%             | 2037-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 3.65% 06/01/2051                                                                                                    | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       50000 | PA      | $34992.64      | 0.00%             | 2051-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                                      | US TREASURY RP 4.4% 9/12/25                                                                                                      | CUSIP: N/A<br>LEI: 254900HROIFWPRGM1V77       | Long             | RA               | UST               | US        |   250000000 | PA      | $249999999.99  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                                                       | NABORS INDUSTRIES INC 7.375% 05/15/2027 144A                                                                                     | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      300000 | PA      | $305000.10     | 0.00%             | 2027-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6.75% 08/15/2028 144A                                                                                              | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102000.00     | 0.00%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                                                           | ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A                                                                          | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1935494.09    | 0.00%             | 2028-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY451600 12/16/72 S                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |    10830000 | NC      | $38563.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGE 2025-SFR1 TRUST                                                                                      | BRIDGE 2025-SFR1 TRUST 4.35% 09/17/2042 144A                                                                                     | CUSIP: 10807GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1595000 | PA      | $1466447.94    | 0.00%             | 2042-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2045#AS5645                                                                                                 | CUSIP: 3138WFHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      223541 | PA      | $208109.65     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 04/01/2046#BC0784                                                                                                 | CUSIP: 3140EU2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4443 | PA      | $4094.95       | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HIH TRUST 2024-61P                                                                                          | HIH TRUST 2024-61P D TSFR1M+ 10/15/2041 144A                                                                                     | CUSIP: 40444VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       68968 | PA      | $69053.97      | 0.00%             | 2041-10-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.5% 07/01/2040                                                                                      | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5420000 | PA      | $4625556.78    | 0.01%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: EUR/USD settle 2025-10-10                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6888.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 08/20/2051#MA7535                                                                                                     | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9509217 | PA      | $8434241.33    | 0.02%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACC TRUST 2022-1                                                                                            | ACC TRUST 2022-1 3.24% 10/20/2025 144A                                                                                           | CUSIP: 00091HAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      255167 | PA      | $63076.60      | 0.00%             | 2025-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING LLC                                                                          | DIAMOND INFRASTRUCTURE FUNDING LLC 1.76% 04/15/2049 144A                                                                         | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1149627.00    | 0.00%             | 2049-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 05/01/2037#969230                                                                                                 | CUSIP: 31414LHF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47508 | PA      | $49234.86      | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 07/01/2034#FM8940                                                                                                   | CUSIP: 3140XC5A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      351493 | PA      | $344537.93     | 0.00%             | 2034-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 8/39 #710776                                                                                                          | CUSIP: 36297FT93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26122 | PA      | $26531.53      | 0.00%             | 2039-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DK TR 2024-SPBX                                                                                             | DK TR 2024-SPBX TSFR1M+150 03/15/2034 144A                                                                                       | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      197000 | PA      | $197492.50     | 0.00%             | 2034-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REGATTA XIX FDG LTD / REGATTA XIX FDG LLC                                                                   | REGATTA XIX FDG LTD / REGATTA XIX FDG LLC A1 TSFR3M+132 04/20/2035 144A                                                          | CUSIP: 75888EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $551076.90     | 0.00%             | 2035-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2046#AS8269                                                                                                   | CUSIP: 3138WJFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1562101 | PA      | $1395281.05    | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5% 05/16/2065                                                                           | CUSIP: 38381PXY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      152891 | PA      | $152305.98     | 0.00%             | 2065-05-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A                                                                               | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       97000 | PA      | $95842.48      | 0.00%             | 2026-02-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 03/01/2052#SD3490                                                                                                   | CUSIP: 3132DQ2X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1894867 | PA      | $1516162.10    | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FREED ABS TR 2021-3FP                                                                                       | FREED ABS TRUST 2021-3FP D 2.37% 11/20/2028 144A                                                                                 | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      195236 | PA      | $194962.50     | 0.00%             | 2028-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                   | ONEOK INC 4.4% 10/15/2029                                                                                                        | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1743000 | PA      | $1740530.73    | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                                           | NEXSTAR MEDIA INC 4.75% 11/01/2028 144A                                                                                          | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      196000 | PA      | $192396.40     | 0.00%             | 2028-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 3.4% 10/15/2052                                                                                                 | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      520000 | PA      | $343860.59     | 0.00%             | 2052-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.97% 04/01/2028#AN1449                                                                                                | CUSIP: 3138LDTF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      173658 | PA      | $169501.11     | 0.00%             | 2028-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 10/01/2041#FM9396                                                                                                   | CUSIP: 3140XDNN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1471751 | PA      | $1267199.53    | 0.00%             | 2041-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 02/01/2052#                                                                                                       | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7924201 | PA      | $7210672.54    | 0.02%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAMU MTG PASS THROUGH CTFS                                                                                  | WAMU MTG PASS THROUGH CTFS STEP 01/25/2045                                                                                       | CUSIP: 92922FD39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      715565 | PA      | $706613.90     | 0.00%             | 2045-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 3.85% 12/01/2042                                                                                                | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      700000 | PA      | $561661.42     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 08/15/2035                                                                                                       | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30850000 | PA      | $30912664.06   | 0.07%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA VAR 01/25/2028                                                                                    | CUSIP: 3136B0YM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      761811 | PA      | $743929.15     | 0.00%             | 2028-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                                                      | OREILLY AUTOMOTIVE INC 4.7% 06/15/2032                                                                                           | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40044.02      | 0.00%             | 2032-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 MTG TR                                                                                          | CD 2017-CD5 MTG TR 3.171% 08/15/2050                                                                                             | CUSIP: 12515HAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2700000 | PA      | $2640504.96    | 0.01%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                                                    | VISA INC 3.125% 05/15/2033                                                                                                       | CUSIP: 92826CAV4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      905000 | PA      | $1061206.99    | 0.00%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 02/28/2029                                                                                                       | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1930000 | PA      | $1970333.99    | 0.00%             | 2029-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: JPY/USD settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $10297.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      100000 | NC      | $15990.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERSYS                                                                                                     | ENERSYS 6.625% 01/15/2032 144A                                                                                                   | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |      230000 | PA      | $236905.75     | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN KETTERING CANCER CTR                                                                         | MEMORIAL SLOAN KTTRNG CNCR CTR 2.955% 01/01/2050                                                                                 | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      290000 | PA      | $186506.19     | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                                   | L3HARRIS TECHNOLOGIES INC 5.6% 07/31/2053                                                                                        | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      120000 | PA      | $116667.50     | 0.00%             | 2053-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 5.834% 02/20/2031                                                                                               | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1364205.48    | 0.00%             | 2031-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006-HE5                                                       | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006-HE5 STEP 06/25/2036                                                            | CUSIP: 07388CAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      205901 | PA      | $200602.54     | 0.00%             | 2036-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                          | CREDIT AGRICOLE SA 6.316%/VAR 10/03/2029 144A                                                                                    | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     3655000 | PA      | $3855711.15    | 0.01%             | 2029-10-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CWABS INC                                                                                                   | CWABS INC 2005-3 MF3 VAR 08/25/2035                                                                                              | CUSIP: 126673ZX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1179789 | PA      | $899268.90     | 0.00%             | 2035-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNPI SWAP CDS 06/20/30 SOCGEN  B                                                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |     1000000 | NC      | $9731.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                                               | CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A                                                                                   | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59331.48      | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                                                | WP CAREY INC 2.4% 02/01/2031                                                                                                     | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $1844366.94    | 0.00%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2046#G08737                                                                                                   | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      336936 | PA      | $301025.30     | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 11/20/2042#AB9917                                                                                                     | CUSIP: 36178XAS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       34196 | PA      | $33005.79      | 0.00%             | 2042-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 11/01/2034#CA4723                                                                                                 | CUSIP: 3140QCG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100746 | PA      | $98630.17      | 0.00%             | 2034-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 04/01/2027#AB4924                                                                                                   | CUSIP: 31417BPJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      166784 | PA      | $164992.73     | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENESEE and WYOMING INC                                                                                     | GENESEE and WYOMING INC 6.25% 04/15/2032 144A                                                                                    | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |      560000 | PA      | $569408.56     | 0.00%             | 2032-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                                                      | BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A                                                               | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      588777 | PA      | $588776.81     | 0.00%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 08/01/2052#SD7346                                                                                                   | CUSIP: 3132DVET8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      192568 | PA      | $167369.56     | 0.00%             | 2052-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.375% 05/15/2041                                                                                    | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3420100 | PA      | $3297056.57    | 0.01%             | 2041-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.25% 06/15/2049                                                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      510000 | PA      | $450243.09     | 0.00%             | 2049-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                                                       | SUBWAY FDG LLC ISSUER 5.566% 07/30/2054 144A                                                                                     | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2630125 | PA      | $2633072.58    | 0.01%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 4.4% 11/01/2034                                                                                       | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8595.46       | 0.00%             | 2034-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | FX Forward: BRL/USD settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $138306.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                                                 | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6% 06/01/2029 144A                                                                 | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1162026.00    | 0.00%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2018-B                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2018-B TSFR1M+83.448 01/15/2037 144A                                                            | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |      246165 | PA      | $245790.72     | 0.00%             | 2037-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                                                     | SBA COMMUNICATIONS CORP 3.125% 02/01/2029                                                                                        | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      956000 | PA      | $898420.22     | 0.00%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESKOM HLDGS LTD                                                                                             | ESKOM HLDGS LTD 8.45% 08/10/2028 REGS                                                                                            | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |     3699000 | PA      | $3926710.44    | 0.01%             | 2028-08-10      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 02/20/2043#AD1755                                                                                                   | CUSIP: 36180C5Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      888508 | PA      | $835115.08     | 0.00%             | 2043-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                                      | ROPER TECHNOLOGIES INC 1.75% 02/15/2031                                                                                          | CUSIP: 776743AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |      200000 | PA      | $173417.90     | 0.00%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 11/15/2044                                                                                        | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    53190000 | PA      | $40580230.21   | 0.09%             | 2044-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORT TR 2025-ATRM                                                                              | ATRIUM HOTEL PORT TR 2025-ATRM F TSFR1M+550 08/15/2030 144A                                                                      | CUSIP: 049917AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      447000 | PA      | $446812.13     | 0.00%             | 2030-08-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| ORCHARD PK CLO LTD                                                                                          | ORCHARD PK CLO LTD A TSFR3M+136 10/20/2037 144A                                                                                  | CUSIP: 68563JAA2<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |      730000 | PA      | $732146.20     | 0.00%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 5.5% 03/20/2033                                                                                   | CUSIP: 38373SM61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        5256 | PA      | $5403.69       | 0.00%             | 2033-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/48#CA1545                                                                                                        | CUSIP: 3140Q8WF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107689 | PA      | $102430.98     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LBA TR 2024-7IND                                                                                            | LBA TRUST 2024-7IND A TSFR1M+144.3 10/15/2041 144A                                                                               | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      723668 | PA      | $725250.85     | 0.00%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 5/15/41                                                                                                                  | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41450000 | PA      | $19002107.12   | 0.04%             | 2041-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                                                    | SCE RECOVERY FUNDING LLC 5.112% 12/14/2049                                                                                       | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        9000 | PA      | $8475.45       | 0.00%             | 2049-12-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                                              | TRANSOCEAN INC 8.75% 02/15/2030 144A                                                                                             | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      131250 | PA      | $138952.54     | 0.00%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| X CORP                                                                                                      | TWITTER TERM B1 1LN 10/26/2029                                                                                                   | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      592289 | PA      | $578541.69     | 0.00%             | 2029-10-26      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                                                    | NORTHERN OIL AND GAS INC 8.125% 03/01/2028 144A                                                                                  | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251885.50     | 0.00%             | 2028-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XXIX LTD / MADISON PK FDG XXIX LLC                                                           | MADISON PK FDG XXIX LTD / MADISON PK FDG XXIX LLC A1R2 TSFR3M+118 03/25/2038 144A                                                | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    24220000 | PA      | $24278321.76   | 0.05%             | 2038-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6% 05/25/2031                                                                                     | CUSIP: 31359SYL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         515 | PA      | $528.94        | 0.00%             | 2031-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2049#                                                                                                         | CUSIP: 3132DV4H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      727989 | PA      | $639781.12     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                                                       | AMRIZE FINANCE US LLC 4.95% 04/07/2030 144A                                                                                      | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8165463.44    | 0.02%             | 2030-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | FSWP: JPY 1.018460 3/12/2027 FTO                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        | -4011480789 | NC      | $-31449.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 03/15/2042#733816                                                                                                   | CUSIP: 3620AMGZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      128919 | PA      | $124747.84     | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST 2024-1R                                                                      | PMT CREDIT RISK TRANSFER TRUST 2024-1R A SOFR30A+350 PERP 144A                                                                   | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6932389 | PA      | $7011263.63    | 0.02%             | 2033-05-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 04/01/2036#FM6100                                                                                                 | CUSIP: 3140X9X67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51569 | PA      | $46258.38      | 0.00%             | 2036-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 1.25% 09/20/2051                                                                                  | CUSIP: 38383AKY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      681192 | PA      | $577052.78     | 0.00%             | 2051-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6% 03/25/2036                                                                                     | CUSIP: 31395BCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2830 | PA      | $2931.29       | 0.00%             | 2036-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 12/01/2054#MA5554                                                                                                   | CUSIP: 31418FE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1909112 | PA      | $1951021.78    | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6% 08/20/2054#MA9852                                                                                                     | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6236649 | PA      | $6371007.30    | 0.01%             | 2054-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REDWOOD FUNDING TRUST 2023-1                                                                                | REDWOOD FUNDING TRUST 2023-1 7.5% 07/25/2059 144A                                                                                | CUSIP: 75806CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      157221 | PA      | $158400.86     | 0.00%             | 2059-07-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC                                     | MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC 11.875% 04/15/2031 144A                                  | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $105344.20     | 0.00%             | 2031-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP                                                              | BLUE RACER MS LLC / BR FIN CORP 7% 07/15/2029 144A                                                                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215000 | PA      | $223678.48     | 0.00%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.875% 07/31/2030                                                                                                      | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   281726000 | PA      | $283993015.31  | 0.64%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 M2 VAR 01/25/2064 144A                                                                    | CUSIP: 17332HAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      215665 | PA      | $138894.04     | 0.00%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: MXN/USD settle 2025-12-17                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $68346.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                                 | IMPERIAL BRANDS FINANCE PLC 3.875% 02/12/2034 REGS                                                                               | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |      550000 | PA      | $636701.70     | 0.00%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 07/01/2054#MA5419                                                                                                   | CUSIP: 31418FAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1897742 | PA      | $1873213.59    | 0.00%             | 2054-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                                                     | MIDAS OPCO HOLDINGS LLC 5.625% 08/15/2029 144A                                                                                   | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      340000 | PA      | $327934.59     | 0.00%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                                                            | GRUPO NUTRESA SA 9% 05/12/2035 144A                                                                                              | CUSIP: 40055CAB9<br>LEI: 549300TN5BQ4P1MC6407 | Long             | DBT              | CORP              | CO        |      350000 | PA      | $387310.00     | 0.00%             | 2035-05-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2025-C R 0% 03/15/2055 144A                                                                     | CUSIP: 83208D107<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        1370 | PA      | $131280.25     | 0.00%             | 2055-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 07/01/2036#SB8110                                                                                                 | CUSIP: 3132D6AK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       48667 | PA      | $43624.62      | 0.00%             | 2036-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 1.5% 06/26/2029 REGS                                                                                          | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |     3203000 | PA      | $3452098.52    | 0.01%             | 2029-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC                                                       | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 6.75% 08/15/2032 144A                                                      | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      580000 | PA      | $601381.70     | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                                                      | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A                                                     | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $335170.95     | 0.00%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                                                  | ADIENT GLOBAL HOLDINGS LTD 7% 04/15/2028 144A                                                                                    | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      493000 | PA      | $507030.29     | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.5% 11/20/2052#MA8429                                                                                                   | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1123872 | PA      | $1138967.80    | 0.00%             | 2052-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL3                                                                                              | PRET 2025-RPL3 A1 STEP 4.15% 04/25/2065 144A                                                                                     | CUSIP: 69382RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2152247 | PA      | $2090642.48    | 0.00%             | 2065-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 4.65% 02/15/2033                                                                                                    | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       81000 | PA      | $81012.58      | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                                                | FLEX INTERMEDIATE HOLDCO LLC 4.317% 12/30/2039 144A                                                                              | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |       47000 | PA      | $37424.69      | 0.00%             | 2039-12-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-5                                                                              | VELOCITY COML CAP LN TR 2024-5 M3 VAR 10/25/2054 144A                                                                            | CUSIP: 92261AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       98516 | PA      | $99007.56      | 0.00%             | 2054-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.51% 10/01/2033#BS9185                                                                                                | CUSIP: 3140LLF30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3050000 | PA      | $3067506.70    | 0.01%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONE BRYANT PK TR 2019-OBP                                                                                   | ONE BRYANT PK TR 2019-OBP 2.51641% 09/15/2054 144A                                                                               | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4690000 | PA      | $4313975.03    | 0.01%             | 2054-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.676%/VAR 06/19/2041                                                                                | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5528000 | PA      | $3984274.10    | 0.01%             | 2041-06-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.733%/VAR 05/17/2032                                                                                          | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      645000 | PA      | $676531.32     | 0.00%             | 2032-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B                                                                       | HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.48% 04/17/2028                                                                           | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1075878 | PA      | $1083748.14    | 0.00%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 02/01/2036#MA4260                                                                                                 | CUSIP: 31418DWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42775 | PA      | $38369.96      | 0.00%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2052#QF2178                                                                                                   | CUSIP: 3133BPM39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      654947 | PA      | $613960.91     | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 11/01/2050#QB5148                                                                                                   | CUSIP: 3133ABWH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17892 | PA      | $14355.55      | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNP PARIBAS 7.45%/VAR PERP 144A                                                                                                  | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |      200000 | PA      | $203624.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2017-3 LTD                                                                                   | CARLYLE US CLO 2017-3 LTD BR2 TSFR3M+178 10/21/2037 144A                                                                         | CUSIP: 14314FBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251140.00     | 0.00%             | 2037-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                                                | NNN REIT INC 3.5% 04/15/2051                                                                                                     | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      310000 | PA      | $211390.50     | 0.00%             | 2051-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                            | FIRSTENERGY CORP STEP 07/15/2047                                                                                                 | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     1197000 | PA      | $1028939.52    | 0.00%             | 2047-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 11/20/2032#738062                                                                                                     | CUSIP: 3620AR5X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3731 | PA      | $3840.35       | 0.00%             | 2032-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                                           | NEXSTAR MEDIA INC 5.625% 07/15/2027 144A                                                                                         | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      984000 | PA      | $982933.25     | 0.00%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES LV CLO LTD                                                                                             | ARES LV CLO LTD A1R2 TSFR3M+137 10/15/2037 144A                                                                                  | CUSIP: 04018BAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4228000 | PA      | $4242582.37    | 0.01%             | 2037-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                                                           | AHS HOSPITAL CORP 2.78% 07/01/2051                                                                                               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |      315000 | PA      | $192721.60     | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2032#AQ1607                                                                                                 | CUSIP: 3138MGYD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6519 | PA      | $6349.93       | 0.00%             | 2032-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT 2005-11CB 2A6 5.5 6/35                                                                                                     | CUSIP: 12667GJJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       18754 | PA      | $15169.86      | 0.00%             | 2025-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+2076.235 02/15/2032                                                                       | CUSIP: 31393FVT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |         381 | PA      | $440.31        | 0.00%             | 2032-02-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                      | COMMONWEALTH EDISON CO 3.7% 03/01/2045                                                                                           | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $921536.46     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNR 2008-40 SA IO INVF 5/38                                                                                                      | CUSIP: 38375QKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        6440 | PA      | $413.35        | 0.00%             | 2038-05-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35                                                                                              | BANK 2021-BN35 2.902% 06/15/2064                                                                                                 | CUSIP: 06540CBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      123000 | PA      | $104001.11     | 0.00%             | 2064-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                                                            | CALIFORNIA RES CORP 8.25% 06/15/2029 144A                                                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      185000 | PA      | $191137.56     | 0.00%             | 2029-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BDS 2024-FL13 LLC                                                                                           | BDS 2024-FL13 LLC A TSFR1M+157.615 09/19/2039 144A                                                                               | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      262000 | PA      | $263310.45     | 0.00%             | 2039-09-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 02/01/2041#AL0038                                                                                                 | CUSIP: 3138EGBG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54819 | PA      | $55677.36      | 0.00%             | 2041-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO III LTD                                                                                         | ELMWOOD CLO III LTD A1RR TSFR3M+138 07/18/2037 144A                                                                              | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12000000 | PA      | $12050532.00   | 0.03%             | 2037-07-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNR 2003-47 PE 5.75 6/33                                                                                                         | CUSIP: 31393CRH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        3831 | PA      | $3952.10       | 0.00%             | 2033-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 11 LTD                                                                                            | AIMCO CLO 11 LTD A1R2 TSFR3M+134 07/17/2037 144A                                                                                 | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |     4867000 | PA      | $4886059.17    | 0.01%             | 2037-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                                                         | SIRIUS XM RADIO INC 5% 08/01/2027 144A                                                                                           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      450000 | PA      | $447968.93     | 0.00%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 03/01/2052#BV4158                                                                                                 | CUSIP: 3140MHTQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22137 | PA      | $20012.41      | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                                                            | MOBICO GROUP PLC 4.875% 09/26/2031 REGS                                                                                          | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      750000 | PA      | $755399.81     | 0.00%             | 2031-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2052#CB3608                                                                                                 | CUSIP: 3140QPAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2370871 | PA      | $2147756.02    | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                                                    | KLA CORP 3.3% 03/01/2050                                                                                                         | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      252000 | PA      | $174154.19     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0.0% 02/15/45                                                                                                            | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19945000 | PA      | $7343283.48    | 0.02%             | 2045-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2025-C 5.26% 03/15/2055 144A                                                                    | CUSIP: 83208DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2100000 | PA      | $2016840.00    | 0.00%             | 2055-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                                                | BX 2024-CNYN TSFR1M+269.009 04/15/2029 144A                                                                                      | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1181647 | PA      | $1184231.82    | 0.00%             | 2041-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 06/01/2043#AT5890                                                                                                 | CUSIP: 3138WTRL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12537 | PA      | $11164.75      | 0.00%             | 2043-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                                                 | ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6.875% 06/15/2030 144A                                                             | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $185377.86     | 0.00%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                                                  | CLUB CAR TERM 1LN 06/01/2028                                                                                                     | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |      193682 | PA      | $187509.46     | 0.00%             | 2028-06-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR USD SOFR 3.25 06/18/25 30Y LCH                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -5000000 | NC      | $239426.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 02/01/43#AB8499                                                                                                     | CUSIP: 31417FNR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38222 | PA      | $35068.52      | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 03/20/2043#AA6141                                                                                                   | CUSIP: 36178DZE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      406680 | PA      | $382033.62     | 0.00%             | 2043-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2.5% 04/20/2052#                                                                                                         | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    22955959 | PA      | $19563846.18   | 0.04%             | 2052-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GREEN LAKES PARK CLO LLC                                                                                    | GREEN LAKES PARK CLO LLC ARR TSFR3M+118 01/25/2038 144A                                                                          | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4445000 | PA      | $4442777.50    | 0.01%             | 2038-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.187% 09/25/2027                                                                                 | CUSIP: 3137FBU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1173574 | PA      | $1155817.37    | 0.00%             | 2027-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                                                             | CSL FINANCE PLC 5.106% 04/03/2034 144A                                                                                           | CUSIP: 12661PAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      640000 | PA      | $654607.07     | 0.00%             | 2034-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNR 2010-160 DY 4% 12/20/2040                                                                                                    | CUSIP: 38377RLW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      756452 | PA      | $742406.92     | 0.00%             | 2040-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 7.875% 03/15/2030                                                                                           | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      215000 | PA      | $227466.13     | 0.00%             | 2030-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2042#Q06998                                                                                                 | CUSIP: 3132GSDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      318878 | PA      | $301245.97     | 0.00%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECS CORP                                                                                  | SASC 2003-37A 2A CSTR 12/33                                                                                                      | CUSIP: 86359BBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         819 | PA      | $779.95        | 0.00%             | 2033-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 4.5% 08/06/2030                                                                                                 | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      390000 | PA      | $390095.80     | 0.00%             | 2030-08-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                                                                 | SAMMONS FINANCIAL GROUP INC 6.875% 04/15/2034 144A                                                                               | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $6178712.16    | 0.01%             | 2034-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                                                          | CFMT 2024-HB13 LLC VAR 05/25/2034 144A                                                                                           | CUSIP: 12530VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1582478 | PA      | $1556613.30    | 0.00%             | 2034-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+63.448 09/20/2065                                                                            | CUSIP: 38376RHF6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       51006 | PA      | $51027.39      | 0.00%             | 2065-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| IVORY COAST (COTE D'IVOIRE)                                                                                 | IVORY COAST (COTE D'IVOIRE) 6.125% 06/15/2033 REGS                                                                               | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      950000 | PA      | $880232.00     | 0.00%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 05/01/2053#CB6322                                                                                                 | CUSIP: 3140QSAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      213477 | PA      | $215849.01     | 0.00%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                                                       | OPEN TEXT CORPORATION 6.9% 12/01/2027 144A                                                                                       | CUSIP: 683715AF3<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |      970000 | PA      | $1006664.06    | 0.00%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASGN INC                                                                                                    | ASGN INC 4.625% 05/15/2028 144A                                                                                                  | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |      390000 | PA      | $381692.96     | 0.00%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 6.50% 9/39 #G06670                                                                                                          | CUSIP: 3128M8W75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      188103 | PA      | $201370.74     | 0.00%             | 2039-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 11/01/2053#CB7520                                                                                                 | CUSIP: 3140QTLA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2566108 | PA      | $2688463.52    | 0.01%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SELF COMMERCIAL MORTGAGE TRUST 2024-STRG                                                                    | SELF COMMERCIAL MORTGAGE TRUST 2024-STRG F TSFR1M+518.702 11/15/2034 144A                                                        | CUSIP: 81631WAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155000 | PA      | $153768.01     | 0.00%             | 2034-11-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+647.552 04/25/2036                                                                        | CUSIP: 31395BX32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2687 | PA      | $256.48        | 0.00%             | 2036-04-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                                               | SINCLAIR TELEVISION GROUP INC 4.375% 12/31/2032 144A                                                                             | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      163000 | PA      | $115622.42     | 0.00%             | 2032-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                                                                  | AXALTA COATING SYSTEMS LLC 3.375% 02/15/2029 144A                                                                                | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |      385000 | PA      | $363701.80     | 0.00%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC 6.7% 02/14/2033                                                                                                    | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      265000 | PA      | $275191.52     | 0.00%             | 2033-02-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3% 05/15/2047                                                                                        | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4722000 | PA      | $3496677.88    | 0.01%             | 2047-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                                              | BOMBARDIER INC 7.125% 06/15/2026 144A                                                                                            | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      713000 | PA      | $715129.73     | 0.00%             | 2026-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2022-6                                                                  | SANTANDER DRIVE AUTO RECEIVABLES TR 2022-6 5.69% 02/18/2031                                                                      | CUSIP: 802918AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3300000 | PA      | $3331586.94    | 0.01%             | 2031-02-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO IV LTD / TRESTLES CLO IV LLC                                                                   | TRESTLES CLO IV LTD / TRESTLES CLO IV LLC A TSFR3M+143.161 07/21/2034 144A                                                       | CUSIP: 89532WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250107.50     | 0.00%             | 2034-07-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEP AUTO LN TR 2023-3                                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3A C 7.62% 12/15/2033 144A                                                                | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $4150005.60    | 0.01%             | 2033-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 2/42 #793122                                                                                                          | CUSIP: 36177MPG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33789 | PA      | $31817.47      | 0.00%             | 2042-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LA LLC 4.2% 04/01/2050                                                                                                   | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       40000 | PA      | $31632.76      | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051                                  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      712000 | PA      | $458519.51     | 0.00%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC 5.543%/VAR 01/17/2031                                                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $8381519.71    | 0.02%             | 2031-01-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                                                           | AMCOR FLEXIBLES NORTH AMERICA INC 5.1% 03/17/2030                                                                                | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      500000 | PA      | $511962.86     | 0.00%             | 2030-03-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 08/25/2055                                                                            | CUSIP: 3137HMD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     8453673 | PA      | $8477826.29    | 0.02%             | 2055-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                                              | CANADIAN NATL RESOURCES LTD YCP 0% 09/10/2025                                                                                    | CUSIP: 13638WWA6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    14000000 | PA      | $13978046.60   | 0.03%             | 2025-09-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                                                 | STARWOOD PPTY TR INC 6.5% 07/01/2030 144A                                                                                        | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      245000 | PA      | $254281.58     | 0.00%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY873248 04/17/65 B                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |       70000 | NC      | $11193.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2052#RA6986                                                                                                 | CUSIP: 3133KNXP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3421186 | PA      | $3119543.07    | 0.01%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: EUR/USD settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $973.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHL MTG PASS-THROUGH TR 2006-17                                                                             | CHL MTG PASS-THROUGH TR 2006-17 A6 6% 12/25/2036                                                                                 | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       14022 | PA      | $5947.80       | 0.00%             | 2036-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.0% 09/20/2042 #MA0391                                                                                                  | CUSIP: 36179MNG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      304846 | PA      | $279466.02     | 0.00%             | 2042-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 11/01/2053#SD8373                                                                                                   | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      980017 | PA      | $1003674.42    | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2032#C91403                                                                                                 | CUSIP: 3128P7RY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1744432 | PA      | $1718788.23    | 0.00%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                                                               | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 D 5.47% 05/15/2031                                                                 | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8100000 | PA      | $8278686.81    | 0.02%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 02/01/2051#SD7535                                                                                                 | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9698471 | PA      | $8223796.88    | 0.02%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                                                                          | OREGON TOOL LUX LP 7.875% 10/15/2029 144A                                                                                        | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      298350 | PA      | $159617.25     | 0.00%             | 2029-10-15      | Fixed         | 0.08%                 | No            |                  3 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 01/25/2046                                                                                     | CUSIP: 3136ASMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      143040 | PA      | $133663.26     | 0.00%             | 2046-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 1.25% 05/15/2050                                                                                     | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18460000 | PA      | $8698553.95    | 0.02%             | 2050-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 6.714%/VAR 10/19/2029 144A                                                                                               | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     4540000 | PA      | $4819010.74    | 0.01%             | 2029-10-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | USTN TII 0.125% 02/15/2051                                                                                                       | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39600000 | PA      | $26181529.82   | 0.06%             | 2051-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 1.5% 11/01/2040#MA4175                                                                                                 | CUSIP: 31418DT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      534545 | PA      | $448094.75     | 0.00%             | 2040-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | FX Forward: USD/JPY settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10542.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 08/01/2053#CB6911                                                                                                 | CUSIP: 3140QSVD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1230438 | PA      | $1255263.92    | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOBSOHIO BEVERAGE SYS OHIO STATEWIDE LIQUOR PROFITS REV                                                     | JOBSOHIO BEVERA 2.833% 1/1/2038                                                                                                  | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      325000 | PA      | $268797.91     | 0.00%             | 2038-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                                                         | JAPAN GOVERNMENT OF 2.2% 06/20/2054                                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   410000000 | PA      | $2302534.11    | 0.01%             | 2054-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 10/01/2050#SD7525                                                                                                 | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4464245 | PA      | $3786842.22    | 0.01%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALKER and DUNLOP INC                                                                                       | WALKER and DUNLOP INC 6.625% 04/01/2033 144A                                                                                     | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $124849.20     | 0.00%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2043#AS9172                                                                                                   | CUSIP: 3138WKFN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17989 | PA      | $17352.68      | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR2 TR                                                                                           | AMSR 2021-SFR2 F1 TR 3.275% 08/17/2038 144A                                                                                      | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      380318 | PA      | $371482.22     | 0.00%             | 2038-08-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                                                        | ROMANIA REPUBLIC OF 6.625% 05/16/2036 144A                                                                                       | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6440000 | PA      | $6436780.00    | 0.01%             | 2036-05-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                          | VICI PROPERTIES LP 5.125% 11/15/2031                                                                                             | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     1677000 | PA      | $1697750.48    | 0.00%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TR 2024-2                                                                            | DRIVE AUTO RECEIVABLES TR 2024-2 4.94% 05/17/2032                                                                                | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2214850.22    | 0.00%             | 2032-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 12/01/2052#CB5273                                                                                                   | CUSIP: 3140QQ2F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1719256 | PA      | $1716912.80    | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 4.387%/VAR 06/15/2027                                                                              | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54991.77      | 0.00%             | 2027-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                                                        | THAMES WATER SUPER SENIOR ISSUER PLC 9.75% 10/10/2027 144A                                                                       | CUSIP: 88325AAA8<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       17021 | PA      | $25441.88      | 0.00%             | 2027-10-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 6.02%/VAR 01/24/2036                                                                                               | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1239922.85    | 0.00%             | 2036-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                                                      | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                                                        | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |      127627 | PA      | $122627.76     | 0.00%             | 2026-12-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.5% 02/01/2029#J27464                                                                                                 | CUSIP: 31307GJH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       78484 | PA      | $77805.25      | 0.00%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | GSCM SWAP PAY 3.804 08/25/26                                                                                                     | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |     5980000 | NC      | $155791.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 07/01/2032#MA3060                                                                                                   | CUSIP: 31418CMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      510602 | PA      | $497750.07     | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 10/20/2044#MA2303                                                                                                   | CUSIP: 36179QRY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      933565 | PA      | $866276.51     | 0.00%             | 2044-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 3.5% 09/01/2055 #TBA                                                                                                   | CUSIP: 01F032690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    91127000 | PA      | $82338229.15   | 0.18%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                                      | BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1 A1 5.664% 01/25/2065 144A                                                                 | CUSIP: 06744WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2879967 | PA      | $2899577.74    | 0.01%             | 2065-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                                    | WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052                                                                                       | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      285000 | PA      | $177358.35     | 0.00%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REGATTA 30 FDG LTD / REGATTA 30 FDG LLC                                                                     | REGATTA 30 FDG LTD / REGATTA 30 FDG LLC A1 TSFR3M+132 01/25/2038 144A                                                            | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250945.75     | 0.00%             | 2038-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC REIT                                                                                | MILLROSE PROPERTIES INC REIT 6.375% 08/01/2030 144A                                                                              | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315000 | PA      | $317835.00     | 0.00%             | 2030-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A                                                                                               | DLLAA 2023-1A 5.64% 02/22/2028 144A                                                                                              | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2091000 | PA      | $2115234.90    | 0.00%             | 2028-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 4.8% 10/15/2034                                                                                                     | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      655000 | PA      | $647815.06     | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/52#SD7552                                                                                                      | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7651571 | PA      | $6478568.14    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                                            | FX Forward: USD/EUR settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | DE        |           1 | NC      | $2194.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A                                                                          | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      457000 | PA      | $417134.70     | 0.00%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC                                                               | CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC ARR TSFR3M+120 01/25/2038 144A                                                     | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3215000 | PA      | $3217572.00    | 0.01%             | 2038-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 3/37 #256636                                                                                                          | CUSIP: 31371NBD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91127 | PA      | $94513.60      | 0.00%             | 2037-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS CO                                                                                               | BOSTON GAS CO 3.001% 08/01/2029 144A                                                                                             | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14323.32      | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                                          | AVIS BUDGET RENTCAR FDG AE LLC 6.23% 04/20/2029 144A                                                                             | CUSIP: 05377RGG3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     3964000 | PA      | $4061498.54    | 0.01%             | 2029-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NGG FINANCE PLC                                                                                             | NGG FINANCE PLC 2.125%/VAR 09/05/2082 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |     1050000 | PA      | $1203687.60    | 0.00%             | 2082-09-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                 | ORO USD 10Y P 3.851 L 09/15/25 GLM                                                                                               | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DIR              | CORP              | GB        |    -3800000 | NC      | $-4368.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                                               | LOWES COS INC 4.25% 04/01/2052                                                                                                   | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     6910000 | PA      | $5353725.17    | 0.01%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMM 2016-787S MTG TR                                                                                       | COMM 2016-787S A CSTR 02/10/2036 144A                                                                                            | CUSIP: 12635WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4035000 | PA      | $3983780.52    | 0.01%             | 2036-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2040#                                                                                                         | CUSIP: 312943B28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      201972 | PA      | $196807.82     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                                         | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                                                         | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      115000 | PA      | $120522.30     | 0.00%             | 2031-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| SHR TR 2024-LXRY                                                                                            | SHR TR 2024-LXRY TSFR1M+245 10/15/2041 144A                                                                                      | CUSIP: 784234AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      847000 | PA      | $848781.33     | 0.00%             | 2041-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                                                                                        | EAST OHIO GAS CO/THE 2% 06/15/2030 144A                                                                                          | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1758530.09    | 0.00%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GREYSTONE CRE NTS 2025-FL4                                                                                  | GREYSTONE CRE NOTES 2025-FL4 LLC A TSFR1M+ 01/15/2043 144A                                                                       | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $251041.48     | 0.00%             | 2043-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC 6.75% 04/15/2033                                                                                           | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      495000 | PA      | $498570.93     | 0.00%             | 2033-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                                                 | OVINTIV INC 5.15% 11/15/2041                                                                                                     | CUSIP: 292505AK0<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2523044.97    | 0.01%             | 2041-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-PLND                                                                    | MORGAN STANLEY CAPITAL I TRUST 2019-PLND A TSFR1M+111.448 05/15/2036 144A                                                        | CUSIP: 61691XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $219996.00     | 0.00%             | 2036-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JUNIPER VALLEY PARK CLO LLC                                                                                 | JUNIPER VALLEY PARK CLO LLC BR TSFR3M+155 07/20/2036 144A                                                                        | CUSIP: 48206KAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250154.25     | 0.00%             | 2036-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                                                  | HUMANA INC 5.375% 04/15/2031                                                                                                     | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206427.93     | 0.00%             | 2031-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RADNOR RE 2022-1 LTD                                                                                        | RADNOR RE 2022-1 LTD SOFR30A+675 09/25/2032 144A                                                                                 | CUSIP: 75049XAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      312931 | PA      | $327263.86     | 0.00%             | 2032-09-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                            | PARAMOUNT GLOBAL 4.6% 01/15/2045                                                                                                 | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      676000 | PA      | $520518.32     | 0.00%             | 2045-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                                           | LITHIA MOTORS INC 4.625% 12/15/2027 144A                                                                                         | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10899.63      | 0.00%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 2.904%/VAR 11/03/2042                                                                                              | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      495000 | PA      | $351984.27     | 0.00%             | 2042-11-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 11/01/2035#SB8073                                                                                                 | CUSIP: 3132D56J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1692941 | PA      | $1521239.83    | 0.00%             | 2035-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                                                 | NYC TFA (PIT) 5.15% 2/1/2036                                                                                                     | CUSIP: 64971X6S2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      750000 | PA      | $764846.63     | 0.00%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                                                      | KOREA DEVELOPMENT BANK 3% 01/13/2026                                                                                             | CUSIP: 500630CJ5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    13000000 | PA      | $12947058.28   | 0.03%             | 2026-01-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2024-B                                                                      | REPUBLIC FINANCE ISSUANCE TRUST 2024-B 5.42% 11/20/2037 144A                                                                     | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2996000 | PA      | $3055348.06    | 0.01%             | 2037-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2050#SI2072                                                                                                   | CUSIP: 3133USJR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2183098 | PA      | $1757021.07    | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 11/01/2054#CB9501                                                                                                   | CUSIP: 3140QVRX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      751707 | PA      | $781129.17     | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 04/01/2043#Q17518                                                                                                 | CUSIP: 3132J8YQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43565 | PA      | $42267.64      | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 12/01/45#MA2495                                                                                                   | CUSIP: 31418BXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      476047 | PA      | $441326.25     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AQUA FIN TR 2020-A                                                                                          | AQUA FIN TR 2020-A 3.97% 07/17/2046 144A                                                                                         | CUSIP: 038413AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       93870 | PA      | $91540.68      | 0.00%             | 2046-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2021-R1                                                                                      | TOWD PT MTG TR 2021-R1 2.91808% 11/30/2060 144A                                                                                  | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1005785 | PA      | $912175.74     | 0.00%             | 2060-11-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                                           | IRON MTN INC 4.875% 09/15/2029 144A                                                                                              | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      233000 | PA      | $229027.30     | 0.00%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                                       | MINERAL RESOURCES LTD 8% 11/01/2027 144A                                                                                         | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      530000 | PA      | $539448.31     | 0.00%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM2 TR                                                                                            | OBX 2024-NQM2 A1 TR 5.878% 12/25/2063 144A                                                                                       | CUSIP: 67118HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      890154 | PA      | $895051.31     | 0.00%             | 2063-12-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 02/01/2042#MA4540                                                                                                   | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      673088 | PA      | $578920.72     | 0.00%             | 2042-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 6/40 #AD7859                                                                                                          | CUSIP: 31418VWV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75686 | PA      | $76861.83      | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP/FIN CO                                                                                  | HILCORP ENERGY I LP/FIN CO 8.375% 11/01/2033 144A                                                                                | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $130524.49     | 0.00%             | 2033-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HOUSEHOLD CAPITAL 2025-1 RMBS                                                                               | HOUSEHOLD CAPIT 30YR 5.74% 07/21/2087#                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |      270000 | PA      | $176118.39     | 0.00%             | 2087-07-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                                           | BERKSHIRE HATHAWAY ENERGY COMPANY 6.125% 04/01/2036                                                                              | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       39000 | PA      | $42046.94      | 0.00%             | 2036-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                                                          | UNITED UTILITIES WATER FINANCE PLC 3.5% 02/27/2033 REGS                                                                          | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      450000 | PA      | $523069.25     | 0.00%             | 2033-02-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 02/01/2035#AB0067                                                                                                   | CUSIP: 31416VCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      601501 | PA      | $609418.99     | 0.00%             | 2035-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                                                       | CIVITAS RESOURCES INC 8.625% 11/01/2030 144A                                                                                     | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      625000 | PA      | $650651.88     | 0.00%             | 2030-11-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                                                 | CENCORA INC 5.125% 02/15/2034                                                                                                    | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      250000 | PA      | $252754.41     | 0.00%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 08/20/2052#MA8199                                                                                                   | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5559472 | PA      | $5074073.73    | 0.01%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2052#SD2253                                                                                                 | CUSIP: 3132DPQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44086 | PA      | $39910.00      | 0.00%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2041#AI3533                                                                                                 | CUSIP: 3138AG4T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23790 | PA      | $23813.11      | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 02/01/2042#AK2415                                                                                                 | CUSIP: 3138E6VH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      256249 | PA      | $248495.00     | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                                          | RGA GLOBAL FUNDING 5.448% 05/24/2029 144A                                                                                        | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2075072.38    | 0.00%             | 2029-05-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+613.552 08/15/2036                                                                        | CUSIP: 31397APP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        2424 | PA      | $184.30        | 0.00%             | 2036-08-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                                                  | CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032                                                                                     | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     9574000 | PA      | $8090403.00    | 0.02%             | 2032-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+90 12/15/2050                                                                             | CUSIP: 3137HCY22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1804264 | PA      | $1812237.89    | 0.00%             | 2050-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP 3.9% 10/01/2027                                                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     3174000 | PA      | $3143907.88    | 0.01%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.7% 04/15/2048                                                                                                          | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2335000 | PA      | $1893516.60    | 0.00%             | 2048-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 12/01/2034#745318                                                                                                   | CUSIP: 31403DAT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      431736 | PA      | $431740.12     | 0.00%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 3/36 #003829                                                                                                          | CUSIP: 36202EHE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14453 | PA      | $14667.88      | 0.00%             | 2036-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-2                                                                    | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-2A C 7.15% 09/15/2033 144A                                                                | CUSIP: 22537EAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      658000 | PA      | $674184.89     | 0.00%             | 2033-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2050#FS5024                                                                                                   | CUSIP: 3140XLSN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      314593 | PA      | $299231.45     | 0.00%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                                                 | CANADIAN PAC RY CO 2.875% 11/15/2029                                                                                             | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      265000 | PA      | $251732.03     | 0.00%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 09/44#G07828                                                                                                      | CUSIP: 3128MAA58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      133221 | PA      | $132132.55     | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                                                        | ROMANIA REPUBLIC OF 5.875% 07/11/2032 REGS                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      650000 | PA      | $777073.32     | 0.00%             | 2032-07-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEXAS STATE                                                                                                 | TEXAS ST BUILD AMERICA BONDS TAXABLE                                                                                             | CUSIP: 882722KF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      340000 | PA      | $354626.32     | 0.00%             | 2039-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM 2024-A LLC                                                                       | ELFI GRADUATE LOAN PROGRAM 2024-A LLC 5.56% 08/25/2049 144A                                                                      | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1010772 | PA      | $1033158.47    | 0.00%             | 2049-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2052#RA7485                                                                                                   | CUSIP: 3133KPJ66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       87971 | PA      | $82493.35      | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 5.15% 01/30/2030                                                                                          | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      334000 | PA      | $343059.72     | 0.00%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4.5% 10/01/2055 #TBA                                                                                                   | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   663725000 | PA      | $637927867.68  | 1.43%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 5.6% 03/02/2043                                                                                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3307000 | PA      | $3268226.62    | 0.01%             | 2043-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                                            | HILTON DOMESTIC OPERATING CO INC 4.875% 01/15/2030                                                                               | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       63000 | PA      | $62826.41      | 0.00%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                                                        | ARAMARK SERVICES INC 5% 02/01/2028 144A                                                                                          | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1479053.24    | 0.00%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 2.8% 08/12/2041                                                                                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      390000 | PA      | $261386.54     | 0.00%             | 2041-08-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 7.6003% 03/01/2029 REGS                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      300000 | PA      | $305400.00     | 0.00%             | 2029-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2051#FM9441                                                                                                   | CUSIP: 3140XDP34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18961 | PA      | $15183.20      | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |       50000 | NC      | $7995.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAP CR CLO 2023-2 LTD / BAIN CAP CR CLO 2023-2 LLC                                                     | BAIN CAP CR CLO 2023-2 LTD / BAIN CAP CR CLO 2023-2 LLC A1R TSFR3M+ 07/18/2038 144A                                              | CUSIP: 05684GAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3748000 | PA      | $3761264.17    | 0.01%             | 2038-07-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 07/01/2052#CB4157                                                                                                   | CUSIP: 3140QPTP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6794065 | PA      | $6371024.16    | 0.01%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/44#AV8070                                                                                                      | CUSIP: 3138XK6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3525 | PA      | $3331.12       | 0.00%             | 2044-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 3.05% 05/15/2041                                                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2030000 | PA      | $1495256.28    | 0.00%             | 2041-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                                                                                         | TRANSDIGM TERM M 1LN 8/19/2032                                                                                                   | CUSIP: 89364MCE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      349518 | PA      | $349598.49     | 0.00%             | 2032-08-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                                              | COMMERZBANK AG 3.625%/VAR 01/14/2032 REGS                                                                                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $473551.07     | 0.00%             | 2032-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FED HOME LOAN MTG CORP - GOLD 3% 08/15/2044                                                                                      | CUSIP: 3132J0AF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       39767 | PA      | $36075.44      | 0.00%             | 2044-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1                                                                     | ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1A C 5.2% 07/14/2038 144A                                                                  | CUSIP: 68270DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3555385.40    | 0.01%             | 2038-07-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K61 MORTGAGE TRUST                                                                               | FREMF 2017-K61 C MORTGAGE TRUST CSTR 12/25/2049 144A                                                                             | CUSIP: 30296AAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      156369 | PA      | $152960.66     | 0.00%             | 2049-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 12/01/2051#MA4493                                                                                                 | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      884314 | PA      | $737968.99     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+118 08/25/2055                                                                            | CUSIP: 3136BWYL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     8120114 | PA      | $8137612.47    | 0.02%             | 2055-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 2.8% 01/15/2051                                                                                                     | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $877298.33     | 0.00%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+608.552 02/20/2037                                                                         | CUSIP: 38375JJL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       10806 | PA      | $949.64        | 0.00%             | 2037-02-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                                     | KEYCORP 5.121%/VAR 04/04/2031                                                                                                    | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1048514.38    | 0.00%             | 2031-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                 | NUTRIEN LTD 4.9% 06/01/2043                                                                                                      | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     1325000 | PA      | $1185994.54    | 0.00%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 01/01/2042#AX5292                                                                                                   | CUSIP: 3138Y63A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      238167 | PA      | $241888.51     | 0.00%             | 2042-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                                          | CNO GLOBAL FUNDING 4.95% 09/09/2029 144A                                                                                         | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     3915000 | PA      | $4004374.67    | 0.01%             | 2029-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                                                         | PECO ENERGY COMPANY 3.05% 03/15/2051                                                                                             | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      316000 | PA      | $202417.08     | 0.00%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2050#MA4019                                                                                                 | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2451039 | PA      | $2057672.48    | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030                                                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     4952000 | PA      | $4904374.24    | 0.01%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 01/01/2054#                                                                                                         | CUSIP: 31418EZK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4309484 | PA      | $4260516.77    | 0.01%             | 2054-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 06/01/2051#QC2540                                                                                                 | CUSIP: 3133ALZD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      370999 | PA      | $314472.06     | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME RE 2021-2 LTD                                                                                          | HOME RE 2021-2 M1C LTD SOFR30A+280 01/25/2034 144A                                                                               | CUSIP: 43730VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      124299 | PA      | $124744.92     | 0.00%             | 2034-01-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2052#MA4600                                                                                                 | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14737272 | PA      | $13345790.58   | 0.03%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                                                        | COMMERCIAL METALS CO 4.375% 03/15/2032                                                                                           | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      110000 | PA      | $103043.03     | 0.00%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.5% 07/15/2044                                                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4505000 | PA      | $4376537.45    | 0.01%             | 2044-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAMLL 2024-BHP A                                                                                            | BAMLL 2024-BHP A TSFR1M+235 08/15/2039 144A                                                                                      | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280000 | PA      | $280802.28     | 0.00%             | 2039-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2045#BC0532                                                                                                   | CUSIP: 3140EUSW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26309 | PA      | $25164.58      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 9YR 4.73% 10/01/2032#BS8959                                                                                                 | CUSIP: 3140LK5V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      536805 | PA      | $544020.46     | 0.00%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2046#MA2519                                                                                                   | CUSIP: 31418BYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62222 | PA      | $59262.02      | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 12/34#FM0045                                                                                                        | CUSIP: 3140X3BP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      205905 | PA      | $198978.30     | 0.00%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ILFC E CAPITAL TR I                                                                                         | ILFC E CAPITAL TR I TSFR3M+181.161 12/21/2065 144A                                                                               | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      156000 | PA      | $130965.74     | 0.00%             | 2065-12-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 2/41 #004945                                                                                                       | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10547 | PA      | $10221.33      | 0.00%             | 2041-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#                                                                                                         | CUSIP: 3140XDKE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40910 | PA      | $36119.18      | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2018-15 LTD                                                                                         | OCP CLO 2018-15 LTD AR TSFR3M+125 01/20/2038 144A                                                                                | CUSIP: 67112KAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2189000 | PA      | $2192377.63    | 0.00%             | 2038-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.55% 01/15/2037                                                                                   | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      443000 | PA      | $438814.10     | 0.00%             | 2037-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                                                    | CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC 7.5% 12/15/2033 144A                                                                    | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      365000 | PA      | $391437.32     | 0.00%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 08/01/2053#SD8348                                                                                                   | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9282339 | PA      | $9188469.85    | 0.02%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 04/20/2052#CL5137                                                                                                     | CUSIP: 3617YCV68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      248772 | PA      | $232777.14     | 0.00%             | 2052-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 08/01/2053#CB6884                                                                                                 | CUSIP: 3140QSUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      932423 | PA      | $970690.12     | 0.00%             | 2053-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2052#FS9368                                                                                                   | CUSIP: 3140XRMS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      640057 | PA      | $517736.91     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 6.5% 01/23/2029                                                                                              | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      990000 | PA      | $994504.50     | 0.00%             | 2029-01-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 05/01/2054#SD7570                                                                                                   | CUSIP: 3132DVMT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3491550 | PA      | $3626026.61    | 0.01%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2050#CA7597                                                                                                 | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      418294 | PA      | $355867.54     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 22-53 FG SOFR30A+80 08/25/2052                                                                    | CUSIP: 3136BNS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2780900 | PA      | $2736846.57    | 0.01%             | 2052-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                                                 | TENNECO INC 8% 11/17/2028 144A                                                                                                   | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     3475000 | PA      | $3474924.94    | 0.01%             | 2028-11-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 4.65% 11/04/2044                                                                                          | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1155397.78    | 0.00%             | 2044-11-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MTG LN TR 2025-RP1 B1 VAR 01/25/2064 144A                                                                              | CUSIP: 17332HAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      161766 | PA      | $93803.36      | 0.00%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE LTD                                                                                  | MEDCO CYPRESS TREE PTE LTD 8.625% 05/19/2030 REGS                                                                                | CUSIP: N/A<br>LEI: 254900NKZ2Y3YZK4WC46       | Long             | DBT              | CORP              | SG        |      900000 | PA      | $957150.00     | 0.00%             | 2030-05-19      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 3.116%/VAR 10/19/2032 144A                                                                                               | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $441663.24     | 0.00%             | 2032-10-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FTA SANTANDER CONSUMO 7                                                                                     | FTA SANTANDER CONSUMO 7 3MEUR+0 07/20/2038 REGS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | ES        |       78536 | PA      | $92155.07      | 0.00%             | 2038-07-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-10-27                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $801.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-H6                                                                      | MORGAN STANLEY CAPITAL I TRUST 2019-H6 3% 06/15/2052 144A                                                                        | CUSIP: 61769JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17000 | PA      | $13723.61      | 0.00%             | 2052-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 10/01/2054#CB9336                                                                                                   | CUSIP: 3140QVLS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2058268 | PA      | $2138185.04    | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                                               | MARTIN MARIETTA MATERIALS INC 5.15% 12/01/2034                                                                                   | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1453500.11    | 0.00%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 03/01/2052#RA6988                                                                                                   | CUSIP: 3133KNXR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6971247 | PA      | $6087348.27    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/GBP settle 2025-10-10                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4517.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.202%/VAR 04/25/2029                                                                                | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      136000 | PA      | $139449.80     | 0.00%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2053#CB6724                                                                                                 | CUSIP: 3140QSPJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      961722 | PA      | $929521.14     | 0.00%             | 2053-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-A                                                                                 | NELNET STUDENT LN TR 2021-A TSFR1M+91.448 04/20/2062 144A                                                                        | CUSIP: 64035DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      815723 | PA      | $814714.46     | 0.00%             | 2062-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                                              | GREENSAIF PIPELINES BIDCO SARL 6.1027% 08/23/2042 144A                                                                           | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     3525000 | PA      | $3648375.00    | 0.01%             | 2042-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                                                                               | VW CREDIT INC CP 0% 09/10/2025                                                                                                   | CUSIP: 91842JWA3<br>LEI: 549300UUPJ2NXDB68M19 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5890992.47    | 0.01%             | 2025-09-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 4% 01/01/2032#D98914                                                                                                   | CUSIP: 3128E53X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27887 | PA      | $27675.95      | 0.00%             | 2032-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                                  | PFIZER INC 2.7% 05/28/2050                                                                                                       | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      340000 | PA      | $207274.27     | 0.00%             | 2050-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 2.5% 06/01/2031                                                                                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      190000 | PA      | $168103.85     | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR ULTRA FUT DEC25 UXYZ5                                                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -532 | NC      | $-485522.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2052#RA8292                                                                                                   | CUSIP: 3133KQF92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      598541 | PA      | $596977.62     | 0.00%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2052#RA7659                                                                                                 | CUSIP: 3133KPQL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11238882 | PA      | $10184740.31   | 0.02%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT VAR 11/25/2032                                                                                    | CUSIP: 3137HDJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      109452 | PA      | $110166.55     | 0.00%             | 2032-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 3.375% 06/20/2031                                                                                             | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2882483.25    | 0.01%             | 2031-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/45#AZ7723                                                                                                   | CUSIP: 3140E0SM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3262 | PA      | $3200.24       | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.5% 07/01/2032#G16459                                                                                                 | CUSIP: 3128MFMG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      161022 | PA      | $159421.40     | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 03/01/2050#SD8049                                                                                                 | CUSIP: 3132DV5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1739701 | PA      | $1464302.89    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-A                                                                    | AFFIRM ASSET SECURITIZATION TRUST 2024-A 5.61% 02/15/2029 144A                                                                   | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2300000 | PA      | $2311738.05    | 0.01%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 12/20/2041#005258                                                                                                   | CUSIP: 36202FZX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1228543 | PA      | $1153039.60    | 0.00%             | 2041-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLOX 2021-BLOX                                                                                              | BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A                                                                                   | CUSIP: 055522AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8921000 | PA      | $8826904.86    | 0.02%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 03/20/2047#MA4323                                                                                                   | CUSIP: 36179SYU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      101919 | PA      | $100646.64     | 0.00%             | 2047-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2051#FS1564                                                                                                   | CUSIP: 3140XGW21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      615249 | PA      | $488986.92     | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 05/46#MA3664                                                                                                          | CUSIP: 36179SB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       72881 | PA      | $69652.34      | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: JPY 1.29800 08/13/2035 FTO                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |  -230118371 | NC      | $15773.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER                                                      | ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 04/15/2028 144A                                                     | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102009.30     | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2021-6                                                                                     | ANGEL OAK MTG TR 2021-6 1.458% 09/25/2066 144A                                                                                   | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2836770 | PA      | $2369373.55    | 0.01%             | 2066-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                                              | US BANCORP DEL 5.384%/VAR 01/23/2030                                                                                             | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      905000 | PA      | $936206.10     | 0.00%             | 2030-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                                                           | PERU REPUBLIC OF 2.844% 06/20/2030                                                                                               | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      800000 | PA      | $748000.00     | 0.00%             | 2030-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2047#RA7313                                                                                                 | CUSIP: 3133KPDS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      653575 | PA      | $594928.30     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 0% 07/15/2034                                                                                         | CUSIP: 88059EPB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      230000 | PA      | $149803.00     | 0.00%             | 2034-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.00% 1/30 #MA0295                                                                                                          | CUSIP: 31417YKH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2224 | PA      | $2245.64       | 0.00%             | 2030-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#FS9709                                                                                                   | CUSIP: 3140XRYF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3498120 | PA      | $3097220.12    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                                                         | DUKE ENERGY IND INC 2.75% 04/01/2050                                                                                             | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      298000 | PA      | $182681.59     | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-09-05                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $13026.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2031#AS7140                                                                                                 | CUSIP: 3138WG5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      565317 | PA      | $546587.24     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR3 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR3 TRUST 3.5% 07/17/2038 144A                                                                              | CUSIP: 33768EAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      229000 | PA      | $223339.10     | 0.00%             | 2038-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C                                                                    | WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028                                                                        | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1389402 | PA      | $1397331.61    | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2018-1 LTD                                                                               | ROCKFORD TOWER CLO 2018-1 LTD A TSFR3M+136.161 05/20/2031 144A                                                                   | CUSIP: 77342JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      223004 | PA      | $223001.83     | 0.00%             | 2031-05-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 12/01/2041#MA4501                                                                                                   | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      281503 | PA      | $242516.81     | 0.00%             | 2041-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                     | BPCE SA 5.125% 01/18/2028 144A                                                                                                   | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      541000 | PA      | $551700.48     | 0.00%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MYERS PARK CLO LTD                                                                                          | MYERS PARK CLO LTD B1 TSFR3M+186.161 10/20/2030 144A                                                                             | CUSIP: 62848FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $400929.60     | 0.00%             | 2030-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT 2005-54CB 1A11 5.5 11/35                                                                                                   | CUSIP: 12668APD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       13198 | PA      | $10032.54      | 0.00%             | 2035-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 11/20/2042#MA0535                                                                                                     | CUSIP: 36179MSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14111 | PA      | $13625.80      | 0.00%             | 2042-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 10/45#AL7623                                                                                                        | CUSIP: 3138EQPH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      589635 | PA      | $568093.13     | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-5                                                                           | VERUS SECURITIZATION TRUST 2025-5 A1 VAR 06/25/2070 144A                                                                         | CUSIP: 92540XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2835253 | PA      | $2849974.35    | 0.01%             | 2070-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                          | ALLY FINL INC 4.7%/VAR PERP                                                                                                      | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |      545000 | PA      | $530318.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/01/2045#FM2986                                                                                                   | CUSIP: 3140X6J85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6537847 | PA      | $6292898.46    | 0.01%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#BR5633                                                                                                   | CUSIP: 3140L4HK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      492852 | PA      | $398817.49     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                                                | NOVELIS CORP 6.375% 08/15/2033 144A                                                                                              | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      720000 | PA      | $727395.83     | 0.00%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HENLEY CLO VII DAC                                                                                          | HENLEY CLO VII DAC AR 3MEUR+99 04/25/2034 144A                                                                                   | CUSIP: N/A<br>LEI: 635400SRJSVJPTMR4D89       | Long             | ABS-CBDO         | CORP              | IE        |     3700000 | PA      | $4331660.05    | 0.01%             | 2034-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 07/01/2041#                                                                                                         | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34474 | PA      | $29802.02      | 0.00%             | 2041-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BUND FUTURE DEC25 RXZ5                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -28 | NC      | $-16869.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                         | INTESA SANPAOLO SPA 5.71% 01/15/2026 144A                                                                                        | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    10048000 | PA      | $10070465.52   | 0.02%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2025-44                                                                                             | OCP CLO 2025-44 LTD A TSFR3M+130 10/24/2038 144A                                                                                 | CUSIP: 67570UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3520000 | PA      | $3527744.00    | 0.01%             | 2038-10-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 M1 TR VAR 02/25/2070 144A                                                                                          | CUSIP: 62916TAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      519000 | PA      | $524537.11     | 0.00%             | 2070-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.3% 06/15/2035                                                                                           | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1185784.27    | 0.00%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC TSFR1M+46.448 11/25/2035                                                                                               | CUSIP: 12668AUP8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      137921 | PA      | $98604.18      | 0.00%             | 2035-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2049#BN6593                                                                                                 | CUSIP: 3140JPKF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42366 | PA      | $39011.25      | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 11/01/2045#MA2490                                                                                                 | CUSIP: 31418BXU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88693 | PA      | $87441.32      | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TR 2017-ATRM                                                                         | ATRIUM HOTEL PORTFOLIO TR 2017-ATRM TSFR1M+122.7 11/15/2019 144A                                                                 | CUSIP: 04965JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2468048 | PA      | $2431311.17    | 0.01%             | 2036-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO VI LTD                                                                                          | ELMWOOD CLO VI LTD ARR TSFR3M+138 07/18/2037 144A                                                                                | CUSIP: 29001VAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250600.50     | 0.00%             | 2037-07-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+145 02/25/2055                                                                            | CUSIP: 3137HJMQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     4993823 | PA      | $5014406.71    | 0.01%             | 2055-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 10/01/2051#QC9114                                                                                                   | CUSIP: 3133AUDT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      708265 | PA      | $572466.58     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                                                         | MACQUARIE GROUP LTD 2.691%/VAR 06/23/2032 144A                                                                                   | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      166000 | PA      | $149417.63     | 0.00%             | 2032-06-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2047#BH0967                                                                                                 | CUSIP: 3140GPCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      120077 | PA      | $117707.75     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                                                | COMCAST CORP 3.9% 03/01/2038                                                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      435000 | PA      | $378733.89     | 0.00%             | 2038-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 5.113% 05/03/2029                                                                                       | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      400000 | PA      | $394482.84     | 0.00%             | 2029-05-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                                        | FRONTIER COMMUNICATIONS HOLDINGS LLC 5.875% 11/01/2029                                                                           | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3597720 | PA      | $3629074.13    | 0.01%             | 2029-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                                           | CLEAN HARBORS INC 5.125% 07/15/2029 144A                                                                                         | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |       85000 | PA      | $84222.45      | 0.00%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                                                              | NEWDAY FUNDING 2025-2X C STEP 07/15/2033 REGS                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      100000 | PA      | $135344.02     | 0.00%             | 2033-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                                               | HEALTHCARE REALTY HOLDINGS LP 3.5% 08/01/2026                                                                                    | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     2311000 | PA      | $2290534.08    | 0.01%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2023-NQM6                                                                          | BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM6 A2 6.956% 09/25/2063 144A                                                              | CUSIP: 10569DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      678743 | PA      | $685152.55     | 0.00%             | 2063-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                                           | ICAHN ENTERPRISES LP/FIN CORP 9.75% 01/15/2029                                                                                   | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      450000 | PA      | $447345.00     | 0.00%             | 2029-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: IFS 3.284 07/15/2027 UKR                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     4131300 | NC      | $-30335.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                                                   | COREBRIDGE GBL FUNDING 4.65% 08/20/2027 144A                                                                                     | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1110576.73    | 0.00%             | 2027-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 2.5% 03/01/2031                                                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     3755000 | PA      | $3199513.84    | 0.01%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP PAY 4.01 12/20/29                                                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |     2500000 | NC      | $82976.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4% 05/01/2040#FS0198                                                                                                   | CUSIP: 3140XFGG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1556604 | PA      | $1514647.32    | 0.00%             | 2040-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                         | SYNCHRONY FINANCIAL 2.875% 10/28/2031                                                                                            | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     1684000 | PA      | $1493314.33    | 0.00%             | 2031-10-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                                                               | OHIO POWER CO 4% 06/01/2049                                                                                                      | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |       17000 | PA      | $12715.38      | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BATH and BODY WORKS INC                                                                                     | BATH and BODY WORKS INC 6.625% 10/01/2030 144A                                                                                   | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      305000 | PA      | $313110.26     | 0.00%             | 2030-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 3/42 #783550                                                                                                          | CUSIP: 36241L5K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1477381 | PA      | $1389577.01    | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 03/20/2035#738049                                                                                                     | CUSIP: 3620AR5J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2757 | PA      | $2862.73       | 0.00%             | 2035-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP                                                | ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A                                                   | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      445000 | PA      | $446226.42     | 0.00%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 A1 TR VAR 02/25/2070 144A                                                                                          | CUSIP: 62916TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6181212 | PA      | $6223235.93    | 0.01%             | 2070-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I INC                                                                                  | FIRST EAGLE TERM B-DD 1LN 8/16/2032                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       20978 | PA      | $20720.34      | 0.00%             | 2032-08-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                                                     | ENTERGY MISSISSIPPI LLC 5% 09/01/2033                                                                                            | CUSIP: 29366WAD8<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |      323000 | PA      | $326486.65     | 0.00%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 1.5% 02/01/2041#RB5099                                                                                                 | CUSIP: 3133KYUY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1921471 | PA      | $1606575.35    | 0.00%             | 2041-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                                                       | ZF NORTH AMER CAP INC 6.875% 04/23/2032 144A                                                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      135000 | PA      | $129451.73     | 0.00%             | 2032-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                                                                 | ROLLINS INC 5.25% 02/24/2035                                                                                                     | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     2660000 | PA      | $2677589.54    | 0.01%             | 2035-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM 2016-H16 FE TSFR12M+109.513 06/20/2066                                                              | CUSIP: 38376RWQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      477909 | PA      | $482370.22     | 0.00%             | 2066-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 1.8% 03/15/2033                                                                                               | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       32000 | PA      | $26256.21      | 0.00%             | 2033-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                                                | PIONEER NATURAL RESOURCES CO 2.15% 01/15/2031                                                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      285000 | PA      | $255716.58     | 0.00%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.0% 07/37#AD0688                                                                                                      | CUSIP: 31418MXS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44116 | PA      | $46098.93      | 0.00%             | 2037-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                        | ONEMAIN FINANCE CORP 7.125% 09/15/2032                                                                                           | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      250000 | PA      | $260315.08     | 0.00%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNW 2001-W3 A 7% 9/41                                                                                                            | CUSIP: 3139216F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2424 | PA      | $2385.37       | 0.00%             | 2041-09-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.81% 06/01/2031#BZ1178                                                                                                | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      261000 | PA      | $272731.51     | 0.00%             | 2031-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 5.25% 02/01/2055                                                                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     1440000 | PA      | $1393569.52    | 0.00%             | 2055-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 6.5%/VAR PERP                                                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      245000 | PA      | $251632.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                                                 | WORKDAY INC 3.7% 04/01/2029                                                                                                      | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1378281.87    | 0.00%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 03/20/2043 #MA1090                                                                                                  | CUSIP: 36179NF78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      113921 | PA      | $106388.96     | 0.00%             | 2043-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2052#BW6180                                                                                                   | CUSIP: 3140MX2N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      298347 | PA      | $278744.64     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#CB0443                                                                                                 | CUSIP: 3140QKP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2906763 | PA      | $2463875.08    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                                  | VERIZON COMMUNICATIONS INC 4.78% 02/15/2035                                                                                      | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      779000 | PA      | $759581.52     | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                                   | SUNOCO LP 6.25% 07/01/2033 144A                                                                                                  | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127753.13     | 0.00%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 11/01/2052#MA4803                                                                                                 | CUSIP: 31418EKR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95453 | PA      | $86373.32      | 0.00%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.3% 04/15/2047                                                                                               | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      225000 | PA      | $198354.10     | 0.00%             | 2047-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                                                     | ATI INC 4.875% 10/01/2029                                                                                                        | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       70000 | PA      | $68575.25      | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2019-1 LTD / TRIMARAN CAVU 2019-1 LLC                                                         | TRIMARAN CAVU 2019-1 LTD / TRIMARAN CAVU 2019-1 LLC A1R TSFR3M+119 01/20/2037 144A                                               | CUSIP: 89624CDG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    16000000 | PA      | $15976736.00   | 0.04%             | 2037-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GSAT TRUST 2025-BMF                                                                                         | GSAT TRUST 2025-BMF A TSFR1M+150 07/15/2030 144A                                                                                 | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      169000 | PA      | $169026.36     | 0.00%             | 2040-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                     | PIEDMONT NATURAL GAS CO 2.5% 03/15/2031                                                                                          | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      147000 | PA      | $132273.99     | 0.00%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MSSG TRUST 2017-237P                                                                                        | MSSG TRUST 2017-237P 3.397% 09/13/2039 144A                                                                                      | CUSIP: 55375KAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1662500.70    | 0.00%             | 2039-09-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 8/35 #357953                                                                                                          | CUSIP: 31376KTJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12303 | PA      | $12892.44      | 0.00%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4.5% 05/01/2039#FM1194                                                                                                 | CUSIP: 3140X4KG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      948698 | PA      | $951324.10     | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 3                                                                                | BAYVIEW COML ASSET TR 2007 3 TSFR1M+66.948 07/25/2037 144A                                                                       | CUSIP: 07325YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12814 | PA      | $11974.03      | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL3 LLC                                                                                          | PRET 2025-NPL3 LLC A1 6.7076% 04/25/2055 144A                                                                                    | CUSIP: 74143HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3433742 | PA      | $3481601.73    | 0.01%             | 2055-04-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.13% 07/01/2036#AN1812                                                                                                | CUSIP: 3138LEAN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      313481 | PA      | $295625.49     | 0.00%             | 2036-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2051#FS5154                                                                                                   | CUSIP: 3140XLWQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      691072 | PA      | $658623.49     | 0.00%             | 2051-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2016-UBS12                                                                          | MORGAN STANLEY TR 2016-UBS12 A3 3.337% 12/15/2049                                                                                | CUSIP: 61691EAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1812074 | PA      | $1785071.40    | 0.00%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                                                        | BEACON MOBILITY CORP 7.25% 08/01/2030 144A                                                                                       | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $113991.57     | 0.00%             | 2030-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2025-1 ISSUER TR                                                                         | STREAM INNOVATIONS 2025-1A ISSUER TR A 5.05% 09/15/2045 144A                                                                     | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4201872 | PA      | $4245197.71    | 0.01%             | 2045-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.75% 11/15/2043                                                                                     | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20234000 | PA      | $20046677.47   | 0.04%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.125% 03/01/2027                                                                                                        | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2371000 | PA      | $2366174.19    | 0.01%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/01/2052#SD1293                                                                                                 | CUSIP: 3132DNNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      593824 | PA      | $574312.71     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 08/01/2044#Q27808                                                                                                 | CUSIP: 3132M8KV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13022 | PA      | $12640.51      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                                                     | BX COML MTG TR 2024-XL4 TSFR1M+194.132 02/15/2039 144A                                                                           | CUSIP: 05611VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      811553 | PA      | $813835.37     | 0.00%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 6 / PIKES PEAK CLO 6 LLC                                                                     | PIKES PEAK CLO 6 / PIKES PEAK CLO 6 LLC DRR TSFR3M+250 05/18/2034 144A                                                           | CUSIP: 72132YBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      935000 | PA      | $935191.68     | 0.00%             | 2034-05-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                                                          | SONOCO PRODUCTS CO 3.125% 05/01/2030                                                                                             | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      802000 | PA      | $754810.39     | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                                      | MOTOROLA SOLUTIONS INC 2.3% 11/15/2030                                                                                           | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       87000 | PA      | $78274.17      | 0.00%             | 2030-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 12/01/2036#FS0566                                                                                                 | CUSIP: 3140XFTY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1161125 | PA      | $1138556.62    | 0.00%             | 2036-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2023-FUN                                                                                | GS MTG SECS CORP TR 2023-FUN TSFR1M+279.026 03/15/2028 144A                                                                      | CUSIP: 36267CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1407000.00    | 0.00%             | 2028-03-15      | Variable      | 0.07%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2044#AW5723                                                                                                 | CUSIP: 3138XVLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94149 | PA      | $92726.94      | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2047#BM3500                                                                                                   | CUSIP: 3140J73J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       97667 | PA      | $92867.31      | 0.00%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                                                        | KELSO TERM 1LN 12/30/2029                                                                                                        | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      185215 | PA      | $185215.11     | 0.00%             | 2029-12-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 01/01/2052#SD8191                                                                                                 | CUSIP: 3132DWC43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2466093 | PA      | $2241068.80    | 0.01%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                                                                            | JERSEY CENTRAL POWR and LIGHT CO 6.15% 06/01/2037                                                                                | CUSIP: 476556CX1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |       23000 | PA      | $24823.47      | 0.00%             | 2037-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SA                                                                                          | PENTAIR FINANCE SA 4.5% 07/01/2029                                                                                               | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     9495000 | PA      | $9541466.63    | 0.02%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                                              | PROTECTIVE LIFE GLOBAL FUNDING 4.772% 12/09/2029 144A                                                                            | CUSIP: 74368CCA0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $12948735.34   | 0.03%             | 2029-12-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                        | COLOMBIA REPUBLIC OF 3.875% 03/22/2026                                                                                           | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |     1400000 | PA      | $1642071.11    | 0.00%             | 2026-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 12/01/2046#G08741                                                                                                   | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4148364 | PA      | $3706232.61    | 0.01%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                                               | AMEREN ILL CO 3.25% 03/15/2050                                                                                                   | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      115000 | PA      | $77237.26      | 0.00%             | 2050-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2                                                        | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2 2.2515% 06/15/2054 144A                                                     | CUSIP: 03881VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9500000 | PA      | $8460878.60    | 0.02%             | 2054-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2062#BF0655                                                                                                 | CUSIP: 3140FXWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4972692 | PA      | $4440627.17    | 0.01%             | 2062-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KSL COML MTG TR 2025-MAK                                                                                    | KSL COML MTG TR 2025-MAK VAR 06/16/2042 144A                                                                                     | CUSIP: 50116JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       97000 | PA      | $96761.44      | 0.00%             | 2042-06-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2023-SFR2 TR                                                                           | PROGRESS RESIDENTIAL 2023-SFR2 TR 4.75% 10/17/2040 144A                                                                          | CUSIP: 74331GAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3231000 | PA      | $3160917.35    | 0.01%             | 2040-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2052#FS2588                                                                                                 | CUSIP: 3140XH2W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1246788 | PA      | $1205822.21    | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 08/20/2052#MA8200                                                                                                     | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6936898 | PA      | $6536951.52    | 0.01%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 2.875% 05/15/2032                                                                                                      | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4230000 | PA      | $3973225.80    | 0.01%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                                                        | AMENTUM HOLDINGS INC 7.25% 08/01/2032 144A                                                                                       | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      245000 | PA      | $255523.49     | 0.00%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                                           | EURO-BTP FUTURE SEP25 IKU5                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          35 | NC      | $1762.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                                              | BURLINGTON NORTHN SANTA FE LLC 5.2% 04/15/2054                                                                                   | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1082000 | PA      | $1009501.88    | 0.00%             | 2054-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 12/20/2052#MA8492                                                                                                     | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6387755 | PA      | $6569782.71    | 0.01%             | 2052-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 5.50% 5/37 #190379                                                                                                          | CUSIP: 31368HM42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       85376 | PA      | $88577.32      | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.25% 02/01/2035                                                                                                       | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3280000 | PA      | $2798876.55    | 0.01%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 01/01/2050#FS3728                                                                                                 | CUSIP: 3140XKEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1525711 | PA      | $1436858.72    | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MHP COML MTG TR 2021-STOR                                                                                   | MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A                                                                                  | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $200000.00     | 0.00%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LENDMARK FDG TR 2024-1                                                                                      | LENDMARK FDG TR 2024-1 7.21% 06/21/2032 144A                                                                                     | CUSIP: 52603DAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $102364.30     | 0.00%             | 2032-06-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 2.5% 09/01/2040 #TBA                                                                                                   | CUSIP: 01F022493<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2442000 | PA      | $2291091.97    | 0.01%             | 2040-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CFSP 2024-AHP1 MTG TR                                                                                       | CFSP 2024-AHP1 A MTG TR 6.5% 04/15/2037                                                                                          | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      570814 | PA      | $549866.58     | 0.00%             | 2037-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONITY LOAN INVESTMENT TRUST 2024-HB2                                                                        | ONITY LOAN INVESTMENT TRUST 2024-HB2 A 5% 08/25/2037 144A                                                                        | CUSIP: 68278DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      548218 | PA      | $548708.87     | 0.00%             | 2037-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                                  | PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A                                                                                | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      370000 | PA      | $378700.92     | 0.00%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                                                | PIONEER NATURAL RESOURCES CO 1.9% 08/15/2030                                                                                     | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2208413.59    | 0.00%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 5.625% 08/15/2035                                                                                               | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2495000 | PA      | $2559792.43    | 0.01%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 12/01/2047#G61657                                                                                                   | CUSIP: 31335BZW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      109181 | PA      | $110466.52     | 0.00%             | 2047-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 12/01/2030#BM4716                                                                                                 | CUSIP: 3140J9G21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      313139 | PA      | $309659.45     | 0.00%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL WAYANG WINDU LTD                                                                     | STAR ENERGY GEOTHERMAL WAYANG 6.75% 04/24/2033 REGS                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |      616050 | PA      | $634531.50     | 0.00%             | 2033-04-24      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                                               | WOLFSPEED INC STEP 06/23/2030 144A                                                                                               | CUSIP: 977852AG7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |       70952 | PA      | $70774.62      | 0.00%             | 2030-06-23      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                                        | DUKE ENERGY CORP NEW 3.85% 06/15/2034                                                                                            | CUSIP: N/A<br>LEI: I1BZKREC126H0VB1BL91       | Long             | DBT              | CORP              | US        |      800000 | PA      | $927961.55     | 0.00%             | 2034-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                                           | STORE CAPITAL LLC 4.625% 03/15/2029                                                                                              | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2456857.11    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                                            | PUGET ENERGY INC 4.1% 06/15/2030                                                                                                 | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     5379000 | PA      | $5243961.39    | 0.01%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                                               | SCHAEFFLER AG 5.375% 04/01/2031 REGS                                                                                             | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      200000 | PA      | $243536.04     | 0.00%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 8/42#AP4263                                                                                                         | CUSIP: 3138M7WZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28953 | PA      | $26915.70      | 0.00%             | 2042-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                                                    | GENERAL MTRS FINL CO INC 5.45% 09/06/2034                                                                                        | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      275000 | PA      | $272337.15     | 0.00%             | 2034-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                                          | CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.875% 04/01/2030 144A                                                                        | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104167.00     | 0.00%             | 2030-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2051#CB1867                                                                                                 | CUSIP: 3140QMCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      939041 | PA      | $784519.71     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047                                                                           | CUSIP: 3137H5BG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      202201 | PA      | $182127.09     | 0.00%             | 2047-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2056#BF0131                                                                                                 | CUSIP: 3140FXED0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      733725 | PA      | $661899.93     | 0.00%             | 2056-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 5.499%/VAR 01/23/2035                                                                                     | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2187000 | PA      | $2256837.14    | 0.01%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GNR 2007-9 CI INVF 03/37                                                                                                         | CUSIP: 38375JMV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        6846 | PA      | $605.35        | 0.00%             | 2037-03-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 2019-A LLC                                                                       | ELARA HGV TIMESHARE ISSUER 2019-A LLC 3.45% 01/25/2034 144A                                                                      | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       16363 | PA      | $16162.49      | 0.00%             | 2034-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                                            | MERCK and CO INC 4% 03/07/2049                                                                                                   | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      200000 | PA      | $157557.75     | 0.00%             | 2049-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR2 TR                                                                           | PROGRESS RESIDENTIAL TRUST 25-SFR2 E1 3.725% 04/17/2042 144A                                                                     | CUSIP: 74334GAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3398084 | PA      | $3124872.30    | 0.01%             | 2042-04-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 08/01/2055#RJ4642                                                                                                   | CUSIP: 3142GVEQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6450000 | PA      | $6698924.21    | 0.01%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                                            | VAIL RESORTS INC 6.5% 05/15/2032 144A                                                                                            | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      450000 | PA      | $466105.63     | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                        | KEURIG DR PEPPER INC 4.6% 05/15/2030                                                                                             | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      645000 | PA      | $645074.92     | 0.00%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2047#BJ5254                                                                                                   | CUSIP: 3140H6ZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70280 | PA      | $66760.73      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                                                                | PERRIGO FINANCE UNLIMITED CO STEP 06/15/2030                                                                                     | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $195730.14     | 0.00%             | 2030-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                                                          | PRPM 2024-RPL2 A1 LLC VAR 05/25/2054 144A                                                                                        | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3058572 | PA      | $2976411.24    | 0.01%             | 2054-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                                                  | SOUTHERN CALIFORNIA GAS CO 5.05% 09/01/2034                                                                                      | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1371968.88    | 0.00%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NAKILAT INC                                                                                                 | NAKILAT INC 6.067% 12/31/2033 144A                                                                                               | CUSIP: 62983PAA3<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |      490922 | PA      | $519459.21     | 0.00%             | 2033-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2019-1 LTD.                                                                                      | CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/2035 144A                                                                       | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3981000 | PA      | $3980812.89    | 0.01%             | 2035-04-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.25% 12/01/2027                                                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $4149607.87    | 0.01%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 5YR NOTE (CBT) FUT DEC25 FVZ5                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -224 | NC      | $-117564.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 03/01/2053#RA8766                                                                                                   | CUSIP: 3133KQW36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      991518 | PA      | $984589.62     | 0.00%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 4.8% 01/15/2030                                                                                           | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     6450000 | PA      | $6590086.45    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EGYPT, (ARAB) REPUBLIC OF                                                                                   | EGYPT (ARAB) REPUBLIC OF 9.45% 02/04/2033 144A                                                                                   | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $206376.00     | 0.00%             | 2033-02-04      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2050#BF0533                                                                                                 | CUSIP: 3140FXSX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      497879 | PA      | $430110.73     | 0.00%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6.5% 05/01/2054#RJ1540                                                                                                 | CUSIP: 3142GRWA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      162735 | PA      | $169108.78     | 0.00%             | 2054-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                    | LLOYDS BANKING GROUP PLC 1.627%/VAR 05/11/2027                                                                                   | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      520000 | PA      | $510152.15     | 0.00%             | 2027-05-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 3.543%/VAR 08/14/2031 REGS                                                                                          | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      860000 | PA      | $1014549.01    | 0.00%             | 2031-08-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.50% 1/37 #661586                                                                                                          | CUSIP: 36294V6X3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         693 | PA      | $701.99        | 0.00%             | 2037-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                                                | NNN REIT INC 5.5% 06/15/2034                                                                                                     | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |       90000 | PA      | $92640.86      | 0.00%             | 2034-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                                                  | INTUIT INC 5.2% 09/15/2033                                                                                                       | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      490000 | PA      | $508201.13     | 0.00%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 04/46#BC3920                                                                                                        | CUSIP: 3140EYLA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88156 | PA      | $84209.23      | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 06/01/2045#AZ1709                                                                                                 | CUSIP: 3138YS3T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      356064 | PA      | $351597.73     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 10YR 4.32% 07/01/2033#BS9007                                                                                                | CUSIP: 3140LLAH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      508647 | PA      | $507203.16     | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                                          | CENOVUS ENERGY INC 2.65% 01/15/2032                                                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     1050000 | PA      | $921667.90     | 0.00%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K63 MORTGAGE TRUST                                                                               | FREMF 2017-K63 MORTGAGE TRUST VAR 02/25/2050 144A                                                                                | CUSIP: 30300HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      347991 | PA      | $343376.60     | 0.00%             | 2050-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                     | PIEDMONT NATURAL GAS CO 5.1% 02/15/2035                                                                                          | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2214821.50    | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.625% 08/15/2043                                                                                    | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27943200 | PA      | $23832493.17   | 0.05%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.50% 7/42 #AO9368                                                                                                          | CUSIP: 3138M1MS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15136 | PA      | $14261.82      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                                            | CIFC FUNDING LTD A1A2 TSFR3M+99 01/17/2035 144A                                                                                  | CUSIP: 12552FBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4300000 | PA      | $4308397.90    | 0.01%             | 2035-01-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: BRL/USD settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $39552.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP CP 0% 09/04/2025                                                                                                  | CUSIP: 87613EW43<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2098287.03    | 0.00%             | 2025-09-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMIT 2022-BVUE MTG TR                                                                                      | SUMIT 2022-BVUE MTG TR 2.789% 02/12/2041 144A                                                                                    | CUSIP: 865592AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      340000 | PA      | $305393.64     | 0.00%             | 2041-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | FX Forward: TRY/USD settle 2025-10-01                                                                                            | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $14371.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                                                                        | HEARTLAND DENTAL TERM B 1LN 04/28/2028                                                                                           | CUSIP: 42236WAW7<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |      109388 | PA      | $109333.65     | 0.00%             | 2028-04-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS                                               | GOVERNMENT NATL MTG ASN MLFY R 1.25% 01/16/2061                                                                                  | CUSIP: 38380RVK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2900691 | PA      | $2109266.48    | 0.00%             | 2061-01-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT OF                                                                                         | JAPAN GOVERNMENT OF 1.9% 06/20/2044                                                                                              | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   510000000 | PA      | $3144713.69    | 0.01%             | 2044-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORP                                                                               | WISCONSIN PUBLIC SERVICE CORP 4.55% 12/01/2029                                                                                   | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2493861.96    | 0.01%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 02/01/2053#BX6155                                                                                                   | CUSIP: 3140NAZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38864 | PA      | $38478.61      | 0.00%             | 2053-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                           | UNION ELECTRIC CO 4% 04/01/2048                                                                                                  | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       59000 | PA      | $46243.19      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORP LTD                                                                             | INDIAN RAILWAY FIN CORP LTD 3.57% 01/21/2032 144A                                                                                | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     1010000 | PA      | $956237.70     | 0.00%             | 2032-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 10/20/2051#MA7651                                                                                                   | CUSIP: 36179WQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4134240 | PA      | $3775216.37    | 0.01%             | 2051-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2053#CB7216                                                                                                   | CUSIP: 3140QTAS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27174 | PA      | $25397.43      | 0.00%             | 2053-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.425%/VAR 08/15/2035                                                                                | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      700000 | PA      | $704587.13     | 0.00%             | 2035-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                                                 | SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS                                                                               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      210000 | PA      | $264333.33     | 0.00%             | 2034-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC FRN SOFR+145 11/05/2026                                                                                 | CUSIP: 345397F99<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4792342.27    | 0.01%             | 2026-11-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 4% 06/20/2049#BN2622                                                                                                     | CUSIP: 3617K54F8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      184144 | PA      | $172445.14     | 0.00%             | 2049-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GALAXY XXVI CLO LTD / GALAXY XXVI CLO LLC                                                                   | GALAXY XXVI CLO LTD / GALAXY XXVI CLO LLC BR TSFR3M+160 11/22/2031 144A                                                          | CUSIP: 36321LAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $600378.60     | 0.00%             | 2031-11-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TOGETHER ASSET BACKED SECURITISATION 2025-CRE-1 PLC                                                         | TOGETHER ASSET BACKED SECURITISATION 2025-CRE-1 PLC SONIO+150 01/15/2057 REGS                                                    | CUSIP: N/A<br>LEI: 635400IHLPBPFA2IVG30       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $135382.23     | 0.00%             | 2057-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/01/2052#SD0892                                                                                                   | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50579 | PA      | $40944.32      | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 02/01/2048#CA1218                                                                                                 | CUSIP: 3140Q8K87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      974496 | PA      | $953439.99     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                                                | TAKEDA PHARMACEUTICAL CO LTD 3.175% 07/09/2050                                                                                   | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      308000 | PA      | $200969.56     | 0.00%             | 2050-07-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP                                                                                | BAFC 2005-7 30PO 0% 11/35                                                                                                        | CUSIP: 05946XV83<br>LEI: 54930034NF48M07EOO61 | Long             | ABS-CBDO         | CORP              | US        |         536 | PA      | $484.50        | 0.00%             | 2035-11-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| EQT CORP                                                                                                    | EQT CORP STEP 02/01/2030                                                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2069000 | PA      | $2250231.80    | 0.01%             | 2030-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4.2% 06/01/2041                                                                                      | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      263000 | PA      | $207960.87     | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                                                | SM ENERGY CO 6.75% 08/01/2029 144A                                                                                               | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      360000 | PA      | $363592.44     | 0.00%             | 2029-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA2 TRUST                            | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA2 2A TRUST 12MTA+70 01/25/2047                          | CUSIP: 93935QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      507846 | PA      | $430268.91     | 0.00%             | 2047-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST 2024-2R                                                                      | PMT CREDIT RISK TRANSFER TRUST 2024-2R SOFR30A+335 03/29/2027 144A                                                               | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4765818 | PA      | $4812243.24    | 0.01%             | 2027-03-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 5.939%/VAR 08/18/2034                                                                             | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      300000 | PA      | $318847.52     | 0.00%             | 2034-08-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/46#BC2843                                                                                                        | CUSIP: 3140EXER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1618832 | PA      | $1548892.09    | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0% 11/15/2045                                                                                                            | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4155000 | PA      | $1465281.53    | 0.00%             | 2045-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 6.858% 05/01/2054                                                                                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2284000 | PA      | $2504619.81    | 0.01%             | 2054-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.45% 03/01/2035                                                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      365000 | PA      | $367585.22     | 0.00%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 8/41 #AI7910                                                                                                          | CUSIP: 3138AMYG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37349 | PA      | $37297.85      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2045#MA2346                                                                                                 | CUSIP: 31418BTC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6905 | PA      | $6424.63       | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                                                   | CLECO CORPORATE HLDGS LLC 3.375% 09/15/2029                                                                                      | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     4448000 | PA      | $4154233.53    | 0.01%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                                              | YUM BRANDS INC 5.375% 04/01/2032                                                                                                 | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100598.57     | 0.00%             | 2032-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP REC 4.075 04/24/30                                                                                                     | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DIR              | CORP              | US        |    10760000 | NC      | $379313.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 3.45% 04/15/2051                                                                                       | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      410000 | PA      | $286494.32     | 0.00%             | 2051-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 3.102%/VAR 02/24/2033                                                                              | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3863000 | PA      | $3512727.27    | 0.01%             | 2033-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                                                    | JEFFERSON CAPITAL HOLDIN 8.25% 05/15/2030 144A                                                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104711.30     | 0.00%             | 2030-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2046#Q40922                                                                                                 | CUSIP: 3132WEAY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28483 | PA      | $26394.61      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 07/01/2041#CB2014                                                                                                 | CUSIP: 3140QMGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      215378 | PA      | $192556.69     | 0.00%             | 2041-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2042#AO3037                                                                                                 | CUSIP: 3138LTLT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9131 | PA      | $9095.52       | 0.00%             | 2042-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                                          | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.95%/VAR 03/10/2055                                                          | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      150000 | PA      | $157048.25     | 0.00%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 4% 02/01/2038#BM3566                                                                                                   | CUSIP: 3140J76C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      124577 | PA      | $121686.73     | 0.00%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                                                  | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 10.5% 02/15/2028 144A                                                 | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3119000 | PA      | $3281905.37    | 0.01%             | 2028-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: EUR/USD settle 2025-10-10                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $2163.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.125% 11/15/2041                                                                                    | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4804100 | PA      | $3916279.79    | 0.01%             | 2041-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SERBIA REPUBLIC OF                                                                                          | SERBIA REPUBLIC OF 1.65% 03/03/2033 144A                                                                                         | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      671000 | PA      | $647140.69     | 0.00%             | 2033-03-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 01/01/2051#SD8120                                                                                                 | CUSIP: 3132DWAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3096481 | PA      | $2350118.97    | 0.01%             | 2051-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                                   | APPLE INC 3.25% 02/23/2026                                                                                                       | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      330000 | PA      | $328428.26     | 0.00%             | 2026-02-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 01/46#MA3377                                                                                                        | CUSIP: 36179RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      123181 | PA      | $117801.39     | 0.00%             | 2046-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CMALT CITIMORTGAGE ALTERNATIVE LN TR SER 2007 A6                                                            | CMALT CITIMORTGAGE SER 2007 A6 1A21 5.5% 06/25/2037                                                                              | CUSIP: 18976GAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      131651 | PA      | $108659.84     | 0.00%             | 2037-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 8/41 #005140                                                                                                       | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       75017 | PA      | $74604.53      | 0.00%             | 2041-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2912 EH 5.5% 1/35                                                                                                            | CUSIP: 31395LFN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        9825 | PA      | $10136.32      | 0.00%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                                                | SYNOPSYS INC 5.7% 04/01/2055                                                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      917000 | PA      | $900338.29     | 0.00%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 3.5% 8/44#AS3037                                                                                                            | CUSIP: 3138WCLT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14422 | PA      | $13467.15      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                                                      | POWER FINANCE CORP LTD 6.15% 12/06/2028 144A                                                                                     | CUSIP: 73928QAA6<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     3050000 | PA      | $3211131.50    | 0.01%             | 2028-12-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR                                                                                         | CMLTI 2004-UST1 A3 CSTR 8/34                                                                                                     | CUSIP: 17307GLA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         703 | PA      | $679.92        | 0.00%             | 2034-08-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                                             | TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A                                                                           | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1246371.00    | 0.00%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2045#BA4471                                                                                                 | CUSIP: 3140E86H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7270 | PA      | $7167.22       | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                                                                          | PUBLICIS GROUPE SA 3.375% 06/12/2032 REGS                                                                                        | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $582920.61     | 0.00%             | 2032-06-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY885799 12/15/56 S                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |     5700000 | NC      | $-76505.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y P 3.89700 L 09/26/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -6800000 | NC      | $-10360.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BKD SEC CORP HM EQ LN TR                                                                              | ASSET BKD SEC CORP HM EQ LN TR STEP 12/25/2034                                                                                   | CUSIP: 04541GNA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      867389 | PA      | $817178.42     | 0.00%             | 2034-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                                          | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                                                         | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      836000 | PA      | $867472.06     | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                                                       | QNITY ELECTRONICS INC 5.75% 08/15/2032 144A                                                                                      | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      340000 | PA      | $345636.98     | 0.00%             | 2032-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 05/01/2051#SD0702                                                                                                 | CUSIP: 3132DMX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      454140 | PA      | $386789.68     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                                          | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 4.125% 04/30/2028 144A                                                        | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      690000 | PA      | $660775.74     | 0.00%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                                               | MARRIOTT INTERNATIONAL INC/MD 4.8% 03/15/2030                                                                                    | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3455392.87    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 7.125% 12/01/2031 144A                                                                                             | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104236.00     | 0.00%             | 2031-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MID-STATE CAP CORP 2006-1 TR                                                                                | MDST 2006-1 A 5.787% 10/40                                                                                                       | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       13834 | PA      | $13879.79      | 0.00%             | 2040-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5% 05/01/2053#RA9045                                                                                                   | CUSIP: 3133KRBN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1079791 | PA      | $1075957.84    | 0.00%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 1.5% 02/15/2030                                                                                                        | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4824000 | PA      | $4401146.25    | 0.01%             | 2030-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 12/20/2050#MA7051                                                                                                     | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    27963890 | PA      | $22899515.16   | 0.05%             | 2050-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2052#CB4669                                                                                                   | CUSIP: 3140QQFK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      138150 | PA      | $131188.60     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 3/41 #A97528                                                                                                          | CUSIP: 312946LH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43932 | PA      | $43930.60      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 2.561%/VAR 05/01/2032                                                                                              | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3331000 | PA      | $2991182.64    | 0.01%             | 2032-05-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                                               | CLEARWAY ENERGY OPER LLC 3.75% 02/15/2031 144A                                                                                   | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      225000 | PA      | $206956.42     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                                                                       | LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028                                                                                | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |      193591 | PA      | $170240.03     | 0.00%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                                                                | SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A                                                                               | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3081000 | PA      | $3104121.36    | 0.01%             | 2027-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR1 TR                                                                                 | FIRSTKEY HOMES 2020-SFR1 TR 3.638% 08/17/2037 144A                                                                               | CUSIP: 33767MAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      111000 | PA      | $110716.44     | 0.00%             | 2037-08-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2020-1                                                                            | NEW RESIDENTIAL MTG LN TR 2020-1 3.5% 10/25/2059 144A                                                                            | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1339894 | PA      | $1263363.67    | 0.00%             | 2059-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 04/01/2052#CB3247                                                                                                   | CUSIP: 3140QNTD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4579665 | PA      | $3970377.46    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACCELERATED 2024-1 LLC                                                                                      | ACCELERATED 2024-1A D LLC 7.85% 08/22/2044 144A                                                                                  | CUSIP: 00440MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2271313 | PA      | $2284999.97    | 0.01%             | 2044-08-22      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                                                     | ENERSYS 4.375% 12/15/2027 144A                                                                                                   | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30460.96      | 0.00%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                            | BRIXMOR OPERATING PARTNERSHIP LP 2.5% 08/16/2031                                                                                 | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     4020000 | PA      | $3561370.26    | 0.01%             | 2031-08-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2037#CB3435                                                                                                 | CUSIP: 3140QNY97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      466529 | PA      | $439231.09     | 0.00%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                                                        | MISSISSIPPI POWER CO 3.95% 03/30/2028                                                                                            | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15985.14      | 0.00%             | 2028-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 07/01/2034#BO1835                                                                                                 | CUSIP: 3140JWBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      152230 | PA      | $149271.10     | 0.00%             | 2034-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                                              | URUGUAY REPUBLICA ORIENTAL DL 4.375% 10/27/2027                                                                                  | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      150000 | PA      | $150900.00     | 0.00%             | 2027-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                                           | EOG RESOURCES INC 4.4% 07/15/2028                                                                                                | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5250300.85    | 0.01%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2023-SHIP                                                                               | GS MTG SECS CORP TR 2023-SHIP A VAR 09/06/2026 144A                                                                              | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4140000 | PA      | $4123565.03    | 0.01%             | 2038-09-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| 245 PARK AVENUE TRUST 2017-245P                                                                             | 245 PARK AVENUE TRUST 2017-245P E VAR 06/05/2037 144A                                                                            | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1008000 | PA      | $951368.95     | 0.00%             | 2037-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                                              | 1261229 BC LTD 10% 04/15/2032 144A                                                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1100000 | PA      | $1142186.10    | 0.00%             | 2032-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                         | AMERICAN EXPRESS CO 5.016%/VAR 04/25/2031                                                                                        | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1148000 | PA      | $1179599.83    | 0.00%             | 2031-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                           | ORO USD 10Y P 3.98 L 08/29/25 BRC                                                                                                | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DIR              | CORP              | GB        |    -3500000 | NC      | $-0.35         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL1 TR                                                                                           | CSMC 2022-RPL1 TR VAR 04/25/2061 144A                                                                                            | CUSIP: 12661QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5838228 | PA      | $5390861.83    | 0.01%             | 2061-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                                                          | IGT/EVERI TERM B 1LN 07/01/2032                                                                                                  | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |      381503 | PA      | $381907.87     | 0.00%             | 2032-07-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-BPRC 6.2153% 07/15/2043 144A                                                          | CUSIP: 95004AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      415000 | PA      | $423776.34     | 0.00%             | 2043-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 06/01/2051#                                                                                                       | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9577869 | PA      | $8010788.73    | 0.02%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                           | NATWEST GROUP PLC 5.808%/VAR 09/13/2029                                                                                          | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      240000 | PA      | $250709.15     | 0.00%             | 2029-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 4683 LM 3% 05/15/2047                                                                                                        | CUSIP: 3137BYKR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      394553 | PA      | $380545.55     | 0.00%             | 2047-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                                                                 | SKECHERS TERM B 1LN 06/28/2032                                                                                                   | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |       20000 | PA      | $20116.60      | 0.00%             | 2032-06-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 02/01/2052#FS8764                                                                                                   | CUSIP: 3140XQW29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1094731 | PA      | $885860.75     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1                                                                    | CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A B 5.095% 04/15/2039 144A                                                               | CUSIP: 14855MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2927377 | PA      | $2568772.96    | 0.01%             | 2039-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | ORO USD 10Y C 3.57250 L 09/02/25 GLM                                                                                             | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DIR              | CORP              | US        |    -3500000 | NC      | $-747.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS MLP                                                                                        | BUCKEYE PARTNERS MLP 4.125% 12/01/2027                                                                                           | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      354000 | PA      | $348225.45     | 0.00%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6% 06/25/2045                                                                                     | CUSIP: 3136ANY68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      323926 | PA      | $46460.27      | 0.00%             | 2045-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.303% 04/25/2029                                                                                 | CUSIP: 3136AWWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      473400 | PA      | $459381.57     | 0.00%             | 2029-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 9.625%/VAR PERP                                                                                               | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |     1000000 | PA      | $1106978.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 11/01/2051#QD1244                                                                                                   | CUSIP: 3133AXLZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33372 | PA      | $31713.77      | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 02/01/2053#                                                                                                       | CUSIP: 3132DWGD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26917 | PA      | $24347.88      | 0.00%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 03/01/2054#MA5296                                                                                                 | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16346727 | PA      | $16477314.35   | 0.04%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2023-B OWNER TR                                                                     | NISSAN AUTO RECEIVABLES 2023-B OWNER TR 5.93% 03/15/2028                                                                         | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4066031 | PA      | $4097887.26    | 0.01%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST 2021-SFR8                                                                        | PROGRESS RESIDENTIAL TRUST 2021-SFR8 3.181% 10/17/2038 144A                                                                      | CUSIP: 74333TAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $3901358.40    | 0.01%             | 2038-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                            | ALTRIA GROUP INC 3.4% 02/04/2041                                                                                                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2030000 | PA      | $1522765.20    | 0.00%             | 2041-02-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                                               | MARRIOTT INTERNATIONAL INC/MD 4.9% 04/15/2029                                                                                    | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      925000 | PA      | $943108.36     | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 08/01/2051#MA4398                                                                                                   | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6983770 | PA      | $5588004.79    | 0.01%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC VAR 11/15/2033                                                                                             | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     1991000 | PA      | $2071663.37    | 0.00%             | 2033-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VISTA PT SECURITIZATION TR 2020-2                                                                           | VISTA PT SECURITIZATION TR 2020-2 5.16% 04/25/2065 144A                                                                          | CUSIP: 92838TAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      357200 | PA      | $341615.15     | 0.00%             | 2065-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2.5% 04/01/2042#SC0270                                                                                                 | CUSIP: 3132D9JP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      323053 | PA      | $287864.85     | 0.00%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                                                      | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC 10% 01/15/2031 144A                                                       | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $118111.25     | 0.00%             | 2031-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/EUR settle 2025-10-10                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1430.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 2/34 #725162                                                                                                          | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37127 | PA      | $38750.77      | 0.00%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 3.2% 08/15/2049                                                                                        | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      351000 | PA      | $236412.16     | 0.00%             | 2049-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2007-3                                                                                       | SEQUOIA MTG TR 2007-3 CSTR 07/20/2037                                                                                            | CUSIP: 81744MAM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      369016 | PA      | $290619.00     | 0.00%             | 2037-07-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                                         | RESIDEO FUNDING INC 6.5% 07/15/2032 144A                                                                                         | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      355000 | PA      | $362484.11     | 0.00%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 6% 02/25/2044                                                                                     | CUSIP: 31393XGH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        1830 | PA      | $1866.28       | 0.00%             | 2044-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                                               | SOUTHERN CALIFORNIA EDISON CO 5.45% 06/01/2031                                                                                   | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      240000 | PA      | $248270.06     | 0.00%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/CAD settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-188765.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVI STRAUSS and CO                                                                                         | LEVI STRAUSS and CO 3.5% 03/01/2031 144A                                                                                         | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |      170000 | PA      | $156847.30     | 0.00%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                                                             | WESTERN-SOUTHERN GLOBAL FUNDING 4.5% 07/16/2028 144A                                                                             | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $9664286.40    | 0.02%             | 2028-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 11/42#G60488                                                                                                        | CUSIP: 31335ARH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1682000 | PA      | $1637419.46    | 0.00%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD AUTO SECURITIZATION TR II                                                                              | FORD AUTO SECURITIZATION TR II 5.053% 07/15/2028 144A                                                                            | CUSIP: 345214BJ8<br>LEI: 549300OMOD4L2OWKWN21 | Long             | ABS-CBDO         | CORP              | CA        |     3311233 | PA      | $2445049.91    | 0.01%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                                                           | CIGNA GROUP (THE) 3.2% 03/15/2040                                                                                                | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2430000 | PA      | $1850441.96    | 0.00%             | 2040-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 3                                                                                | BAYVIEW COML ASSET TR 2007 3 TSFR1M+86.448 07/25/2037 144A                                                                       | CUSIP: 07325YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20229 | PA      | $18885.15      | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                                                               | OHIO POWER CO 2.9% 10/01/2051                                                                                                    | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      465000 | PA      | $279554.82     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.09% 05/01/2032#BS5332                                                                                                | CUSIP: 3140LF4S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      182845 | PA      | $170691.07     | 0.00%             | 2032-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 02/01/2052#CB2924                                                                                                   | CUSIP: 3140QNHA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53105 | PA      | $50428.65      | 0.00%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 4.663% 06/15/2051                                                                                                      | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      475000 | PA      | $403247.32     | 0.00%             | 2051-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3% 03/25/2058                                                                  | CUSIP: 35563PGZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1917751 | PA      | $1636055.30    | 0.00%             | 2058-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.727%/VAR 04/25/2030                                                                              | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1722735.53    | 0.00%             | 2030-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                                                 | VIATRIS INC 2.3% 06/22/2027                                                                                                      | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      120000 | PA      | $115158.47     | 0.00%             | 2027-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INVESCO US CLO 2024-1 LTD                                                                                   | INVESCO US CLO 2024-1 LTD AR TSFR3M+155 04/15/2037 144A                                                                          | CUSIP: 46148JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4340000 | PA      | $4352325.60    | 0.01%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 3.15% 10/01/2049                                                                                           | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      124000 | PA      | $83147.40      | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR3 TRUST                                                                                        | AMSR 2021-SFR3 E2 TRUST 2.427% 10/17/2038 144A                                                                                   | CUSIP: 00180UAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3178896 | PA      | $3064785.71    | 0.01%             | 2038-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM3 TRUST                                                                                        | PRPM 2025-NQM3 TRUST 5.606% 05/25/2070 144A                                                                                      | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      967169 | PA      | $975492.98     | 0.00%             | 2070-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-4                                                                            | TOWD POINT MORTGAGE TRUST 2024-4 A1A 4.3811% 10/27/2064 144A                                                                     | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12454522 | PA      | $12623324.42   | 0.03%             | 2064-10-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHL MTG PASS-THROUGH TR 2007-8                                                                              | CHL MTG PASS-THROUGH TR 2007-8 6% 01/25/2038                                                                                     | CUSIP: 12545AAZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      261127 | PA      | $109307.59     | 0.00%             | 2038-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 23-2                                                                         | MSWF COMMERCIAL MORTGAGE TRUST 23-2 VAR 12/15/2056 144A                                                                          | CUSIP: 55361AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $266480.34     | 0.00%             | 2056-12-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                                  | MIZUHO FINL GROUP INC 5.748%/VAR 07/06/2034                                                                                      | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $210794.31     | 0.00%             | 2034-07-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 07/01/2045#U93026                                                                                                 | CUSIP: 3132QDA35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13077 | PA      | $12315.66      | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: USD/EUR settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1668.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#FS3205                                                                                                 | CUSIP: 3140XJR39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12658865 | PA      | $10631203.60   | 0.02%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2.5% 07/01/2040#CA6462                                                                                                 | CUSIP: 3140QEFC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      220082 | PA      | $198080.84     | 0.00%             | 2040-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER CO                                                                                  | SOUTHWESTERN ELEC POWER CO 3.25% 11/01/2051                                                                                      | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      100000 | PA      | $64472.11      | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL2 LLC                                                                                          | PRPM 2025-RPL2 LLC 3.75% 04/25/2055 144A                                                                                         | CUSIP: 69392MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4909055 | PA      | $4738533.84    | 0.01%             | 2055-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MF1 2021-W10X                                                                                               | MF1 2021-W10X TSFR1M+107.033 12/15/2034 144A                                                                                     | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      480000 | PA      | $478537.78     | 0.00%             | 2034-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 05/01/2049#BK8748                                                                                                 | CUSIP: 3140HNWJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      119599 | PA      | $116715.57     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                                                   | BANK NEW YORK MELLON CORP 4.975%/VAR 03/14/2030                                                                                  | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205548.63     | 0.00%             | 2030-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                                                       | ZF NORTH AMER CAP INC 6.875% 04/14/2028 144A                                                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      400000 | PA      | $405162.00     | 0.00%             | 2028-04-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                                   | BLOCK INC 6% 08/15/2033 144A                                                                                                     | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       95000 | PA      | $97531.82      | 0.00%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 11/01/2040#AB1801                                                                                                 | CUSIP: 31416XAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1470027 | PA      | $1431324.07    | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 12/01/2040#A95561                                                                                                 | CUSIP: 312944FA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      143536 | PA      | $139988.48     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EDENBROOK MORTGAGE FUNDING PLC                                                                              | EDENBROOK MORTGAGE FUNDING PLC STEP 03/22/2057 REGS                                                                              | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-CBDO         | CORP              | GB        |       99231 | PA      | $134970.55     | 0.00%             | 2057-03-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 08/01/2048#CA2190                                                                                                   | CUSIP: 3140Q9NG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74290 | PA      | $70383.70      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047                                                                                     | CUSIP: 3136BLES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     7531856 | PA      | $6656543.41    | 0.01%             | 2047-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2039#AW0113                                                                                                   | CUSIP: 3138XPDT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      439564 | PA      | $428942.08     | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 2% 10/01/2041#RB5131                                                                                                   | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35893 | PA      | $30949.36      | 0.00%             | 2041-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2052#FS3428                                                                                                   | CUSIP: 3140XJY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      676940 | PA      | $636270.17     | 0.00%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOROCCO KINGDOM OF                                                                                          | MOROCCO KINGDOM OF 4% 12/15/2050 144A                                                                                            | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      200000 | PA      | $140312.50     | 0.00%             | 2050-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMR HMS 15-SFR2                                                                                             | AMERICAN HOMES 4 RENT 2015-SFR2 TR 6.07% 10/17/2052 144A                                                                         | CUSIP: 02666BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      545000 | PA      | $543662.95     | 0.00%             | 2052-10-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 04/01/2054#RJ1231                                                                                                   | CUSIP: 3142GRLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      325178 | PA      | $333738.58     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                                               | GOLDMAN SACHS GROUP INC (THE) 5.049%/VAR 07/23/2030                                                                              | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      421000 | PA      | $431008.18     | 0.00%             | 2030-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 09/01/2042#AB6181                                                                                                 | CUSIP: 31417C2P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91562 | PA      | $84120.74      | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 08/01/2052#SD1794                                                                                                 | CUSIP: 3132DN7F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      478104 | PA      | $462394.92     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2040#890310                                                                                                 | CUSIP: 31410LDP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      201392 | PA      | $201193.91     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 41 LTD                                                                          | OCTAGON INVESTMENT PARTNERS 41 LTD A1R2 TSFR3M+109 10/15/2033 144A                                                               | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4250000 | PA      | $4255231.75    | 0.01%             | 2033-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 09/01/2048#CA4662                                                                                                 | CUSIP: 3140QCFC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141349 | PA      | $129405.19     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                                                                                      | METHODIST HOSPITAL 2.705% 12/01/2050                                                                                             | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |      820000 | PA      | $496058.75     | 0.00%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                                          | REALTY INCOME CORP 3.1% 12/15/2029                                                                                               | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     6235000 | PA      | $5966662.37    | 0.01%             | 2029-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO VII DAC                                                                                    | INVESCO EURO CLO VII DAC A 3MEUR+99 01/15/2035 144A                                                                              | CUSIP: N/A<br>LEI: 549300XOAYC161SHT264       | Long             | ABS-CBDO         | CORP              | IE        |     1934000 | PA      | $2258056.91    | 0.01%             | 2035-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 5.6% 02/21/2054                                                                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      347000 | PA      | $315577.69     | 0.00%             | 2054-02-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.77% 09/01/2032#BS6472                                                                                                | CUSIP: 3140LHFN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1935994.00    | 0.00%             | 2032-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/40 #737532                                                                                                         | CUSIP: 3620ARLM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8605 | PA      | $8354.20       | 0.00%             | 2040-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 2.75% 02/01/2026                                                                                                       | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $5904370.40    | 0.01%             | 2026-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 2.125%/VAR 11/15/2029 REGS                                                                                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      400000 | PA      | $500714.83     | 0.00%             | 2029-11-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 09/01/2036#SB8118                                                                                                 | CUSIP: 3132D6AT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1937130 | PA      | $1736424.99    | 0.00%             | 2036-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 09/01/2053#QH0300                                                                                                 | CUSIP: 3133CCKM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      540937 | PA      | $566729.45     | 0.00%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 4.5% 05/15/2058                                                                                     | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       23000 | PA      | $18550.81      | 0.00%             | 2058-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERFIELD DAKOTA HOLDING LLC                                                                                | DUFF and PHELPS TERM B 1LN 04/09/2027                                                                                            | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |      197357 | PA      | $196402.01     | 0.00%             | 2027-04-09      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H1 MORTGAGE TRUST                                                                                | CROSS 2025-H1 MORTGAGE TRUST 6.48% 02/25/2070 144A                                                                               | CUSIP: 22758NAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      162000 | PA      | $164320.63     | 0.00%             | 2070-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/41#G06620                                                                                                      | CUSIP: 3128M8VM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72565 | PA      | $72551.97      | 0.00%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                        | ZF EUROPE FINANCE BV 4.75% 01/31/2029 REGS                                                                                       | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      800000 | PA      | $908663.41     | 0.00%             | 2029-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049                                                                          | CUSIP: 3136BLYE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      203256 | PA      | $178711.43     | 0.00%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                                                     | DUKE ENERGY FLORIDA LLC 6.35% 09/15/2037                                                                                         | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     2263000 | PA      | $2476333.35    | 0.01%             | 2037-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 03/01/2044#G08578                                                                                                 | CUSIP: 3128MJUC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45665 | PA      | $45487.62      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3.08% 01/25/2031                                                                                  | CUSIP: 3137BPVN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      258704 | PA      | $246310.09     | 0.00%             | 2031-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                                                   | COREBRIDGE GBL FUNDING 4.9% 08/21/2032 144A                                                                                      | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      380000 | PA      | $381098.55     | 0.00%             | 2032-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREEN TREE FINANCIAL CORP                                                                                   | GREEN TREE FINANCIAL CORP 98-4 M1 6.83% 04/01/2030                                                                               | CUSIP: 393505F64<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      213126 | PA      | $216707.65     | 0.00%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 3.05% 08/12/2051                                                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      487000 | PA      | $287957.75     | 0.00%             | 2051-08-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.803% 12/01/2026#AL6937                                                                                               | CUSIP: 3138EPV76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35317 | PA      | $35175.83      | 0.00%             | 2026-12-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 5/40 #004695                                                                                                       | CUSIP: 36202FGC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       66352 | PA      | $64407.40      | 0.00%             | 2040-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 09/01/2051#QC6303                                                                                                   | CUSIP: 3133ARAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      245141 | PA      | $198139.62     | 0.00%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 3.25% 05/15/2042                                                                                     | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   100145000 | PA      | $82349703.18   | 0.18%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US TREASURY C0UPON STRIPS                                                                                   | USTCOUP 0.0% 11/15/42                                                                                                            | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      229800 | PA      | $95865.44      | 0.00%             | 2042-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 2/43 #AB8500                                                                                                        | CUSIP: 31417FNS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      287019 | PA      | $263752.28     | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA SOFR30A+629.552 06/25/2037                                                                        | CUSIP: 31396WEC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       46308 | PA      | $4188.46       | 0.00%             | 2037-06-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | JPSW SWAP CDS 12/20/30 CMZB B                                                                                                    | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |     1000000 | NC      | $13991.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGECO SECURITIZATION I LLC                                                                                 | SIGECO SECURITIZATION I LLC 5.172% 05/15/2043                                                                                    | CUSIP: 82655KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8000 | PA      | $7964.67       | 0.00%             | 2043-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/46#Q38879                                                                                                        | CUSIP: 3132QV2M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14024 | PA      | $13417.71      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                                             | CAMERON LNG LLC 3.402% 01/15/2038 144A                                                                                           | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |      697000 | PA      | $598112.60     | 0.00%             | 2038-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES                            | APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES 7.875% 11/01/2029 144A                          | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      375000 | PA      | $389168.16     | 0.00%             | 2029-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 04/01/2051#SD8139                                                                                                 | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    39997074 | PA      | $30356359.42   | 0.07%             | 2051-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC                                      | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A                                      | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      574000 | PA      | $545738.59     | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 07/01/2054#CB8875                                                                                                 | CUSIP: 3140QU2H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1935304 | PA      | $2009740.87    | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 06/01/2041#G61864                                                                                                 | CUSIP: 31335CB94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       55900 | PA      | $58067.01      | 0.00%             | 2041-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                                                 | ASURION TERM B10 1LN 08/19/2028                                                                                                  | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      313251 | PA      | $311928.93     | 0.00%             | 2028-08-19      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AMSR 2022-SFR1 TRUST                                                                                        | AMSR 2022-SFR1 TRUST 6.021% 03/17/2039 144A                                                                                      | CUSIP: 00179WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      373005 | PA      | $370782.08     | 0.00%             | 2039-03-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 01/01/2049#BK1176                                                                                                   | CUSIP: 3140HEJW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39307 | PA      | $39572.83      | 0.00%             | 2049-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 06/46#AS7009                                                                                                        | CUSIP: 36193SYE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       45245 | PA      | $41768.47      | 0.00%             | 2046-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                                                       | AECOM 6% 08/01/2033 144A                                                                                                         | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      380000 | PA      | $387848.90     | 0.00%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5                                                                  | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5 7.13% 02/15/2030                                                                      | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1467000 | PA      | $1528503.98    | 0.00%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                                             | NGPL PIPECO LLC 3.25% 07/15/2031 144A                                                                                            | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     1473000 | PA      | $1326632.59    | 0.00%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS STRUCTURED PRODS TR 2007 EMX1                                                                  | BEAR STEARNS STR PR TR 07 EMX1 STEP 03/25/2037 144A                                                                              | CUSIP: 07402LAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1615045 | PA      | $1393013.94    | 0.00%             | 2037-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2025-31 LTD                                                                                     | OAKTREE CLO 2025-31 LTD A TSFR3M+132 07/20/2038 144A                                                                             | CUSIP: 67400BAA8<br>LEI: 254900UVA9JUCC0JI897 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500068.00     | 0.00%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CANYON CAPITAL CLO 2016-1 LTD                                                                               | CANYON CAPITAL CLO 2016-1 LTD AR TSFR3M+133.161 07/15/2031 144A                                                                  | CUSIP: 13887PAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      128236 | PA      | $128289.29     | 0.00%             | 2031-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 5499 FW SOFR30A+140 02/25/2055                                                                    | CUSIP: 3137HJX51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1982586 | PA      | $1990905.76    | 0.00%             | 2055-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DK TR 2024-SPBX                                                                                             | DK TR 2024-SPBX TSFR1M+400 03/15/2034 144A                                                                                       | CUSIP: 23346LAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      559000 | PA      | $560798.58     | 0.00%             | 2034-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                                                    | UTAH ACQUISITION SUB INC 5.25% 06/15/2046                                                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |      695000 | PA      | $567281.59     | 0.00%             | 2046-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                         | INTESA SANPAOLO SPA 4.95%/VAR 06/01/2042 144A                                                                                    | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      468000 | PA      | $384687.58     | 0.00%             | 2042-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INCREF 2025-FL1 LLC                                                                                         | INCREF 2025-FL1 LLC A TSFR1M+172.838 10/19/2042 144A                                                                             | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      201000 | PA      | $201377.30     | 0.00%             | 2042-10-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-6 LTD / CARLYLE US CLO 2024-6 LLC                                                       | CARLYLE US CLO 2024-6 LTD / CARLYLE US CLO 2024-6 LLC B TSFR3M+170 10/25/2037 144A                                               | CUSIP: 14319PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1890000 | PA      | $1896594.21    | 0.00%             | 2037-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                                              | CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027                                                                                     | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     3200000 | PA      | $3175921.60    | 0.01%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2                                                               | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2 D 5.56% 06/25/2060 144A                                                            | CUSIP: 39571VAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      106000 | PA      | $107190.44     | 0.00%             | 2060-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                                            | CSC HOLDINGS LLC 5.375% 02/01/2028 144A                                                                                          | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      399000 | PA      | $366172.59     | 0.00%             | 2028-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 01/01/2042#AJ5572                                                                                                 | CUSIP: 3138AXFN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12656 | PA      | $12316.75      | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARRACUDA NETWORKS INC                                                                                      | BARRACUDA TERM 1LN 8/15/2029                                                                                                     | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |      111439 | PA      | $87656.84      | 0.00%             | 2029-08-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                                                                          | FS LUXEMBOURG SARL 8.875% 02/12/2031 144A                                                                                        | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      335000 | PA      | $351250.85     | 0.00%             | 2031-02-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 4.625% 11/15/2041                                                                                         | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      110000 | PA      | $97585.68      | 0.00%             | 2041-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                       | ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A                                                                                     | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     4996000 | PA      | $5168887.88    | 0.01%             | 2029-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 5.711%/VAR 01/24/2035                                                                                      | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      585000 | PA      | $609385.70     | 0.00%             | 2035-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2051#BU3339                                                                                                   | CUSIP: 3140M4V96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20151 | PA      | $19150.04      | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LIMITED                                                                                  | MGM CHINA HOLDINGS LIMITED 7.125% 06/26/2031 REGS                                                                                | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | KY        |      900000 | PA      | $938863.80     | 0.00%             | 2031-06-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PBF HLDG CO LLC / PBF FIN CORP                                                                              | PBF HLDG CO LLC / PBF FIN CORP 7.875% 09/15/2030 144A                                                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $358267.15     | 0.00%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXVIII LTD                                                                                        | MAGNETITE XXVIII LTD A1RR TSFR3M+124 01/15/2038 144A                                                                             | CUSIP: 55955LAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5256000 | PA      | $5260714.63    | 0.01%             | 2038-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                           | ENTERPRISE PRODS OPER LLC 5.75% 03/01/2035                                                                                       | CUSIP: 293791AT6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23981.26      | 0.00%             | 2035-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                                                       | FREEDOM MORTGAGE HOLD 8.375% 04/01/2032 144A                                                                                     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      580000 | PA      | $598202.00     | 0.00%             | 2032-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/41#AH7932                                                                                                      | CUSIP: 3138A9Y65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78643 | PA      | $78486.24      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                                               | DTE ENERGY CO 4.875% 06/01/2028                                                                                                  | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      280000 | PA      | $284789.44     | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 12/20/2045#MA3311                                                                                                     | CUSIP: 36179RVC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      477666 | PA      | $456806.08     | 0.00%             | 2045-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                                              | ALTICE FING SA 5% 01/15/2028 144A                                                                                                | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      135000 | PA      | $110234.25     | 0.00%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: USD/BRL settle 2026-04-02                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $-35312.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 08/01/2032#J37452                                                                                                   | CUSIP: 31307UH50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41009 | PA      | $40034.80      | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.25% 06/30/2031                                                                                                       | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8392400 | PA      | $8586146.44    | 0.02%             | 2031-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 1.953%/VAR 02/04/2032                                                                                      | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4870000 | PA      | $4281556.34    | 0.01%             | 2032-02-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                                           | ILIAD HOLDING SAS 7% 10/15/2028 144A                                                                                             | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      450000 | PA      | $457958.70     | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 9 LTD                                                                                    | OHA CREDIT FUNDING 9 LTD A1R TSFR3M+135 10/19/2037 144A                                                                          | CUSIP: 67690AAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $270696.87     | 0.00%             | 2037-10-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INGENOVIS HEALTH INC                                                                                        | INGENOVIS TERM B 1LN 3/6/2028                                                                                                    | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      181618 | PA      | $54485.34      | 0.00%             | 2028-03-06      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 4.95%/VAR 08/04/2031                                                                              | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    11050000 | PA      | $11140855.53   | 0.02%             | 2031-08-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                                                                     | SMB PRIVATE EDUCATION LOAN TRUST 2024-A A1B SOFR30A+145 03/15/2056 144A                                                          | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5055189 | PA      | $5112318.35    | 0.01%             | 2056-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP/OTG CO-ISSUER INC                                                                     | ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 8% 08/01/2030 144A                                                                       | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      125000 | PA      | $125906.25     | 0.00%             | 2030-08-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US LONG BOND(CBT) FUT DEC25 USZ5                                                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         679 | NC      | $350139.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 10/01/2050#CA7229                                                                                                 | CUSIP: 3140QFA74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11142066 | PA      | $9447890.10    | 0.02%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.0% 08/01/41#890603                                                                                                   | CUSIP: 31410LNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15226 | PA      | $15456.51      | 0.00%             | 2041-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4% 06/30/2032                                                                                                          | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32800000 | PA      | $32969125.00   | 0.07%             | 2032-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2032#AO5230                                                                                                 | CUSIP: 3138LVY49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11108 | PA      | $10868.88      | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GWT 2024-WLF2                                                                                               | GWT 2024-WLF2 TSFR1M+169.124 05/15/2041 144A                                                                                     | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      811000 | PA      | $814543.99     | 0.00%             | 2041-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY and CO. INTERNATIONAL PLC                                                                    | FX Forward: USD/GBP settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | N/A              | DFE              | CORP              | GB        |           1 | NC      | $6395.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 5.435%/VAR 01/24/2030                                                                                      | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2380000 | PA      | $2467273.70    | 0.01%             | 2030-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 04/01/2046#V82292                                                                                                   | CUSIP: 3132L7RM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      151231 | PA      | $144692.35     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NATIONAL MORTGAGE 24-H04 FA SOFR30A+ 02/20/2074                                                                       | CUSIP: 38383KQT2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      281057 | PA      | $279243.09     | 0.00%             | 2074-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVS INC                                                                                 | MLCC 04-C A2 6M+30 7/29                                                                                                          | CUSIP: 59020UDP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         500 | PA      | $486.45        | 0.00%             | 2029-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UK LOGISTICS 2025 1 DAC                                                                                     | UK LOGISTICS 2025-1X D SONIO+400 05/31/2030 REGS                                                                                 | CUSIP: N/A<br>LEI: 635400LLQ82YFJBFFU27       | Long             | ABS-CBDO         | CORP              | GB        |      468529 | PA      | $635714.78     | 0.00%             | 2035-05-17      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| EPH FINANCING INTERNATIONAL AS                                                                              | EPH FINANCING INTERNATIONAL AS 6.651% 11/13/2028 REGS                                                                            | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $254841.66     | 0.00%             | 2028-11-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR E                                                                                            | ROCC 2024-CNTR A 5.38834% 11/13/2041 144A                                                                                        | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8141372 | PA      | $8378048.20    | 0.02%             | 2041-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                                                | GLP CAP LP / GLP FING II INC 5.375% 04/15/2026                                                                                   | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4955000 | PA      | $4965435.23    | 0.01%             | 2026-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TR                                                                                          | FMC GMSR ISSUER TR 21-GT1 B 4.36% 07/25/2026 144A                                                                                | CUSIP: 30259RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      234042 | PA      | $222314.32     | 0.00%             | 2026-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 3.375% 04/15/2029                                                                                               | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2445000 | PA      | $2367488.12    | 0.01%             | 2029-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 03/01/2050#FS5079                                                                                                   | CUSIP: 3140XLUD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      893816 | PA      | $900698.62     | 0.00%             | 2050-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 5.9% 10/01/2054                                                                                      | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      459000 | PA      | $429198.47     | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-2                                                         | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-2 D 6.47% 08/13/2029 144A                                                      | CUSIP: 02529YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1014075.40    | 0.00%             | 2029-08-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.352000 10/11/2054 EUR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -340000 | NC      | $43754.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEX CORPORATION                                                                                            | IDEX CORPORATION 4.95% 09/01/2029                                                                                                | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2238122.91    | 0.01%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3% 07/20/2071#CF0297                                                                                                   | CUSIP: 3617W1KJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1334078 | PA      | $1208137.40    | 0.00%             | 2071-07-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AQ5065                                                                                                 | CUSIP: 3138MLTX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150261 | PA      | $137078.95     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R05                                                                | CONNECTICUT AVENUE SECURITIES TRUST 2024-R05 2M2 SOFR30A+170 07/25/2044 144A                                                     | CUSIP: 20754XAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $251105.33     | 0.00%             | 2044-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                                     | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.25% 12/15/2029 144A                                                                    | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      848000 | PA      | $900741.36     | 0.00%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 4.812% 02/13/2033                                                                                     | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     2409000 | PA      | $2416677.22    | 0.01%             | 2033-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                       | AMERICAN AIRLINES INC 8.5% 05/15/2029 144A                                                                                       | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       95000 | PA      | $99554.87      | 0.00%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 07/20/2052#MA8149                                                                                                   | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9539473 | PA      | $8706581.05    | 0.02%             | 2052-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 5.2% 04/15/2063                                                                                           | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     8010000 | PA      | $7037770.07    | 0.02%             | 2063-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 30YR 6.5% 07/01/2054#FA0028                                                                                            | CUSIP: 3140W0A62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      496863 | PA      | $522370.99     | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 2.5% 10/01/2043#AL6851                                                                                                      | CUSIP: 3138EPTH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      267982 | PA      | $236885.54     | 0.00%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 01/20/2045#MA2523                                                                                                   | CUSIP: 36179QYU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      167432 | PA      | $165602.31     | 0.00%             | 2045-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL KPN NV (KONINKLIJKE KPN)                                                                              | ROYAL KPN NV (KONINKLIJKE KPN) 3.875% 02/16/2036 REGS                                                                            | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      200000 | PA      | $234043.89     | 0.00%             | 2036-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2023-IV                                                                                     | BARINGS CLO LTD 2023-IV A TSFR3M+175 01/20/2037 144A                                                                             | CUSIP: 06763MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7479000 | PA      | $7502835.57    | 0.02%             | 2037-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MTG LN TR 2022-SFR1                                                                         | NEW RESIDENTIAL MTG LN TR 2022-SFR1 F 4.443% 02/17/2039 144A                                                                     | CUSIP: 64831KAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2100000 | PA      | $2049794.46    | 0.00%             | 2039-02-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 5.69%/VAR 03/12/2030                                                                                                | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $312158.46     | 0.00%             | 2030-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                                                       | KINDER MORGAN INC DEL 3.25% 08/01/2050                                                                                           | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      351000 | PA      | $223288.96     | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 04/01/2052#FS8195                                                                                                   | CUSIP: 3140XQC96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      536849 | PA      | $429890.45     | 0.00%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 MTG LN TR                                                                                       | COLT 2025-8 MTG LN TR 25-8 A1 5.48% 08/25/2070 144A                                                                              | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-CBDO         | CORP              | US        |      364988 | PA      | $367374.33     | 0.00%             | 2070-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6.625% 03/01/2032 144A                                                                                             | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      550000 | PA      | $566331.70     | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.00% 5/40 #782949                                                                                                          | CUSIP: 36241LH25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       32931 | PA      | $33446.03      | 0.00%             | 2040-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                                                                                 | GOODYEAR TIRE and RUBBER CO 5.25% 07/15/2031                                                                                     | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      117000 | PA      | $111107.44     | 0.00%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                                           | DELL INTL/EMC CORP 5% 04/01/2030                                                                                                 | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1793556.66    | 0.00%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: BRL/USD settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $155704.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: EUR/USD settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $501.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN and PET CO                                                                                   | CENTRAL GARDEN and PET CO 4.125% 04/30/2031 144A                                                                                 | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      296000 | PA      | $275834.62     | 0.00%             | 2031-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST 2024-3R                                                                      | PMT CREDIT RISK TRANSFER TRUST 2024-3R SOFR30A+310 05/01/2047 144A                                                               | CUSIP: 69392AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4294064 | PA      | $4335134.63    | 0.01%             | 2028-09-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DRYDEN 98 CLO LTD                                                                                           | DRYDEN 98 CLO LTD A TSFR3M+130 04/20/2035 144A                                                                                   | CUSIP: 26248AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4007000 | PA      | $4007593.04    | 0.01%             | 2035-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+622.552 12/15/2039                                                                        | CUSIP: 31398LNT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        4829 | PA      | $299.67        | 0.00%             | 2039-12-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 6.00% 9/38 #004245                                                                                                       | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1059 | PA      | $1111.72       | 0.00%             | 2038-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2042#AP8745                                                                                                 | CUSIP: 3138MCWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83645 | PA      | $83325.90      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VELOCITY COML CAP LN TR 2024-5                                                                              | VELOCITY COML CAP LN TR 2024-5 VAR 10/25/2054 144A                                                                               | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      196424 | PA      | $197205.25     | 0.00%             | 2054-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                                                          | LUMEN TECHNOLOGIES TERM B1 1LN 4/16/2029                                                                                         | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     1595933 | PA      | $1585303.69    | 0.00%             | 2029-04-16      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 MTG TR                                                                                       | COMM 2024-WCL1 MTG TR TSFR1M+259 07/15/2034 144A                                                                                 | CUSIP: 20047DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      237000 | PA      | $236183.42     | 0.00%             | 2041-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 4.1% 03/25/2061                                                                                                      | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      429000 | PA      | $300714.96     | 0.00%             | 2061-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2                                                                                    | FIRSTKEY HOMES 2020-SFR2 3.017% 10/19/2037 144A                                                                                  | CUSIP: 33767JAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      638000 | PA      | $633777.01     | 0.00%             | 2037-10-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 2.572%/VAR 02/11/2031                                                                                     | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3439000 | PA      | $3187430.86    | 0.01%             | 2031-02-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2041#AH4123                                                                                                 | CUSIP: 3138A5SM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13045 | PA      | $13038.66      | 0.00%             | 2041-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 03/33#BJ0669                                                                                                      | CUSIP: 3140H1W71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      208205 | PA      | $205393.92     | 0.00%             | 2033-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                                                | NCL CORP LTD 6.75% 02/01/2032 144A                                                                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      605000 | PA      | $623944.37     | 0.00%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED LN TR 2020-C                                                                             | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C 2.15% 11/15/2068 144A                                                           | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      638678 | PA      | $610382.62     | 0.00%             | 2068-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                                           | CLEAN HARBORS INC 6.375% 02/01/2031 144A                                                                                         | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      220000 | PA      | $225445.22     | 0.00%             | 2031-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2042#AP3667                                                                                                 | CUSIP: 3138M7CD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      414736 | PA      | $393336.35     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                     | BAYER US FIN II LLC 4.625% 06/25/2038 144A                                                                                       | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      570000 | PA      | $509077.49     | 0.00%             | 2038-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2024-B                                                                       | AFFIRM ASSET SECURITIZATION TR 2024-B B 4.88% 09/15/2029 144A                                                                    | CUSIP: 00835AAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1001311.30    | 0.00%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFIN 2022-RTL1 ISSUER LLC                                                                                   | CFIN 2022-RTL1 ISSUER LLC VAR 02/16/2026 144A                                                                                    | CUSIP: 12531CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       85819 | PA      | $85175.67      | 0.00%             | 2026-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME LN TR 2007 OPT1                                                                              | SVHE 07-OPT1 2A1 TSFR1M+19.448 6/37                                                                                              | CUSIP: 83612TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       19584 | PA      | $12815.07      | 0.00%             | 2037-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 11/01/2044#Q29975                                                                                                 | CUSIP: 3132MAXC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      717823 | PA      | $669072.91     | 0.00%             | 2044-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM INC                                                                                   | BAYCARE HEALTH SYSTEM INC 3.831% 11/15/2050                                                                                      | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $1753267.85    | 0.00%             | 2050-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TR 2007-A9                                                                 | RESIDENTIAL ASSET SECURITIZATION TR 2007-A9 A1 TSFR1M+66.448 09/25/2037                                                          | CUSIP: 761143AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2955886 | PA      | $783418.37     | 0.00%             | 2037-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS                                               | GOVERNMENT NATL MTG ASN MLFY R 1.4% 06/16/2063                                                                                   | CUSIP: 38380RTP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2666585 | PA      | $2064744.39    | 0.00%             | 2063-06-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTST TRANSMISSION LLC                                                                         | MID-ATLANTIC INTST TRANSMISSION LLC 4.1% 05/15/2028 144A                                                                         | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $94713.15      | 0.00%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTER ALTERNATIVE LOAN TRUST                                                                               | MALT 2004-6 7A1 6 7/34                                                                                                           | CUSIP: 576434SK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        4663 | PA      | $4652.85       | 0.00%             | 2034-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.5% 05/25/2027                                                                                   | CUSIP: 3136A5L87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        3530 | PA      | $64.91         | 0.00%             | 2027-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 2/41 #738002                                                                                                          | CUSIP: 3620AR3K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       35550 | PA      | $34510.22      | 0.00%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#FM9517                                                                                                 | CUSIP: 3140XDSF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3252634 | PA      | $2731635.93    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 01/15/2047#AX5855                                                                                                   | CUSIP: 36196HQG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6939 | PA      | $6553.45       | 0.00%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                                          | WELLS FARGO and CO NEW 2.879%/VAR 10/30/2030                                                                                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    22685000 | PA      | $21420821.44   | 0.05%             | 2030-10-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.0% 07/45#Q34946                                                                                                      | CUSIP: 3132QRP87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      592359 | PA      | $535643.93     | 0.00%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                                | STRYKER CORP 4.25% 09/11/2029                                                                                                    | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2207386.17    | 0.00%             | 2029-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE and RUBBER CO                                                                                 | GOODYEAR TIRE and RUBBER CO 5.25% 04/30/2031                                                                                     | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      482000 | PA      | $457561.59     | 0.00%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 1.5% 12/01/2050#BQ9522                                                                                                 | CUSIP: 3140KVSL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40398 | PA      | $31026.86      | 0.00%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 05/20/2052#MA8043                                                                                                     | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    25161069 | PA      | $22299027.90   | 0.05%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 4% 07/15/2046#AT7623                                                                                                   | CUSIP: 36194GPG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10623 | PA      | $10069.85      | 0.00%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 07/01/2050#CA6275                                                                                                   | CUSIP: 3140QD6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2172058 | PA      | $1753565.41    | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                                                | NEXTERA ENERGY CAP HLDGS INC CP 0% 10/20/2025                                                                                    | CUSIP: 65339MXL5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4172716.38    | 0.01%             | 2025-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                            | T-MOBILE USA INC 5.05% 07/15/2033                                                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      315000 | PA      | $318231.31     | 0.00%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 2/42 #005305                                                                                                       | CUSIP: 36202F3N4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       76989 | PA      | $74460.56      | 0.00%             | 2042-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                                              | PNC FINANCIAL SERVICES GRP INC 2.6% 07/23/2026                                                                                   | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       58000 | PA      | $57261.49      | 0.00%             | 2026-07-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                                                          | ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059                                                                                   | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       77000 | PA      | $77541.15      | 0.00%             | 2059-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                                                 | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                                                | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      645000 | PA      | $666384.33     | 0.00%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 4.55% 04/17/2026                                                                                                    | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3490000 | PA      | $3495208.37    | 0.01%             | 2026-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTG LN TR 2006-12XS                                                                          | MORGAN STANLEY MTG 2006-12XS A4 STEP 10/25/2036                                                                                  | CUSIP: 61749EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       74966 | PA      | $16767.49      | 0.00%             | 2036-10-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 2.9% 08/15/2051                                                                                         | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      550000 | PA      | $340234.83     | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 11/20/2047#MA4837                                                                                                   | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      252223 | PA      | $233078.15     | 0.00%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 03/01/2052#SD2219                                                                                                   | CUSIP: 3132DPPC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1891912 | PA      | $1656762.14    | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 1.5% 03/01/2036#SB8092                                                                                                 | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      735979 | PA      | $660184.63     | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 10/01/2053#RJ0001                                                                                                 | CUSIP: 3142GQAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      912582 | PA      | $956665.04     | 0.00%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                                                     | JETBLUE AIRWAYS/LOYALTY 9.875% 09/20/2031 144A                                                                                   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $327919.05     | 0.00%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 01/01/2053#BX6537                                                                                                 | CUSIP: 3140NBHP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30036 | PA      | $31254.80      | 0.00%             | 2053-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2021-2 LTD                                                                               | ROCKFORD TOWER CLO 2021-2A LTD BR TSFR3M+170 07/20/2034 144A                                                                     | CUSIP: 77341LAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5080000 | PA      | $5080000.00    | 0.01%             | 2034-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LIGHT and WONDER INTERNATIONAL INC                                                                          | LIGHT and WONDER INTERNATIONAL INC 7.5% 09/01/2031 144A                                                                          | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104386.80     | 0.00%             | 2031-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+56.448 02/20/2049                                                                          | CUSIP: 38381RQS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      858022 | PA      | $844579.26     | 0.00%             | 2049-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHLMC MULTIFAM STRUCTURED PASS THROUGH K071 A2 3.286% 11/25/2027                                                                 | CUSIP: 3137FCLD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2100000 | PA      | $2069901.96    | 0.00%             | 2027-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | BNPI SWAP CDS 06/20/30 ASSGEN B                                                                                                  | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | FR        |     1150000 | NC      | $-9951.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 2.625% 09/23/2031 144A                                                                                          | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      342000 | PA      | $304966.30     | 0.00%             | 2031-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.39% 03/01/2032#BS4654                                                                                                | CUSIP: 3140LFE42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      221336 | PA      | $199862.58     | 0.00%             | 2032-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CWABS INC                                                                                                   | CWL 2004-1 3A TSFR1M+67.448 4/34                                                                                                 | CUSIP: 126671Y91<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        8675 | PA      | $8228.44       | 0.00%             | 2034-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2044#AX2369                                                                                                 | CUSIP: 3138Y3T35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22000 | PA      | $21854.55      | 0.00%             | 2044-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 2.889%/VAR 06/09/2032 144A                                                                               | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      210000 | PA      | $187017.63     | 0.00%             | 2032-06-09      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5% 09/01/2053#SD4998                                                                                                   | CUSIP: 3132DSRT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5603482 | PA      | $5546815.58    | 0.01%             | 2053-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                                      | FEDERAL HOME LOAN BANKS 1.25% 07/23/2030                                                                                         | CUSIP: 3130AJVB2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     3890000 | PA      | $3443299.44    | 0.01%             | 2030-07-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BX TR 2024-PAT                                                                                              | BX TR 2024-PAT A TSFR1M+209 03/15/2026 144A                                                                                      | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $150281.25     | 0.00%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                                                     | ALABAMA POWER CO 3.05% 03/15/2032                                                                                                | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       95000 | PA      | $87073.96      | 0.00%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                                                      | CONSOLIDATED EDISON CO OF NY 4.125% 05/15/2049                                                                                   | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       20000 | PA      | $15675.98      | 0.00%             | 2049-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 03/20/2043#AA6146                                                                                                     | CUSIP: 36178DZK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      252082 | PA      | $231741.77     | 0.00%             | 2043-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 MTG TR                                                                                          | CD MTG TR 2017-CD6 A3 3.104% 11/13/2050                                                                                          | CUSIP: 125039AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      964022 | PA      | $949163.39     | 0.00%             | 2050-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                                                      | GROUP 1 AUTOMOTIVE INC 6.375% 01/15/2030 144A                                                                                    | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      370000 | PA      | $379108.29     | 0.00%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP REC 4.08 04/24/30                                                                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     6340000 | NC      | $224061.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 10/01/2055 #TBA                                                                                                       | CUSIP: 21H0206A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    44800000 | PA      | $36665462.40   | 0.08%             | 2055-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW MTN CLO 7 LTD / LLC                                                                                     | NEW MTN CLO 7 LTD / LLC A1 TSFR3M+ 03/31/2038 144A                                                                               | CUSIP: 64754YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250105.50     | 0.00%             | 2038-03-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 3.955%/VAR 03/21/2035                                                                                             | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      450000 | PA      | $536401.84     | 0.00%             | 2035-03-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                                                | ENBRIDGE INC 4.9% 06/20/2030                                                                                                     | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3500000 | PA      | $3573088.37    | 0.01%             | 2030-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5.00% 12/35 #003795                                                                                                      | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27237 | PA      | $27637.03      | 0.00%             | 2035-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                                                                                  | MFRA TRUST STEP 04/25/2027                                                                                                       | CUSIP: 59319NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      230000 | PA      | $231276.55     | 0.00%             | 2029-02-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2019-A                                                                                   | AQUA FINANCE TRUST 2019-A 3.47% 07/16/2040 144A                                                                                  | CUSIP: 038370AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      252228 | PA      | $246654.22     | 0.00%             | 2040-07-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2% 01/25/2045                                                                                     | CUSIP: 3137FU4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      670836 | PA      | $631030.43     | 0.00%             | 2045-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 11/01/2048#ZN4475                                                                                                   | CUSIP: 3131YA6L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2437076 | PA      | $2163868.84    | 0.00%             | 2048-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR2                                                                                             | BANK5 2023-5YR2 6.656% 07/15/2056                                                                                                | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $7936017.00    | 0.02%             | 2056-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2042#AJ9982                                                                                                 | CUSIP: 3138E3CU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      766725 | PA      | $723093.40     | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORP                                                                                   | NIAGARA MOHAWK POWER CORP 4.278% 12/15/2028 144A                                                                                 | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18994.45      | 0.00%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNA 2018-M10 A2 CSTR 07/28                                                                                                       | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      590869 | PA      | $582586.19     | 0.00%             | 2028-07-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2052#SD2634                                                                                                 | CUSIP: 3132DP4T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      268033 | PA      | $245321.74     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-1                                                                          | ALLY AUTO RECEIVABLES TRUST 2024-1 5.08% 12/15/2028                                                                              | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3085734 | PA      | $3104216.47    | 0.01%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                                         | AMERICAN TOWER CORP 3.625% 05/30/2032                                                                                            | CUSIP: 03027XCQ1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      650000 | PA      | $771962.69     | 0.00%             | 2032-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                                                               | OHIO POWER CO 4.15% 04/01/2048                                                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      129000 | PA      | $99277.06      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                                                      | JEFFERIES FIN LLC/JFIN 6.625% 10/15/2031 144A                                                                                    | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $125345.00     | 0.00%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 09/20/2050#MA6864                                                                                                     | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6104287 | PA      | $5002114.34    | 0.01%             | 2050-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CK2795                                                                                                    | CUSIP: 3617XXC80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1377120 | PA      | $1438244.06    | 0.00%             | 2072-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| 522 FDG CLO 2019-5 LTD / 522 FDG CLO 2019-5                                                                 | 522 FDG CLO 2019-5 LTD / 522 FDG CLO 2019-5 AR TSFR3M+133 04/15/2035 144A                                                        | CUSIP: 33829WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001415.00    | 0.00%             | 2035-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIM TR 2021-R4                                                                                              | CIM TR 2021-R4 A1A 2% 05/01/2061 144A                                                                                            | CUSIP: 12598HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5001192 | PA      | $4624803.15    | 0.01%             | 2061-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 07/01/2048#BK6589                                                                                                 | CUSIP: 3140HLKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34544 | PA      | $33765.62      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                                               | CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA                                                                                     | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      205000 | PA      | $237692.29     | 0.00%             | 2034-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                                            | ELI LILLY and CO 4.95% 02/27/2063                                                                                                | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      320000 | PA      | $284564.40     | 0.00%             | 2063-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA REPUBLIC OF                                                                                    | SOUTH AFRICA REPUBLIC OF 10% 03/31/2033                                                                                          | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    22669000 | PA      | $1356370.57    | 0.00%             | 2033-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 06/01/2047#G08768                                                                                                 | CUSIP: 3128MJ2A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      178075 | PA      | $174783.61     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                   | BOEING CO 3.625% 02/01/2031                                                                                                      | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      500000 | PA      | $477415.17     | 0.00%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS                                                       | GOVERNMENT NAT MTG ASSN HECM TSFR1M+61.448 05/20/2069                                                                            | CUSIP: 38380LTJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      177979 | PA      | $178002.77     | 0.00%             | 2069-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                                                             | RABOBANK NEDERLAND NY BRH FRN SOFRINDX+62 08/28/2026                                                                             | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6371957.92    | 0.01%             | 2026-08-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK LTD                                                                                          | SANDSTONE PEAK LTD B1R TSFR3M+183 10/15/2034 144A                                                                                | CUSIP: 800130AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250625.00     | 0.00%             | 2034-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 1.462%/VAR 06/09/2027                                                                                              | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      360000 | PA      | $352045.12     | 0.00%             | 2027-06-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO 2021-FL3 LTD                                                                                    | HGI CRE CLO 2021-FL3 LTD SOFR30A+375 04/20/2037 144A                                                                             | CUSIP: 403950AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      320500 | PA      | $319948.58     | 0.00%             | 2037-04-20      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| COLT 2023-3 MORTGAGE LOAN TRUST                                                                             | COLT 2023-3 B1 MORTGAGE LOAN TRUST CSTR 09/25/2068 144A                                                                          | CUSIP: 19688RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1283000 | PA      | $1289311.46    | 0.00%             | 2068-09-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2046#G60824                                                                                                   | CUSIP: 31335A4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      705315 | PA      | $680514.00     | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MTG TR                                                                                        | LIFE 2021-BMR MTG TR TSFR1M+121.448 03/15/2036 144A                                                                              | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      112353 | PA      | $111861.89     | 0.00%             | 2038-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                                                      | BX COMMERCIAL MORTGAGE TRUST 2025-BCAT A TSFR1M+ 08/15/2042 144A                                                                 | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      330000 | PA      | $330309.38     | 0.00%             | 2042-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.0% 01/01/2041#AH1582                                                                                                 | CUSIP: 3138A2XL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3122 | PA      | $3045.36       | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                                               | AMEREN ILL CO 4.95% 06/01/2033                                                                                                   | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     1419000 | PA      | $1443351.74    | 0.00%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 09/01/2042#Q11218                                                                                                 | CUSIP: 3132HMK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2012354 | PA      | $1899025.38    | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.375% 02/15/2042                                                                                    | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14911000 | PA      | $10782998.50   | 0.02%             | 2042-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 09/09/2025                                                                                                          | CUSIP: 912797QT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      126000 | PA      | $125895.87     | 0.00%             | 2025-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 4/35 #735503                                                                                                          | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1017 | PA      | $1064.07       | 0.00%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 3.95% 12/01/2047                                                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $859504.94     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 12/20/2042#MA0626                                                                                                   | CUSIP: 36179MVT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      824439 | PA      | $796189.40     | 0.00%             | 2042-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                                          | META PLATFORMS INC 4.65% 08/15/2062                                                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     2230000 | PA      | $1857576.35    | 0.00%             | 2062-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RPL1 TR                                                                                           | PRET 2024-RPL1 TR 3.9% 10/25/2063 144A                                                                                           | CUSIP: 693989AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1687098 | PA      | $1613113.43    | 0.00%             | 2063-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2052#CB5580                                                                                                 | CUSIP: 3140QRFW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4491036 | PA      | $4339262.77    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY PA TRUSTEES                                                                                      | UNIVERSITY PA TRUSTEES 2.396% 10/01/2050                                                                                         | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |      495000 | PA      | $285182.12     | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                                                      | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                                                       | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1303345.31    | 0.00%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049                                                                                   | CUSIP: 3137H5FF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      536996 | PA      | $470820.56     | 0.00%             | 2049-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECS 2024-1 LLC                                                                                | BUSINESS JET SECS 2024-1 LLC 9.132% 05/15/2039 144A                                                                              | CUSIP: 12327CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1369027 | PA      | $1403120.70    | 0.00%             | 2039-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC 5.45% 09/15/2034                                                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      223000 | PA      | $225857.45     | 0.00%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                           | GENERAL MOTORS CO 5.95% 04/01/2049                                                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9402.67       | 0.00%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                                      | US 10YR ULTRA FUT DEC25 UXYZ5                                                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        2298 | NC      | $1248603.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 09/01/2052#RA7920                                                                                                   | CUSIP: 3133KPYR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      247670 | PA      | $232248.48     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.25% 03/25/2049                                                                                  | CUSIP: 3136BMAZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      953017 | PA      | $894008.62     | 0.00%             | 2049-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 12/01/2040#AE0675                                                                                                 | CUSIP: 31419AXD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      329756 | PA      | $329275.57     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGNE 2023-36A                                                                                              | MAGNE 2023-36A AR TSFR3M+132 07/25/2038 144A                                                                                     | CUSIP: 559922AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3400000 | PA      | $3410472.00    | 0.01%             | 2038-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                                                       | ENCOMPASS HEALTH CORP 4.625% 04/01/2031                                                                                          | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       41000 | PA      | $39751.30      | 0.00%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 3.622%/VAR 04/01/2031                                                                                             | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    13084000 | PA      | $12659602.14   | 0.03%             | 2031-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NCMF TR 2025-MFS                                                                                            | NCMF TR 2025-MFS A VAR 06/10/2033 144A                                                                                           | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1466000 | PA      | $1470152.30    | 0.00%             | 2033-06-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                  | FISERV INC 5.45% 03/02/2028                                                                                                      | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1296084.30    | 0.00%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC                                      | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.5% 02/15/2028 144A                                      | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1131151.05    | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2042#AP0495                                                                                                 | CUSIP: 3138M3RR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1464047 | PA      | $1377600.79    | 0.00%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                                                    | BHP BILLITON FIN USA LTD 5.125% 02/21/2032                                                                                       | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     3269000 | PA      | $3375608.73    | 0.01%             | 2032-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 08/51#CB1310                                                                                                        | CUSIP: 3140QLN44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54645 | PA      | $43723.54      | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                          | DOMINICAN REPUBLIC 5.5% 02/22/2029 REGS                                                                                          | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      161000 | PA      | $162336.30     | 0.00%             | 2029-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 03/01/2048#FS8330                                                                                                   | CUSIP: 3140XQHG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1441619 | PA      | $1292621.06    | 0.00%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3.5% 05/25/2049                                                                                   | CUSIP: 3136B4NV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      158034 | PA      | $143074.83     | 0.00%             | 2049-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 07/01/2054#CB8821                                                                                                   | CUSIP: 3140QUYT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4681238 | PA      | $4823499.74    | 0.01%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                                            | SOCIETE GENERALE FRANCE 6.066%/VAR 01/19/2035 144A                                                                               | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1052000 | PA      | $1086348.48    | 0.00%             | 2035-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                                                 | COMMONWEALTH BANK AUSTRALIA 2.688% 03/11/2031 144A                                                                               | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      830000 | PA      | $750936.96     | 0.00%             | 2031-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV GEN RCPTS                                                                                      | OHIO ST UNIV GEN RCPTS BUILD AMERICA BONDS                                                                                       | CUSIP: 677632MV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      140000 | PA      | $136359.52     | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2024-VIS2                                                                   | JP MORGAN MORTGAGE TRUST SERIES 2024-VIS2 CSTR 11/25/2064 144A                                                                   | CUSIP: 46658DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      201000 | PA      | $203551.35     | 0.00%             | 2064-11-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                                           | ONEOK PARTNERS LP 6.65% 10/01/2036                                                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      542000 | PA      | $587109.20     | 0.00%             | 2036-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                                            | BERRY GLOBAL INC 5.8% 06/15/2031                                                                                                 | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     6820000 | PA      | $7221733.12    | 0.02%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                                                      | MARVELL TECHNOLOGY INC 5.75% 02/15/2029                                                                                          | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1467000 | PA      | $1530479.88    | 0.00%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                                              | PROTECTIVE LIFE GLOBAL FUNDING 1.9% 07/06/2028 144A                                                                              | CUSIP: 74368CBG8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1498158.81    | 0.00%             | 2028-07-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 4.5% 09/01/2040 #TBA                                                                                                   | CUSIP: 01F042491<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2433000 | PA      | $2427772.94    | 0.01%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 3% 09/25/2027                                                                                     | CUSIP: 3136A8PY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |       67245 | PA      | $1332.12       | 0.00%             | 2027-09-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 2 LTD / AGL CORE 2 LLC                                                                         | AGL CORE CLO 2 LTD / AGL CORE 2 LLC A1R TSFR3M+146 07/20/2037 144A                                                               | CUSIP: 001200AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251099.25     | 0.00%             | 2037-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2024-B                                                                       | AFFIRM ASSET SECURITIZATION TR 2024-B C 5.06% 09/15/2029 144A                                                                    | CUSIP: 00835AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $999357.00     | 0.00%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 5.50% 6/36 #651860                                                                                                          | CUSIP: 36292LE91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4904 | PA      | $5028.56       | 0.00%             | 2036-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                       | ENTERGY LA LLC 1.6% 12/15/2030                                                                                                   | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      218000 | PA      | $190761.67     | 0.00%             | 2030-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.587%/VAR 01/18/2036                                                                                             | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2505000 | PA      | $2589945.33    | 0.01%             | 2036-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC / SALLY CAP INC                                                                          | SALLY HOLDINGS LLC / CAP INC 6.75% 03/01/2032                                                                                    | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      645000 | PA      | $669182.99     | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                                                       | QUEST DIAGNOSTICS INC 6.4% 11/30/2033                                                                                            | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      150000 | PA      | $165264.92     | 0.00%             | 2033-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LAKESIDE PK CLO LTD / LAKESIDE PK CLO LLC                                                                   | LAKESIDE PK CLO LTD / LLC A TSFR3M+115 04/15/2038 144A                                                                           | CUSIP: 51218YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2529000 | PA      | $2528838.14    | 0.01%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                                            | WILLIAMS COS INC 3.75% 06/15/2027                                                                                                | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     2835000 | PA      | $2812508.95    | 0.01%             | 2027-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6% 10/01/2054#RJ2642                                                                                                   | CUSIP: 3142GS5C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3034226 | PA      | $3152037.32    | 0.01%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 1.875% 02/01/2033                                                                                 | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $927798.64     | 0.00%             | 2033-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3.5% 04/20/2045#MA2754                                                                                                   | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1059023 | PA      | $980949.85     | 0.00%             | 2045-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 3.5% 5/15/43 #AD2413                                                                                                   | CUSIP: 36180DVE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       66939 | PA      | $62682.84      | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2% 03/01/2051#BR4756                                                                                                   | CUSIP: 3140L3JA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32258 | PA      | $26103.19      | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TR                                                                                            | NLT 2025-INV1 XS TR VAR 02/25/2070 144A                                                                                          | CUSIP: 62916TAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9411684 | PA      | $167527.98     | 0.00%             | 2070-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 5.375% 05/30/2030 144A                                                                               | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1953000 | PA      | $2003914.71    | 0.00%             | 2030-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 08/01/2052#QE8091                                                                                                   | CUSIP: 3133BH7C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      827534 | PA      | $773161.71     | 0.00%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                                                          | REGIONAL MANAGEMENT ISSUANCE TRUST 5.11% 12/15/2033 144A                                                                         | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      125000 | PA      | $125882.81     | 0.00%             | 2033-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                                                | MEXICO UNITED MEXICAN STATES 6.35% 02/09/2035                                                                                    | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1200000 | PA      | $1242000.00    | 0.00%             | 2035-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                                                  | BP CAP MARKETS AMERICA INC 2.721% 01/12/2032                                                                                     | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     1002000 | PA      | $902597.58     | 0.00%             | 2032-01-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DESSERT HOLDINGS INC                                                                                        | DESSERT HOLDINGS TERM 1LN 6/9/2028                                                                                               | CUSIP: 05552DAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      231313 | PA      | $231370.89     | 0.00%             | 2028-06-09      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                                                  | VMWARE INC 3.9% 08/21/2027                                                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      500000 | PA      | $497183.37     | 0.00%             | 2027-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                                                          | POLAND REPUBLIC OF 5.375% 02/12/2035                                                                                             | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      285000 | PA      | $291840.00     | 0.00%             | 2035-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3% 12/15/2032                                                                                     | CUSIP: 3137AXFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       49279 | PA      | $3410.46       | 0.00%             | 2032-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 5.00% 10/38 #782431                                                                                                      | CUSIP: 36241KVY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10438 | PA      | $10603.23      | 0.00%             | 2038-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: USD/INR settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $5.85          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 4.95% 03/14/2052                                                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      606000 | PA      | $499059.96     | 0.00%             | 2052-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 3.5% 09/01/2040 #TBA                                                                                                   | CUSIP: 01F032492<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      578000 | PA      | $559621.39     | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6% 11/01/2054#RJ2748                                                                                                   | CUSIP: 3142GTBS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1572514 | PA      | $1628164.83    | 0.00%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                                              | TARGA RES CORP 4.95% 04/15/2052                                                                                                  | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      657000 | PA      | $543489.14     | 0.00%             | 2052-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                         | MSCS SWAP CY885799 12/15/56 S                                                                                                    | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DCR              | CORP              | US        |      900000 | NC      | $-12079.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 4.50% 2/41 #A96876                                                                                                          | CUSIP: 312945T99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53547 | PA      | $53568.49      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                                               | MODIVCARE INC PIK STEP 10/01/2029 144A                                                                                           | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     1115100 | PA      | $34846.88      | 0.00%             | 2029-10-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 06/01/2042#U90690                                                                                                 | CUSIP: 3132H3XT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22578 | PA      | $21253.82      | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 01/01/2043#AB7457                                                                                                 | CUSIP: 31417EJB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      225752 | PA      | $207288.58     | 0.00%             | 2043-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP                                                           | ICAHN ENTERPRISES LP/FIN CORP 10% 11/15/2029 144A                                                                                | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | PA      | $282116.95     | 0.00%             | 2029-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2041#AI8715                                                                                                 | CUSIP: 3138ANVH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55971 | PA      | $55814.54      | 0.00%             | 2041-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 8/35 #003747                                                                                                          | CUSIP: 36202EEU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21140 | PA      | $21447.65      | 0.00%             | 2035-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2051#FM9632                                                                                                   | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2168394 | PA      | $1905656.16    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 04/01/2052#FA2174                                                                                                 | CUSIP: 3140W2MY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4908178 | PA      | $4132736.68    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TR 2007-1                                                                                | BEAR STEARNS ALT-A TR 2007-1 21A1 CSTR 01/25/2047                                                                                | CUSIP: 07386XAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      180874 | PA      | $88182.02      | 0.00%             | 2047-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                                                                         | ASCEND LEARNING TERM B 1LN 12/11/2028                                                                                            | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |      249375 | PA      | $249140.59     | 0.00%             | 2028-12-11      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 03/01/2036#CA9438                                                                                                   | CUSIP: 3140QHPY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141350 | PA      | $129831.79     | 0.00%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                            | BAT CAPITAL CORP 5.35% 08/15/2032                                                                                                | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3448189.37    | 0.01%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                                          | AUTONATION INC DEL CP 0% 09/02/2025                                                                                              | CUSIP: 05330LW25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9700000 | PA      | $9694604.86    | 0.02%             | 2025-09-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRALEE CLO VI LTD                                                                                           | TRALEE CLO VI LTD A1RR TSFR3M+122 10/25/2032 144A                                                                                | CUSIP: 89289EBL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4027204 | PA      | $4027308.84    | 0.01%             | 2032-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC                                                  | BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC 9.5% 07/01/2032 144A                                                  | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $316310.47     | 0.00%             | 2032-07-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 03/20/2072#CK2802                                                                                                    | CUSIP: 3617XXDF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      584323 | PA      | $609702.80     | 0.00%             | 2072-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                         | GLOBAL PAYMENTS INC 2.9% 05/15/2030                                                                                              | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      246000 | PA      | $227055.24     | 0.00%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 5.5% 05/01/2053#RA9058                                                                                                 | CUSIP: 3133KRB37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4134175 | PA      | $4213711.23    | 0.01%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST_B                                                                              | GSMS 2015-GS1 A3 3.734% 11/48                                                                                                    | CUSIP: 36252AAC0<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |     8730005 | PA      | $8703669.59    | 0.02%             | 2048-11-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 05/01/2052#FS6300                                                                                                   | CUSIP: 3140XNAA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4022154 | PA      | $3523489.36    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV GEN RCPTS                                                                                      | OHIO ST UNIV TXBL-SER A                                                                                                          | CUSIP: 677632PA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1503000 | PA      | $1235136.54    | 0.00%             | 2111-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NIGERIA REPUBLIC OF                                                                                         | NIGERIA REPUBLIC 6.5% 11/28/2027 REGS                                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      300000 | PA      | $300468.00     | 0.00%             | 2027-11-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                                                   | WYETH LLC 5.95% 04/01/2037                                                                                                       | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |       32000 | PA      | $34136.56      | 0.00%             | 2037-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                                                                           | BARRICK NORTH AMER FIN LLC 5.7% 05/30/2041                                                                                       | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2830000 | PA      | $2851997.59    | 0.01%             | 2041-05-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 10/01/2051#RA6076                                                                                                   | CUSIP: 3133KMXD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4576810 | PA      | $3690700.89    | 0.01%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 07/20/2046#MA3805                                                                                                   | CUSIP: 36179SGN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      241723 | PA      | $239082.20     | 0.00%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 5.4% 09/01/2035                                                                                            | CUSIP: 341081EU7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17551.02      | 0.00%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2024-2 ISSUER TRUST                                                                      | STREAM INNOVATIONS 2024-2A C 9.05% 02/15/2045 144A                                                                               | CUSIP: 86324EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1108272.59    | 0.00%             | 2045-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.67% 04/01/2034#BS5184                                                                                                | CUSIP: 3140LFXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      585106 | PA      | $509847.74     | 0.00%             | 2034-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                                                              | VOC ESCROW LTD 5% 02/15/2028 144A                                                                                                | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1400000 | PA      | $1391909.68    | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 08/01/2051#FM9973                                                                                                   | CUSIP: 3140XECK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1298111 | PA      | $1142039.83    | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                                               | TRANSDIGM INC 6.75% 01/31/2034 144A                                                                                              | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      220000 | PA      | $227097.57     | 0.00%             | 2034-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                                                 | AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A                                                                               | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     3477000 | PA      | $3471083.75    | 0.01%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 10/01/2046#BE0280                                                                                                 | CUSIP: 3140FKJ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41669 | PA      | $38565.09      | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                                                                           | CHASE ISSUANCE TR 24-A2 A 4.63% 01/15/2031                                                                                       | CUSIP: 161571HW7<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1227520.32    | 0.00%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR                                                                                       | BAYVIEW COML ASSET TR TSFR1M+78.948 01/25/2036 144A                                                                              | CUSIP: 07324SCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7867 | PA      | $7442.96       | 0.00%             | 2036-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                                                 | PAYCHEX INC 5.6% 04/15/2035                                                                                                      | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      480000 | PA      | $496808.93     | 0.00%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2042#C03901                                                                                                 | CUSIP: 31292LKN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      207325 | PA      | $196947.84     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                   | OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030                                                                                      | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      420000 | PA      | $446352.06     | 0.00%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.625% 10/15/2036                                                                                             | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      900000 | PA      | $971357.74     | 0.00%             | 2036-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                                              | MORGAN STANLEY PRIVATE BANK NA 4.466%/VAR 07/06/2028                                                                             | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      605000 | PA      | $607752.36     | 0.00%             | 2028-07-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FINANCE LLC                                                                                | HILTON TERM B 1LN 11/08/2030                                                                                                     | CUSIP: 43289DAK9<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |      934016 | PA      | $935145.89     | 0.00%             | 2030-11-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | FX Forward: MXN/USD settle 2025-09-17                                                                                            | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1835.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2044#AV2400                                                                                                 | CUSIP: 3138XDU24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5708 | PA      | $5683.78       | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.66% 08/01/2029#BL3509                                                                                                | CUSIP: 3140HU3T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      644103 | PA      | $614064.47     | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNGT 02-T19 A1 6.5% 7/42                                                                                                         | CUSIP: 31392GVP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        6676 | PA      | $6888.35       | 0.00%             | 2042-07-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP: EUR 2.196000 11/05/2054 EUR                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -740000 | NC      | $120200.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOHLS CORP                                                                                                  | KOHLS CORP 5.125% 05/01/2031                                                                                                     | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78680.58      | 0.00%             | 2031-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST UNIV REVS                                                                                       | MI ST UNIV 4.165% 8/15/2122                                                                                                      | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3660000 | PA      | $2596519.66    | 0.01%             | 2122-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                      | DIAMONDBACK ENERGY INC 5.55% 04/01/2035                                                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5334282.93    | 0.01%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6% 06/15/2048                                                                                                 | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2369000 | PA      | $2271177.85    | 0.01%             | 2048-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                        | FREEPORT-MCMORAN INC 5.25% 09/01/2029                                                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      305000 | PA      | $309283.42     | 0.00%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                                      | MOTOROLA SOLUTIONS INC 4.6% 02/23/2028                                                                                           | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1086601.43    | 0.00%             | 2028-02-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF TECHNOLOGY                                                                          | CALIFORNIA INST TECHNOLOGY 3.65% 09/01/2119                                                                                      | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |      535000 | PA      | $336720.27     | 0.00%             | 2119-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                                                   | FEDERAL FARM CREDIT BANKS 2.46% 02/05/2035                                                                                       | CUSIP: 3133ELLH5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      765000 | PA      | $643594.72     | 0.00%             | 2035-02-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HLDGS CORP                                                                                | CLARIVATE SCIENCE HLDGS CORP 3.875% 07/01/2028 144A                                                                              | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      452000 | PA      | $436082.05     | 0.00%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                                                    | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM C TSFR1M+219.158 12/15/2039 144A                                                | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      962000 | PA      | $964398.27     | 0.00%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                                               | MODIVCARE TERM 1LN 1/12/2026                                                                                                     | CUSIP: 60783LAD2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |      426537 | PA      | $189808.87     | 0.00%             | 2026-01-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2024-5C29                                                                                      | BBCMS MTG TR 2024-5C29 XB CSTR 09/15/2057                                                                                        | CUSIP: 05555PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   147436000 | PA      | $5544669.88    | 0.01%             | 2057-09-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 01/01/2054#RJ0706                                                                                                 | CUSIP: 3142GQYC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4155029 | PA      | $4356717.26    | 0.01%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1                                                            | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1 6.27% 02/20/2049 144A                                                           | CUSIP: 38237EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       31936 | PA      | $32734.81      | 0.00%             | 2049-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 6% 04/15/2029                                                                                     | CUSIP: 3133TKCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |          97 | PA      | $99.08         | 0.00%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                                             | CANO HEALTH LLC WT                                                                                                               | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |         279 | NS      | $956.97        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 7.00% 6/33 #995656                                                                                                          | CUSIP: 31416CBZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1360 | PA      | $1429.63       | 0.00%             | 2033-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RENEW 2017-1                                                                                                | RENEW 2017-1 3.67% 09/20/2052 144A                                                                                               | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       22824 | PA      | $21394.72      | 0.00%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                                  | CARVANA CO PIK VAR 12/01/2028 144A                                                                                               | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      709019 | PA      | $725163.36     | 0.00%             | 2028-12-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.0% 11/01/2041#Q04673                                                                                                 | CUSIP: 3132GK2E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      142371 | PA      | $138668.38     | 0.00%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                         | FIFTH THIRD BANCORP 6.339%/VAR 07/27/2029                                                                                        | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     2815000 | PA      | $2971296.71    | 0.01%             | 2029-07-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2019-C4                                                                                        | BBCMS MTG TR 2019-C4 2.661% 08/15/2052                                                                                           | CUSIP: 07335CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3471290 | PA      | $3308743.53    | 0.01%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+1134.965 06/16/2033                                                                        | CUSIP: 38373QS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |         636 | PA      | $630.91        | 0.00%             | 2033-06-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                                              | OMEGA HEALTHCARE INVESTORS INC 5.25% 01/15/2026                                                                                  | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     5841000 | PA      | $5841468.21    | 0.01%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 08/01/2052#SD8238                                                                                                 | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10957537 | PA      | $10597504.12   | 0.02%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6.5% 09/01/2053#RA9868                                                                                                 | CUSIP: 3133KR6D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      299625 | PA      | $311922.14     | 0.00%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER (MAURITIUS) PTE LTD                                                                   | CLEAN RENEWABLE POWER (MAURITIUS) PTE LTD 4.25% 03/25/2027 REGS                                                                  | CUSIP: N/A<br>LEI: 2138003P9CSDW7P4MT75       | Long             | DBT              | CORP              | MU        |     1127000 | PA      | $1097416.25    | 0.00%             | 2027-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 11/01/2051#BU3612                                                                                                   | CUSIP: 3140M5AN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      671322 | PA      | $627685.50     | 0.00%             | 2051-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 0741#AL8558                                                                                                         | CUSIP: 3138ETQL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      691238 | PA      | $729072.05     | 0.00%             | 2041-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                                                         | NUSTAR LOGISTICS LP 5.625% 04/28/2027                                                                                            | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       58000 | PA      | $58310.07      | 0.00%             | 2027-04-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.00% 10/41 #479430                                                                                                         | CUSIP: 36209RST1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       97658 | PA      | $94665.66      | 0.00%             | 2041-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | IFS 2.3300 08/15/2055 CPT                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -851070 | NC      | $-158.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                                                       | CELANESE US HLDGS LLC 6.5% 04/15/2030                                                                                            | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      150000 | PA      | $151366.80     | 0.00%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                                       | TRUIST FINANCIAL CORP 5.122%/VAR 01/26/2034                                                                                      | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1042331.03    | 0.00%             | 2034-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 6.1% 01/15/2029                                                                                      | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      483000 | PA      | $504003.53     | 0.00%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                                                   | ARIZONA PUBLIC SERVICE CO 2.2% 12/15/2031                                                                                        | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2127895.26    | 0.00%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                                               | METHANEX CORP 5.25% 12/15/2029                                                                                                   | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $49675.09      | 0.00%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2039#AS2011                                                                                                   | CUSIP: 3138WBGV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      883203 | PA      | $862022.63     | 0.00%             | 2039-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                                 | EXELON CORP 4.95% 06/15/2035                                                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2924.28       | 0.00%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                                                   | MATADOR RES CO 6.25% 04/15/2033 144A                                                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      340000 | PA      | $342513.37     | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 3.875% 03/17/2028                                                                                             | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1220000 | PA      | $1193318.60    | 0.00%             | 2028-03-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2024-CES3                                                                                    | TOWD POINT MORTGAGE TRUST 2024-CES3 6.29% 05/25/2064 144A                                                                        | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1486462 | PA      | $1499566.03    | 0.00%             | 2064-05-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                         | NOMURA HOLDINGS INC 2.608% 07/14/2031                                                                                            | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     1155000 | PA      | $1034855.51    | 0.00%             | 2031-07-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: BRL/USD settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $509494.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 05/01/2041#G06493                                                                                                 | CUSIP: 3128M8RN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6022 | PA      | $6020.16       | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 4.0% 09/01/2040#A93824                                                                                                 | CUSIP: 312942G90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      393786 | PA      | $383602.20     | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIEMAE 20YR 3.5% 05/01/2036#BM3697                                                                                            | CUSIP: 3140J8DB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76916 | PA      | $75184.10      | 0.00%             | 2036-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                                                                 | ASBURY AUTOMOTIVE GROUP INC 5% 02/15/2032 144A                                                                                   | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      215000 | PA      | $206698.89     | 0.00%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 2.943%/VAR 01/21/2033                                                                                             | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6859000 | PA      | $6178524.23    | 0.01%             | 2033-01-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 20YR 1.5% 04/01/2041#RB5107                                                                                                 | CUSIP: 3133KYU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1286152 | PA      | $1073681.08    | 0.00%             | 2041-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                     | MPLX LP 5.2% 12/01/2047                                                                                                          | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1795000 | PA      | $1553314.52    | 0.00%             | 2047-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2051#FM7401                                                                                                 | CUSIP: 3140XBGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2973533 | PA      | $2513037.68    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                                                | SBA TOWER TR 2.328% 07/15/2052 144A                                                                                              | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2105000 | PA      | $2002380.41    | 0.00%             | 2052-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 07/01/2050#CA6312                                                                                                   | CUSIP: 3140QEAN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2847610 | PA      | $2509692.62    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                                                    | EXPORT IMPORT BANK KOREA 5.125% 01/11/2033                                                                                       | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |      515000 | PA      | $535613.52     | 0.00%             | 2033-01-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HIH TRUST 2024-61P                                                                                          | HIH TRUST 2024-61P C TSFR1M+284.1 10/15/2041 144A                                                                                | CUSIP: 40444VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      197051 | PA      | $197297.07     | 0.00%             | 2041-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MAINSTAY FDS                                                                                                | NYLI MacKay U.S. Infrastructure Bd Cl A                                                                                          | CUSIP: 56062F764<br>LEI: 5493003Y7K55IDIMKI62 | Long             | EC               | RF                | US        |    47092405 | NS      | $357902277.55  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHTNING POWER LLC                                                                                         | LIGHTNING POWER LLC 7.25% 08/15/2032 144A                                                                                        | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |      295000 | PA      | $312951.34     | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 7.5% 03/20/2026 144A                                                                                         | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |     1392000 | PA      | $1378080.00    | 0.00%             | 2026-03-20      | Fixed         | 0.07%                 | No            |                  3 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                                         | SUMITOMO MITSUI FINL GRP INC 5.316% 07/09/2029                                                                                   | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     6100000 | PA      | $6319870.05    | 0.01%             | 2029-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST                                                                                | COMM 2024-CBM MORTGAGE TRUST VAR 12/10/2041 144A                                                                                 | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $112017.28     | 0.00%             | 2041-12-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.0% 08/20/2044#MA2149                                                                                                   | CUSIP: 36179QL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      625495 | PA      | $600985.38     | 0.00%             | 2044-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      180000 | NC      | $28783.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                                                       | JPMORGAN CHASE and CO 5.766%/VAR 04/22/2035                                                                                      | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4735000 | PA      | $5000124.20    | 0.01%             | 2035-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | IFS 2.237500 8/15/2055 CPT                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |     -647974 | NC      | $-942.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT TSFR1M+611.552 06/20/2038                                                                         | CUSIP: 38375QA58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |       16656 | PA      | $1800.83       | 0.00%             | 2038-06-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | SWP EUR 2.513000 02/20/2054 EUR                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -1633000 | NC      | $149572.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EFMT 2025-INV3                                                                                              | EFMT 2025-INV3 5.444% 07/25/2070 144A                                                                                            | CUSIP: 26847NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4418234 | PA      | $4449853.76    | 0.01%             | 2070-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 8.875%/VAR PERP REGS                                                                                                | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EP               | CORP              | GB        |      300000 | PA      | $427274.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TR 2025-TAIL                                                                                             | BX TR 2025-TAIL A VAR 06/15/2035 144A                                                                                            | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1727000 | PA      | $1729158.75    | 0.00%             | 2035-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                            | ATLAS LUXCO 4 SARL / ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP 4.625% 06/01/2028 144A                          | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1005233.24    | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR3 TRUST                                                                              | FIRSTKEY HOMES 2022-SFR3 TRUST 0% 07/17/2038 144A                                                                                | CUSIP: 33768EAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1883747.00    | 0.00%             | 2038-07-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34598                                                                                                   | CUSIP: 31307RDB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23565 | PA      | $23046.32      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 5% 10/01/2055 #TBA                                                                                                       | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    41700000 | PA      | $41222530.83   | 0.09%             | 2055-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 4.50% 3/41 #783276                                                                                                          | CUSIP: 36241LT97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8460 | PA      | $8429.60       | 0.00%             | 2041-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 9/41 #AJ1131                                                                                                          | CUSIP: 3138ASHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16505 | PA      | $16451.39      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK CR CARD ISSUANCE TR                                                                                | CITIBANK CR CARD ISSUANCE TR 4.49% 06/21/2032                                                                                    | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |     4600000 | PA      | $4680177.08    | 0.01%             | 2032-06-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 06/01/2047#Q48754                                                                                                   | CUSIP: 3132WNWQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2055506 | PA      | $1961492.56    | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 05/01/2047#BM1906                                                                                                   | CUSIP: 3140J6DL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      120195 | PA      | $115189.46     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MORTGAGE LOAN TRUST 2025-RP1 M1 VAR 01/25/2064 144A                                                                    | CUSIP: 17332HAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      345112 | PA      | $242825.19     | 0.00%             | 2064-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029                                  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4171000 | PA      | $4384263.44    | 0.01%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.00% 4/42 #AK8237                                                                                                          | CUSIP: 3138EDEK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107561 | PA      | $104493.82     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BEAR STRNS ASSET BACKED SECS I TR                                                                           | BEAR STRNS ASSET BCKD SEC I TR STEP 04/25/2036                                                                                   | CUSIP: 07387UFW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      573158 | PA      | $523155.01     | 0.00%             | 2036-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMSR 2023-SFR2 TRUST                                                                                        | AMSR 2023-SFR2 TRUST 3.95% 06/17/2040 144A                                                                                       | CUSIP: 00178YAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3100000 | PA      | $2905335.81    | 0.01%             | 2040-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 02/01/2046#Q39899                                                                                                   | CUSIP: 3132QW7M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18907 | PA      | $18107.05      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                                              | OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027                                                                                   | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1501645.64    | 0.00%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                                                      | COX COMMUNICATIONS INC 5.45% 09/15/2028 144A                                                                                     | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     7220000 | PA      | $7452796.05    | 0.02%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BTIG, LLC                                                                                                   | FX Forward: USD/AUD settle 2025-10-10                                                                                            | CUSIP: N/A<br>LEI: 549300GTG9PL6WO3EC51       | N/A              | DFE              | CORP              | US        |           1 | NC      | $1209.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 03/01/2044#Q25336                                                                                                 | CUSIP: 3132M5SZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23563 | PA      | $23464.03      | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 09/01/2052#FS3392                                                                                                   | CUSIP: 3140XJXW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87884 | PA      | $82521.98      | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2048#CA2163                                                                                                 | CUSIP: 3140Q9MM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1596817 | PA      | $1569300.75    | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6% 09/01/2053#DA1025                                                                                                   | CUSIP: 3140A1D79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98874 | PA      | $101239.51     | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2025-RP1                                                                                | CITIGROUP MTG LN TR 2025-RP1 3.701119% 01/25/2064 144A                                                                           | CUSIP: 17332HAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      123021 | PA      | $38944.74      | 0.00%             | 2064-01-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 06/01/2047#BE3671                                                                                                   | CUSIP: 3140FPCH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1674306 | PA      | $1591505.11    | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                                            | ABN AMRO BANK NV 6.575%/VAR 10/13/2026 144A                                                                                      | CUSIP: 00084DBC3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     4600000 | PA      | $4611169.35    | 0.01%             | 2026-10-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS JERSEY BORROWER SPV LTD                                                                | VANTAGE DATA CENTERS JERSEY BORROWER SPV LTD 6.172% 05/28/2039 REGS                                                              | CUSIP: N/A<br>LEI: 213800S5S638C9IBQ379       | Long             | ABS-CBDO         | CORP              | JE        |      200000 | PA      | $275306.97     | 0.00%             | 2039-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                                                 | GARTNER INC 3.625% 06/15/2029 144A                                                                                               | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     2436000 | PA      | $2325903.52    | 0.01%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CA REVS                                                                                          | UNIV OF CALIFORNIA CA REVENUESTXBL-GEN-SER AD                                                                                    | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      280000 | PA      | $231977.93     | 0.00%             | 2112-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NATL ASSN MCLEAN VA                                                                             | CAPITAL ONE NATL ASN MCLEAN VA 4.65% 09/13/2028                                                                                  | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |      500000 | PA      | $506167.40     | 0.00%             | 2028-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC TR 2014-USA                                                                                            | CSMC TR 2014-USA 3.953% 09/15/2037 144A                                                                                          | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5001000 | PA      | $4588467.51    | 0.01%             | 2037-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE                                                                                                  | GINNIE MAE II 6.5% 07/20/2053#CV0172                                                                                             | CUSIP: 3618BVFM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1448584 | PA      | $1525944.21    | 0.00%             | 2053-07-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 3/42 #794581                                                                                                          | CUSIP: 36177PCT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       30754 | PA      | $29001.51      | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 4.5% 08/15/2039                                                                                      | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4348000 | PA      | $4317088.42    | 0.01%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LT                                                                                             | FLATIRON CLO LT A1R TSFR3M+136 10/19/2037 144A                                                                                   | CUSIP: 33883PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6432000 | PA      | $6449964.58    | 0.01%             | 2037-10-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.50% 4/41 #005017                                                                                                       | CUSIP: 36202FSE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      351682 | PA      | $349820.99     | 0.00%             | 2041-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC                                                                                             | PPL CAP FDG INC 5.25% 09/01/2034                                                                                                 | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      150000 | PA      | $152364.45     | 0.00%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                                         | CHENIERE ENERGY INC 4.625% 10/15/2028                                                                                            | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      895000 | PA      | $894297.85     | 0.00%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CZ030008 12/17/57 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |      300000 | NC      | $19939.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                        | LOCKHEED MARTIN CORP 4.8% 08/15/2034                                                                                             | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      130000 | PA      | $130406.45     | 0.00%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 LP                                                                                                 | CARS-DB4 LP 4.95% 02/15/2050 144A                                                                                                | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      292260 | PA      | $265807.58     | 0.00%             | 2050-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                                              | SERVICENOW INC 1.4% 09/01/2030                                                                                                   | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $880581.26     | 0.00%             | 2030-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 05/01/2053#FS5943                                                                                                 | CUSIP: 3140XMS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4605532 | PA      | $3851999.52    | 0.01%             | 2053-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                                          | MITSUBISHI UFJ FIN GRP INC 5.422%/VAR 02/22/2029                                                                                 | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2350000 | PA      | $2418959.53    | 0.01%             | 2029-02-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 5.192%/VAR 04/17/2031                                                                                             | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6644000 | PA      | $6848468.70    | 0.02%             | 2031-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                                                  | ALLIANZ SE 5.6%/VAR 09/03/2054 144A                                                                                              | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $812960.80     | 0.00%             | 2054-09-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                                           | BERKSHIRE HATHAWAY ENERGY COMPANY 5.15% 11/15/2043                                                                               | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       90000 | PA      | $85533.02      | 0.00%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                                                     | FHLM 30YR 6.5% 01/01/2055#RJ3308                                                                                                 | CUSIP: 3142GTVA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1709278 | PA      | $1791313.42    | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REP OF                                                                                    | PAKISTAN ISLAMIC REP OF 6.875% 12/05/2027 144A                                                                                   | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      200000 | PA      | $197100.00     | 0.00%             | 2027-12-05      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 05/01/2053#SD3567                                                                                                 | CUSIP: 3132DQ6C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3193132 | PA      | $3095200.03    | 0.01%             | 2053-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 02/01/2036#CA9152                                                                                                 | CUSIP: 3140QHE27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1042040 | PA      | $983998.60     | 0.00%             | 2036-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                                         | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                                                        | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      200000 | PA      | $183476.56     | 0.00%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                        | FX Forward: EUR/USD settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |           1 | NC      | $1203.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                | BARCLAYS PLC 4.476%/VAR 11/11/2029                                                                                               | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     5605000 | PA      | $5615035.86    | 0.01%             | 2029-11-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 01/01/2052#SD2072                                                                                                   | CUSIP: 3132DPJR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      394049 | PA      | $318496.42     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                 | FX Forward: EUR/USD settle 2025-10-03                                                                                            | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |           1 | NC      | $593.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL INC                                                                                   | BRINKER INTERNATIONAL INC 8.25% 07/15/2030 144A                                                                                  | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1568410.28    | 0.00%             | 2030-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                                              | CITI SWAP REC 3.753 10/31/29                                                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DIR              | CORP              | US        |     7700000 | NC      | $221802.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO V DAC                                                                                    | HAYFIN EMERALD CLO V DAC AR 3MEUR+121 11/17/2037 144A                                                                            | CUSIP: N/A<br>LEI: 549300FO5F55WI5RCR50       | Long             | ABS-CBDO         | CORP              | IE        |    10000000 | PA      | $11695864.70   | 0.03%             | 2037-11-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 09/01/2046#AS7877                                                                                                 | CUSIP: 3138WHXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      526350 | PA      | $451745.52     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CASTELL 2025-1 PLC                                                                                          | CASTELL 2025-1 X1 PLC SONIO+415 01/27/2062 REGS                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |       82544 | PA      | $111658.12     | 0.00%             | 2062-01-27      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                                             | BANK 2019-BNK20 2.6% 10/17/2052                                                                                                  | CUSIP: 06540BBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4086706 | PA      | $3844636.88    | 0.01%             | 2052-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                      | FX Forward: BRL/USD settle 2025-10-02                                                                                            | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              | CORP              | US        |           1 | NC      | $119666.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                                   | CWALT INC 6% 10/25/2034                                                                                                          | CUSIP: 12667FRY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        5165 | PA      | $5262.50       | 0.00%             | 2034-10-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST 2024-WOLF                                                                                  | GREAT WOLF TRUST 2024-WOLF TSFR1M+154.2 03/15/2039 144A                                                                          | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100406.25     | 0.00%             | 2039-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                                           | TELUS CORPORATION 6.625%/VAR 10/15/2055                                                                                          | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $101733.54     | 0.00%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2021-B                                                                       | MARINER FINANCE ISSUANCE TRUST 2021-B 4.68% 11/20/2036 144A                                                                      | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $2790125.40    | 0.01%             | 2036-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 03/01/2046#AL8321                                                                                                   | CUSIP: 3138ETG75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      633228 | PA      | $606860.00     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                                   | OCCIDENTAL PETROLEUM CORP 5.2% 08/01/2029                                                                                        | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $6229261.20    | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                                            | CENTENE CORP 4.25% 12/15/2027                                                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     5569000 | PA      | $5438429.78    | 0.01%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AQUA FIN TR 2020-A                                                                                          | AQUA FINANCE TRUST 2020-A 2.79% 07/17/2046 144A                                                                                  | CUSIP: 038413AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1279363 | PA      | $1226677.04    | 0.00%             | 2046-07-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                                                       | KENTUCKY UTILITIES CO 5.125% 11/01/2040                                                                                          | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34029.14      | 0.00%             | 2040-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 10/01/2048#MA3496                                                                                                 | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43350 | PA      | $42372.77      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2.5% 05/01/2031#AS7126                                                                                                 | CUSIP: 3138WG4L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      672910 | PA      | $651107.26     | 0.00%             | 2031-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+160 08/25/2054                                                                                | CUSIP: 3136BVVD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2739276 | PA      | $2758983.30    | 0.01%             | 2054-08-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                           | HSBC HOLDINGS PLC 5.13%/VAR 03/03/2031                                                                                           | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      610000 | PA      | $624877.33     | 0.00%             | 2031-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 MTG TR                                                                                        | DBJPM 2017-C6 MTG TR 3.269% 06/10/2050                                                                                           | CUSIP: 23312JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      114812 | PA      | $112980.87     | 0.00%             | 2050-06-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 5.333%/VAR 03/27/2036                                                                                              | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      905000 | PA      | $914544.10     | 0.00%             | 2036-03-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS and CO LLC (GOV REPO)                                                                         | GSCOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |       20000 | NC      | $3198.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 4.3% 07/15/2029 144A                                                                                    | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2146000 | PA      | $2124800.82    | 0.00%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                                                          | PANAMA REPUBLIC OF 6.4% 02/14/2035                                                                                               | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      370000 | PA      | $372220.00     | 0.00%             | 2035-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TWY AUTH ST PERS                                                                                | NYS TWY PIT 5% 3/15/2059                                                                                                         | CUSIP: 650028C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      740000 | PA      | $741699.71     | 0.00%             | 2059-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                                                     | SANTANDER HLDGS USA INC 5.353%/VAR 09/06/2030                                                                                    | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     5282000 | PA      | $5426027.73    | 0.01%             | 2030-09-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL4 TRUST                                                                                        | CSMC 2021-RPL4 TRUST VAR 12/27/2060 144A                                                                                         | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3542455 | PA      | $3636891.63    | 0.01%             | 2060-12-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                                                | AT and T INC 4.75% 05/15/2046                                                                                                    | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5130000 | PA      | $4466568.85    | 0.01%             | 2046-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                                                     | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                                                        | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |      329175 | PA      | $156769.59     | 0.00%             | 2028-10-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 2430 WF 6.5 3/32                                                                                                             | CUSIP: 31339NW36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        4118 | PA      | $4292.08       | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                                          | EXPAND ENERGY CORP 4.75% 02/01/2032                                                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     5484000 | PA      | $5337761.46    | 0.01%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF 2025-7 DF SOFR30A+140 09/25/2054                                                                      | CUSIP: 3136BUWX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2604908 | PA      | $2614378.43    | 0.01%             | 2054-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.4% 10/01/2047                                                                                               | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7051000 | PA      | $6282125.47    | 0.01%             | 2047-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                                                   | UST BILLS 0% 10/21/2025                                                                                                          | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4173000 | PA      | $4149414.16    | 0.01%             | 2025-10-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 6.5%/VAR PERP                                                                                                 | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     3770000 | PA      | $3783726.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                                            | WAND NEWCO 3 INC 7.625% 01/30/2032 144A                                                                                          | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      465000 | PA      | $491976.51     | 0.00%             | 2032-01-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 5.75% 09/20/2036                                                                                  | CUSIP: 38376F6M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |        1178 | PA      | $1203.65       | 0.00%             | 2036-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG'06 PTY LTD                                                                                | FMG RES AUGUST 2006 PTY LTD 4.375% 04/01/2031 144A                                                                               | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      135000 | PA      | $128367.61     | 0.00%             | 2031-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 7% 06/20/2032#738210                                                                                                     | CUSIP: 3620ASDP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2828 | PA      | $2919.47       | 0.00%             | 2032-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 20YR 2% 11/01/2040#                                                                                                         | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9082422 | PA      | $7900053.34    | 0.02%             | 2040-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                                        | LXP INDUSTRIAL TRUST 6.75% 11/15/2028                                                                                            | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      455000 | PA      | $483728.32     | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                                                        | OLYMPUS WATER US HOLDING CORPORATION 9.75% 11/15/2028 144A                                                                       | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209670.60     | 0.00%             | 2028-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF                                                                                        | ROMANIA REPUBLIC OF 5.625% 05/30/2037 144A                                                                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1800000 | PA      | $2012384.77    | 0.00%             | 2037-05-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                                              | DEUTSCHE BANK AG NEW YORK BNCH 4.999%/VAR 09/11/2030                                                                             | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3353391.20    | 0.01%             | 2030-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2019-1 LTD                                                                                | PALMER SQUARE CLO 2019-1 LTD A1R2 TSFR3M+125 08/14/2038 144A                                                                     | CUSIP: 69700GAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1100000.00    | 0.00%             | 2038-08-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                     | HCA INC CP 0% 09/15/2025                                                                                                         | CUSIP: 40412BWF6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7682303.86    | 0.02%             | 2025-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 09/01/2044#AW8329                                                                                                 | CUSIP: 3138XYHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7830 | PA      | $7756.08       | 0.00%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: CAD/USD settle 2025-09-02                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $189471.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 8/40 #G08417                                                                                                          | CUSIP: 3128MJPB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      100384 | PA      | $102076.61     | 0.00%             | 2040-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 01/01/2048#BJ8238                                                                                                   | CUSIP: 3140HAEL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      135912 | PA      | $129106.09     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020                                                                          | VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A                                                                         | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3760000 | PA      | $3217012.01    | 0.01%             | 2042-10-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 2.5% 01/20/2052#785831                                                                                                   | CUSIP: 3622ABLL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2034473 | PA      | $1718270.85    | 0.00%             | 2052-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2021-IP                                                                                 | GSMS 2021-IP B TSFR1M+166.448 10/15/2036 144A                                                                                    | CUSIP: 36262MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      601000 | PA      | $597995.00     | 0.00%             | 2036-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                                                     | ATI INC 5.875% 12/01/2027                                                                                                        | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      348000 | PA      | $347491.61     | 0.00%             | 2027-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                          | VICI PROPERTIES LP 4.95% 02/15/2030                                                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     7365000 | PA      | $7447553.77    | 0.02%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 0% 06/25/2035                                                                                     | CUSIP: 31394EBS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |         469 | PA      | $339.01        | 0.00%             | 2035-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR3 TR                                                                           | PROGRESS RESIDENTIAL 2022-SFR3 TR 6.6% 04/17/2039 144A                                                                           | CUSIP: 74331UAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2169037 | PA      | $2163803.76    | 0.00%             | 2039-04-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NORTHWEST TEX INDPT SCH DIST                                                                                | NORTHWEST TEX I 0% 2/15/2055                                                                                                     | CUSIP: 667826HF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1070000 | PA      | $1080956.69    | 0.00%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                                           | HEALTHPEAK PROPERTIES TERM DD 1LN 8/20/2027                                                                                      | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              | CORP              | US        |      225641 | PA      | $222820.58     | 0.00%             | 2027-08-20      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FREMF 2019-KL05 MTG TR                                                                                      | FREMF 2019-KL05 BHG MTG TR VAR 02/25/2029 144A                                                                                   | CUSIP: 30311NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105465 | PA      | $97969.23      | 0.00%             | 2029-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                                               | SAN DIEGO GAS and ELECTRIC CO 5.35% 04/01/2053                                                                                   | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      336000 | PA      | $313236.65     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                                                        | FRONTIER TERM B 1LN 07/01/2031                                                                                                   | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      101153 | PA      | $100983.83     | 0.00%             | 2031-07-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.00% 11/41 #005233                                                                                                      | CUSIP: 36202FY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      138924 | PA      | $134408.97     | 0.00%             | 2041-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                                             | PHILIP MORRIS INTL INC 4.375% 11/15/2041                                                                                         | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      442000 | PA      | $385680.49     | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY CTY MUN WTR FIN AU                                                                              | NEW YORK N Y CITY MUN WTR FIN AUTH WTR and SWR REV TAXABLE-2NDGEN RESOLUTION SER CC-BUILD AB                                     | CUSIP: 64972FY34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      320000 | PA      | $323180.80     | 0.00%             | 2044-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                                                                                 | SCOTTS MIRACLE GRO CO (THE) 5.25% 12/15/2026                                                                                     | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       59000 | PA      | $58907.09      | 0.00%             | 2026-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                                                       | FLORIDA PWR and LT CO 2.875% 12/04/2051                                                                                          | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      750000 | PA      | $468853.10     | 0.00%             | 2051-12-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-2 RECEIVABLES FUNDING LLC                                                             | SIERRA TIMESHARE 2023-2 RECEIVABLES FUNDING LLC 9.72% 04/20/2040 144A                                                            | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      421657 | PA      | $443336.74     | 0.00%             | 2040-04-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BAMLL RE-REMIC TRUST 2024-FRR2                                                                              | BAMLL RE-REMIC TRUST 2024-FRR2 VAR 07/27/2050 144A                                                                               | CUSIP: 05493UAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3603960.80    | 0.01%             | 2050-07-27      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2024-E                                                                                 | SMB PRIVATE EDUCATION LOAN TRUST 2024-E 5.09% 10/16/2056 144A                                                                    | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1737083 | PA      | $1767605.52    | 0.00%             | 2056-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                                        | HOWMET AEROSPACE INC 4.85% 10/15/2031                                                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $5014934.40    | 0.01%             | 2031-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FANNIE MAE REMICS SOFR30A+97 08/25/2054                                                                                          | CUSIP: 3136BSSC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2887305 | PA      | $2894740.29    | 0.01%             | 2054-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 02/01/2045#AY2848                                                                                                 | CUSIP: 3138YGEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      283463 | PA      | $255769.41     | 0.00%             | 2045-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                       | ATHENE GLOBAL FUNDING 1.608% 06/29/2026 144A                                                                                     | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      540000 | PA      | $528183.18     | 0.00%             | 2026-06-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 6% 06/20/2053#MA8949                                                                                                     | CUSIP: 36179X5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      803584 | PA      | $825227.97     | 0.00%             | 2053-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                                  | MIZUHO FINL GROUP INC 5.778%/VAR 07/06/2029                                                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1765000 | PA      | $1838550.48    | 0.00%             | 2029-07-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FEDERAL NAT MTG ASN GTD REM PA 1.5% 08/25/2050                                                                                   | CUSIP: 3136BJTS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      248247 | PA      | $206831.57     | 0.00%             | 2050-08-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                                                  | VMWARE INC 1.8% 08/15/2028                                                                                                       | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     2360000 | PA      | $2207257.21    | 0.00%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 09/01/2051#RA5901                                                                                                   | CUSIP: 3133KMRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      557053 | PA      | $487989.94     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNGT 2004-T2 1A4 7.5 11/43                                                                                                       | CUSIP: 31393X7D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |        2369 | PA      | $2404.44       | 0.00%             | 2043-11-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 08/01/2048#BK9292                                                                                                   | CUSIP: 3140HPKE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67545 | PA      | $68065.23      | 0.00%             | 2048-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 83 CLO LTD                                                                                           | DRYDEN 83 CLO LTD AR TSFR3M+153 04/18/2037 144A                                                                                  | CUSIP: 26246EAL2<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |     5321000 | PA      | $5336952.36    | 0.01%             | 2037-04-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 10/01/2042#AB6390                                                                                                 | CUSIP: 31417DC43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      101603 | PA      | $92851.16      | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT SOFR30A+55 08/25/2027                                                                             | CUSIP: 3137HHH38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8131686 | PA      | $8129461.66    | 0.02%             | 2027-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST 2024-MH1                                                                             | CASCADE MH ASSET TRUST 2024-MH1 B1 VAR 11/25/2056 144A                                                                           | CUSIP: 14731VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2123000 | PA      | $2221732.87    | 0.00%             | 2056-11-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                                                        | BOOTS GROUP FINCO LP 7.375% 08/31/2032 144A                                                                                      | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |      550000 | PA      | $758648.86     | 0.00%             | 2032-08-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                                      | OCP SA 6.75% 05/02/2034 144A                                                                                                     | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     2395000 | PA      | $2528233.85    | 0.01%             | 2034-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 10/01/2055 #TBA                                                                                                       | CUSIP: 21H0306A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    17050000 | PA      | $15097137.33   | 0.03%             | 2055-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 01/01/2054#CB7801                                                                                                 | CUSIP: 3140QTU31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      960396 | PA      | $1006114.11    | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3.0% 8/29#J29007                                                                                                       | CUSIP: 31307JAG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       75469 | PA      | $74178.10      | 0.00%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 03/01/2046#ZS9618                                                                                                 | CUSIP: 3132AAVK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      476716 | PA      | $443287.87     | 0.00%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                      | SEMPRA 4% 02/01/2048                                                                                                             | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      965000 | PA      | $722340.40     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 12/01/2051#CB2289                                                                                                 | CUSIP: 3140QMRK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4128091 | PA      | $3466864.78    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 12/01/2046#Q45023                                                                                                 | CUSIP: 3132WJSM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      201706 | PA      | $186730.50     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                                                         | OWENS and MINOR INC 6.625% 04/01/2030 144A                                                                                       | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      134000 | PA      | $116235.94     | 0.00%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                                                | FIRSTENERGY TRANSMISSION LLC 4.75% 01/15/2033 144A                                                                               | CUSIP: 33767BAJ8<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     1176000 | PA      | $1172654.32    | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE (IRELAND) DAC                                                                                | ZURICH FINANCE (IRELAND) DAC 3.5%/VAR 05/02/2052 REGS                                                                            | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |      900000 | PA      | $806884.09     | 0.00%             | 2052-05-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                 | ORACLE CORP 3.95% 03/25/2051                                                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       47000 | PA      | $33911.89      | 0.00%             | 2051-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.37% 10/01/2030#BS8736                                                                                                | CUSIP: 3140LKV67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2509821.75    | 0.01%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE TRUST 2024-HT2                                                                      | KSL COMMERCIAL MORTGAGE TRUST 2024-HT2 A TSFR1M+154.239 12/15/2039 144A                                                          | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      494076 | PA      | $494075.76     | 0.00%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                         | SYNCHRONY FINANCIAL 5.019%/VAR 07/29/2029                                                                                        | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     1283000 | PA      | $1292024.29    | 0.00%             | 2029-07-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 6/1/52#CB3766                                                                                                       | CUSIP: 3140QPFG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      626023 | PA      | $588803.77     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3.5% 07/01/2034#CA3925                                                                                                 | CUSIP: 3140QBLF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      463027 | PA      | $454026.91     | 0.00%             | 2034-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                          | ENERGY TRANSFER LP 5.35% 05/15/2045                                                                                              | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3295000 | PA      | $2950522.28    | 0.01%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIDGE 2022-SFR1 TRUST                                                                                      | BRIDGE 2022-SFR1 TRUST 3.4% 11/17/2037 144A                                                                                      | CUSIP: 10805VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5463919 | PA      | $5435787.91    | 0.01%             | 2037-11-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN CR ACCEP RECEIVABLES TR 2025-1                                                                     | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-1 D 5.54% 08/12/2031 144A                                                      | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2850000 | PA      | $2901354.72    | 0.01%             | 2031-08-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                                                         | NOVOLEX TERM 1LN 04/13/2029                                                                                                      | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      100000 | PA      | $99862.00      | 0.00%             | 2029-04-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 08/01/2053#FS9453                                                                                                 | CUSIP: 3140XRQF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3763901 | PA      | $3636701.86    | 0.01%             | 2053-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RENEW 2023-1                                                                                                | RENEW 2023-1A A 5.9% 11/20/2058 144A                                                                                             | CUSIP: 75973HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2492485 | PA      | $2466366.63    | 0.01%             | 2058-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                                        | LOCKHEED MARTIN CORP 4.7% 05/15/2046                                                                                             | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      145000 | PA      | $129455.32     | 0.00%             | 2046-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                                                | SBA TOWER TR 1.884% 07/15/2050 144A                                                                                              | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2753000 | PA      | $2721630.12    | 0.01%             | 2050-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1                                                           | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3 M55D 4% 10/25/2058                                                             | CUSIP: 35563PLQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      285930 | PA      | $268933.82     | 0.00%             | 2058-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                              | MORGAN STANLEY 3.217%/VAR 04/22/2042                                                                                             | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      350000 | PA      | $266634.50     | 0.00%             | 2042-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                                           | NEWELL BRANDS INC 6.375% 05/15/2030                                                                                              | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      805000 | PA      | $794414.25     | 0.00%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                                    | VISTRA OPERATIONS CO LLC 6% 04/15/2034 144A                                                                                      | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     3939000 | PA      | $4103659.14    | 0.01%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNOW AUTO RECEIVABLES TRUST 2022-1                                                                        | CARNOW AUTO RECEIVABLES TRUST 2022-1 8.29% 08/15/2028 144A                                                                       | CUSIP: 14367LAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      351000 | PA      | $105487.05     | 0.00%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                       | BOAM SWAP PAY 4.08 04/24/30                                                                                                      | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DIR              | CORP              | US        |     6340000 | NC      | $217324.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 07/20/2051#MA7471                                                                                                     | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2544540 | PA      | $2083514.30    | 0.00%             | 2051-07-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 05/01/2049#MA3663                                                                                                 | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2292183 | PA      | $2096351.03    | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COML ASSET TR 2007 3                                                                                | BAYVIEW COML ASSET TR 2007 3 TSFR1M+57.948 07/25/2037 144A                                                                       | CUSIP: 07325YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7480 | PA      | $7014.54       | 0.00%             | 2037-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 3.5% 02/15/2041 144A                                                                                                | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    11980000 | PA      | $9495854.87    | 0.02%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | SCDS:(BRKHEC) SWAP/CDSWAP 0.13016 09/29/2027                                                                                     | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DCR              | CORP              | US        |      465000 | NC      | $-360.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 01/01/2051#SD8122                                                                                                 | CUSIP: 3132DWAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6104721 | PA      | $5109714.04    | 0.01%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 11/01/2051#FM9505                                                                                                 | CUSIP: 3140XDR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3776626 | PA      | $3174056.79    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF                                                                                        | PARAGUAY REPUBLIC OF 6% 02/09/2036 144A                                                                                          | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      510000 | PA      | $529635.00     | 0.00%             | 2036-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 5.7% 02/10/2053                                                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      375000 | PA      | $344845.85     | 0.00%             | 2053-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 4.45% 06/15/2029 144A                                                                                             | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1208000 | PA      | $1196389.04    | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO XIII LTD                                                                                       | MARATHON CLO XIII LTD AAR2 TSFR3M+120 04/15/2032 144A                                                                            | CUSIP: 56579ABJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      704195 | PA      | $704194.89     | 0.00%             | 2032-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TR 2024-A                                                                                   | USAA AUTO OWNER TR 2024-A 5.03% 03/15/2029 144A                                                                                  | CUSIP: 90327VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2700000 | PA      | $2723409.00    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                                              | NRG ENERGY INC 6% 02/01/2033 144A                                                                                                | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101346.30     | 0.00%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                       | ATHENE GLOBAL FUNDING 2.717% 01/07/2029 144A                                                                                     | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     4805000 | PA      | $4540456.26    | 0.01%             | 2029-01-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                                          | LIFE FINANCIAL SERVICES TRUST 2022-BMR2 C TSFR1M+209.31 05/15/2039 144A                                                          | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3893000 | PA      | $3557228.75    | 0.01%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                                            | GLENCORE FDG LLC 2.5% 09/01/2030 144A                                                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      120000 | PA      | $109543.35     | 0.00%             | 2030-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                            | FIRSTENERGY CORP 2.65% 03/01/2030                                                                                                | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     1296000 | PA      | $1202136.40    | 0.00%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 10/01/2054#SD8469                                                                                                 | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10079572 | PA      | $10141194.40   | 0.02%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HALSEYPOINT CLO 6 LTD / HALSEYPOINT CLO 6 LLC                                                               | HALSEYPOINT CLO 6 LTD / HALSEYPOINT CLO 6 LLC A1R TSFR3M+135 01/20/2038 144A                                                     | CUSIP: 40639GAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250663.50     | 0.00%             | 2038-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST 2021-SFR8                                                                        | PROGRESS RESIDENTIAL TRUST 2021-SFR8 2.382% 10/17/2038 144A                                                                      | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      722000 | PA      | $702846.93     | 0.00%             | 2038-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SCG 2025-FLWR                                                                                               | SCG 2025-FLWR VAR 08/15/2030 144A                                                                                                | CUSIP: 78438AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       23000 | PA      | $23028.77      | 0.00%             | 2042-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 12/01/2045#G60397                                                                                                   | CUSIP: 31335ANN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15162 | PA      | $14520.43      | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                                               | HEALTHCARE REALTY HOLDINGS LP 3.625% 01/15/2028                                                                                  | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1692000 | PA      | $1659593.14    | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.5% 03/01/2045#AY5719                                                                                                 | CUSIP: 3138YKK93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      375814 | PA      | $371099.50     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                          | BANCO SANTANDER SA 5.588% 08/08/2028                                                                                             | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1455647.35    | 0.00%             | 2028-08-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 03/01/2055#MA5646                                                                                                 | CUSIP: 31418FHY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6831150 | PA      | $6872912.95    | 0.02%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2023                                                                               | OCTANE RECEIVABLES TRUST 2023 6.24% 06/20/2031 144A                                                                              | CUSIP: 67571QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2589000 | PA      | $2629902.58    | 0.01%             | 2031-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 TR                                                                                           | GCAT 2025-NQM4 A1 TRUST 5.529% 06/25/2070 144A                                                                                   | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      490347 | PA      | $494243.10     | 0.00%             | 2070-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                         | DOMINION ENERGY INC 5% 06/15/2030                                                                                                | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3903766.30    | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2023-HB12 LLC                                                                                          | CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A                                                                                         | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       87071 | PA      | $86966.89      | 0.00%             | 2033-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                                                   | DUKE ENERGY CAROLINAS LLC 2.95% 12/01/2026                                                                                       | CUSIP: 26442CAS3<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      370000 | PA      | $365546.54     | 0.00%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 4.643%/VAR 05/07/2028                                                                                              | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1870000 | PA      | $1880401.67    | 0.00%             | 2028-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 03/01/2055#SD8515                                                                                                 | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      389949 | PA      | $392333.10     | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 10% 02/07/2033                                                                                               | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      788000 | PA      | $879912.32     | 0.00%             | 2033-02-07      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I                                                                                    | PALOMINO FUNDING TRUST I 7.233% 05/17/2028 144A                                                                                  | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $318610.67     | 0.00%             | 2028-05-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES6                                                                               | RCKT MORTGAGE TRUST 2025-CES6 A1A 5.472% 06/25/2055 144A                                                                         | CUSIP: 748949AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7206103 | PA      | $7264914.17    | 0.02%             | 2055-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                   | AMGEN INC 3.2% 11/02/2027                                                                                                        | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $981229.55     | 0.00%             | 2027-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                                                   | QORVO INC 4.375% 10/15/2029                                                                                                      | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |      290000 | PA      | $284037.90     | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E RECOVERY FUNDING LLC                                                                               | PG and E RECOVERY FUNDING LLC 4.838% 06/01/2035                                                                                  | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3123471 | PA      | $3157863.39    | 0.01%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                                                          | FX Forward: TRY/USD settle 2025-09-03                                                                                            | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |           1 | NC      | $263645.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC CORP                                                                                                    | FMC CORP 4.5% 10/01/2049                                                                                                         | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     1495000 | PA      | $1113478.66    | 0.00%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 4.50% 11/40 #AE3874                                                                                                         | CUSIP: 31419EJU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18604 | PA      | $18582.87      | 0.00%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                                                        | ADNOC MURBAN RSC LTD 4.25% 09/11/2029 144A                                                                                       | CUSIP: 00723L2A6<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |     3800000 | PA      | $3813072.00    | 0.01%             | 2029-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                             | PERMIAN RESOURCES OPERATING LLC 5.875% 07/01/2029 144A                                                                           | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      500000 | PA      | $500000.00     | 0.00%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                                   | BLOCK INC 3.5% 06/01/2031                                                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      435000 | PA      | $401855.18     | 0.00%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                                                                              | EPIQ TERM B 1LN 04/26/2029                                                                                                       | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |      113571 | PA      | $107844.28     | 0.00%             | 2029-04-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                                                | BROADCOM INC 5.05% 07/12/2029                                                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3950000 | PA      | $4061698.34    | 0.01%             | 2029-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 05/01/2046#G60553                                                                                                 | CUSIP: 31335ATJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5362597 | PA      | $4989580.58    | 0.01%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 09/01/2042#AP6425                                                                                                 | CUSIP: 3138MAD70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69680 | PA      | $63476.16      | 0.00%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA INC                                                                          | DOMINION ENERGY SOUTH CAROLINA INC 2.3% 12/01/2031                                                                               | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      251000 | PA      | $222029.70     | 0.00%             | 2031-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2032#AP1314                                                                                                 | CUSIP: 3138M4N81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31048 | PA      | $30236.45      | 0.00%             | 2032-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.5% 08/01/2053#SD3572                                                                                                 | CUSIP: 3132DQ6H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1744912 | PA      | $1765395.20    | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TR 2024-1                                                                                         | BOFA AUTO TR 2024-1A A3 5.35% 11/15/2028 144A                                                                                    | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1174000 | PA      | $1184638.55    | 0.00%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 5.933%/VAR 09/15/2027                                                                                | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2579000 | PA      | $2620626.01    | 0.01%             | 2027-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JDE PEETS BV                                                                                                | JDE PEETS BV 0.5% 01/16/2029 REGS                                                                                                | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |     5000000 | PA      | $5410340.38    | 0.01%             | 2029-01-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                                                | BX 2024-CNYN TSFR1M+194.116 04/15/2041 144A                                                                                      | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1061360 | PA      | $1063681.28    | 0.00%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      170000 | NC      | $27184.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE MTG SECS INC MTG LN TR SER 2006-PR1                                                                | DEUTSCHE MTG SECS INC MTG6-PR1 CWA1 VAR 06/25/2035 144A                                                                          | CUSIP: 25157GCT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       61090 | PA      | $31224.89      | 0.00%             | 2035-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVE SECS TR 2019-R07                                                                            | CONNECTICUT AVE SECS TR 2019-R07 1B1 SOFR30A+351.448 10/25/2039 144A                                                             | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2876623 | PA      | $2939815.01    | 0.01%             | 2039-10-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                                               | PRA GROUP INC 5% 10/01/2029 144A                                                                                                 | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      205000 | PA      | $192621.59     | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.0% 12/01/2042#AB7271                                                                                                 | CUSIP: 31417ECH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95552 | PA      | $87734.30      | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                                   | MGM RESORTS INTERNATIONAL 4.625% 09/01/2026                                                                                      | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      620000 | PA      | $615910.36     | 0.00%             | 2026-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 5.0% 04/01/2041#Q00409                                                                                                 | CUSIP: 3132GDN24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23290 | PA      | $23683.20      | 0.00%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 3% 04/20/2052#MA7988                                                                                                     | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8971605 | PA      | $7951095.45    | 0.02%             | 2052-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                                           | ATMOS ENERGY CORP 2.85% 02/15/2052                                                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       27000 | PA      | $16481.92      | 0.00%             | 2052-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                                    | COOPERATIEVE RABOBANK UA 1.125% 05/07/2031 REGS                                                                                  | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      700000 | PA      | $733791.73     | 0.00%             | 2031-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER LLC 2021-1A                                                                                 | DATABANK ISSUER LLC 2021-1A A2 2.06% 02/27/2051 144A                                                                             | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      564627 | PA      | $556059.58     | 0.00%             | 2051-02-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                                                         | ALEXANDRIA REAL EST EQUITS INC 5.5% 10/01/2035                                                                                   | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     4230000 | PA      | $4287188.71    | 0.01%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 3% 01/15/2033                                                                                     | CUSIP: 3137AXRF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      116427 | PA      | $7539.78       | 0.00%             | 2033-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                     | BAYER US FIN II LLC 4.875% 06/25/2048 144A                                                                                       | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     1930000 | PA      | $1584926.17    | 0.00%             | 2048-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                                                | CAIXABANK SA 5.581%/VAR 07/03/2036 144A                                                                                          | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $202156.39     | 0.00%             | 2036-07-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 6.5% 01/01/2053#CB5494                                                                                                 | CUSIP: 3140QRC84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5162591 | PA      | $5431337.42    | 0.01%             | 2053-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                              | AIR LEASE CORP CP 0% 09/02/2025                                                                                                  | CUSIP: 00913WW27<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1399267.80    | 0.00%             | 2025-09-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PG and E RECOVERY FUNDING LLC                                                                               | PG and E RECOVERY FUNDING LLC 5.536% 07/15/2049                                                                                  | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      119000 | PA      | $118065.83     | 0.00%             | 2049-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/ FIN CORP                                                                                 | GENESIS ENERGY LP/ FIN CORP 8% 05/15/2033                                                                                        | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104455.20     | 0.00%             | 2033-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.13% 02/01/2026#AN0707                                                                                                | CUSIP: 3138LCYD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      226550 | PA      | $225052.29     | 0.00%             | 2026-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA GTD MTG PASS THRU CTF SOFR30A+ 09/25/2054                                                                                   | CUSIP: 3136BUW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1617551 | PA      | $1619360.66    | 0.00%             | 2054-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                                               | NORTHERN STATES POWER CO (MN) 4.5% 06/01/2052                                                                                    | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |       78000 | PA      | $65518.50      | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3.5% 04/01/2043#Q16893                                                                                                 | CUSIP: 3132J8C73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1510825 | PA      | $1418904.23    | 0.00%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 11/01/2053#SD4396                                                                                                 | CUSIP: 3132E03D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1692925 | PA      | $1707798.36    | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2021-A                                                                       | MARINER FINANCE ISSUANCE TRUST 2021-A 5.4% 03/20/2036 144A                                                                       | CUSIP: 56848DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4500000 | PA      | $4358937.60    | 0.01%             | 2036-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4.5% 09/01/2055 #TBA                                                                                                     | CUSIP: 21H042695<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -2300000 | PA      | $-2214484.85   | -0.00%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#RA6579                                                                                                   | CUSIP: 3133KNJY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      285419 | PA      | $227661.89     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                                              | WHIRLPOOL CORP 6.5% 06/15/2033                                                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      300000 | PA      | $302096.61     | 0.00%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2047#MA2863                                                                                                   | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1990645 | PA      | $1776193.61    | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 06/01/2049#FM6043                                                                                                 | CUSIP: 3140X9WD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      860477 | PA      | $792071.31     | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LONDON CLEARING HOUSE                                                                                       | RFR EUR ESTRON 2.06280 11/14/24 5Y LCH                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |    -9300000 | NC      | $-15667.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 1.5% 03/01/2036#                                                                                                       | CUSIP: 31418DXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      269373 | PA      | $241631.83     | 0.00%             | 2036-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS                                                           | GOVERNMENT NAT MTG AS REMIC PT 3% 12/20/2050                                                                                     | CUSIP: 38383MUB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      605012 | PA      | $549883.84     | 0.00%             | 2050-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 07/01/2047#Q49494                                                                                                 | CUSIP: 3132WPRQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      160018 | PA      | $157060.65     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTR SPECIALIZED LN TR                                                                                     | MARP 2005-1 1A3 7 8/34                                                                                                           | CUSIP: 576436AT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      945597 | PA      | $650876.54     | 0.00%             | 2034-08-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                                            | GGAM FINANCE LTD 8% 02/15/2027 144A                                                                                              | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      165000 | PA      | $169240.17     | 0.00%             | 2027-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 3.50% 11/41 #489787                                                                                                         | CUSIP: 36210ECY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       72807 | PA      | $68738.12      | 0.00%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.5% 08/01/2050#MA4096                                                                                                 | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5823959 | PA      | $4878353.86    | 0.01%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                                  | ZOETIS INC 2% 05/15/2030                                                                                                         | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      173000 | PA      | $156782.79     | 0.00%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                                                | UBS GROUP AG 6.246%/VAR 09/22/2029 144A                                                                                          | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    10600000 | PA      | $11189760.68   | 0.03%             | 2029-09-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 08/01/2043#AU3742                                                                                                 | CUSIP: 3138X3EQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4462 | PA      | $4197.76       | 0.00%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 2% 10/20/2051#MA7648                                                                                                     | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      373827 | PA      | $306388.04     | 0.00%             | 2051-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                                            | RELX CAPITAL INC 5.25% 03/27/2035                                                                                                | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3473336.57    | 0.01%             | 2035-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                                       | MINERAL RESOURCES LTD 8.125% 05/01/2027 144A                                                                                     | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      210000 | PA      | $210119.28     | 0.00%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TR 2022-1                                                                       | GLS AUTO RECEIVABLES ISSUER TR 2022-1 3.97% 01/18/2028 144A                                                                      | CUSIP: 36263XAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3672092 | PA      | $3660019.07    | 0.01%             | 2028-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPER STANDARD AUTO INC                                                                                    | COOPER STANDARD AUTO INC PIK VAR 05/15/2027 144A                                                                                 | CUSIP: 216762AJ3<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |      143968 | PA      | $132450.56     | 0.00%             | 2027-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3.5% 07/01/2052#FS5486                                                                                                 | CUSIP: 3140XMCY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      516838 | PA      | $472520.76     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 04/01/2037#QO0016                                                                                                   | CUSIP: 3133WJAR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      260216 | PA      | $249185.86     | 0.00%             | 2037-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2018-1 LLC                                                                                       | CLOVER CLO 2018-1 LLC A1RR TSFR3M+153 04/20/2037 144A                                                                            | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $351225.00     | 0.00%             | 2037-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2% 12/01/2051#QD3434                                                                                                   | CUSIP: 3133B0Y72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      247101 | PA      | $199105.91     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5.5% 11/01/2054#DC5738                                                                                                 | CUSIP: 3140ATLU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2834845 | PA      | $2857491.02    | 0.01%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THLOG 2024-1X B                                                                                             | THLOG 2024-1X B 3MEUR+205 11/17/2036                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |       71578 | PA      | $84065.28      | 0.00%             | 2036-11-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 5.5% 10/01/2055 #TBA                                                                                                   | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   337000000 | PA      | $338685000.00  | 0.76%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                                             | SEALED AIR CORP 5% 04/15/2029 144A                                                                                               | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39674.01      | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 6.5% 12/01/2053#SD4621                                                                                                 | CUSIP: 3132DSD25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      365634 | PA      | $384404.88     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 4.125% 10/31/2031                                                                                                      | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    53100000 | PA      | $53911019.66   | 0.12%             | 2031-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA 30YR 6% 08/15/2036#783867                                                                                                   | CUSIP: 3622A2JL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       34880 | PA      | $36151.03      | 0.00%             | 2036-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS SA                                                                                 | ABERTIS INFRAESTRUCTURAS SA 3.375% 11/27/2026 REGS                                                                               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      500000 | PA      | $663955.07     | 0.00%             | 2026-11-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 6/41 #G06596                                                                                                          | CUSIP: 3128M8UV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      254841 | PA      | $259174.31     | 0.00%             | 2041-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                                      | FEDERAL HOME LOAN BANKS 1.75% 06/20/2031                                                                                         | CUSIP: 3130ANUL2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |      810000 | PA      | $716572.27     | 0.00%             | 2031-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 2.86% 12/01/2029#BL5066                                                                                                | CUSIP: 3140HWTY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      574623 | PA      | $549865.87     | 0.00%             | 2029-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                                                    | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2024-DPM B TSFR1M+179.21 12/15/2029 144A                                               | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1306000 | PA      | $1305997.78    | 0.00%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                                                      | GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.25% 10/27/2059 144A                                                                     | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3163524 | PA      | $3172461.96    | 0.01%             | 2059-10-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FEDERAL HOME LN MTG MLT CTF GT 4135 AB 1.75% 06/15/2042                                                                          | CUSIP: 3137AWAE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      324140 | PA      | $304673.57     | 0.00%             | 2042-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                               | CITIGROUP INC 6.27%/VAR 11/17/2033                                                                                               | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      935000 | PA      | $1013321.56    | 0.00%             | 2033-11-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                                                 | PACIFIC GAS and ELECTRIC CO 4% 12/01/2046                                                                                        | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $757717.05     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ACRE COML MTG 2021-FL4 LTD / ACRE COML MTG 2021-FL4 LLC                                                     | ACRE COML MTG 2021-FL4 LTD / ACRE COML MTG 2021-FL4 LLC TSFR1M+186.448 12/18/2037 144A                                           | CUSIP: 00489TAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      263000 | PA      | $252227.18     | 0.00%             | 2037-12-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2024-NSTB                                                                           | MORGAN STANLEY CAP I TR 2024-NSTB A VAR 07/20/2032 144A                                                                          | CUSIP: 61690BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12716273 | PA      | $12537860.02   | 0.03%             | 2057-09-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-4 LTD                                                                                | PALMER SQUARE CLO LTD 2021-4A A1R TSFR3M+132 07/15/2038 144A                                                                     | CUSIP: 69702EAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      480000 | PA      | $481929.60     | 0.00%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WEST TR 2025-ROSE                                                                                           | WEST TRUST 2025-ROSE VAR 04/10/2030 144A                                                                                         | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      156000 | PA      | $159149.58     | 0.00%             | 2035-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 15YR 2% 09/01/2040 #TBA                                                                                                     | CUSIP: 01F020497<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8241000 | PA      | $7560795.28    | 0.02%             | 2040-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                                                                                    | MASSMUTUAL GLOBAL FDG II 4.45% 03/27/2028 144A                                                                                   | CUSIP: 57629TBW6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3540629.72    | 0.01%             | 2028-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                                                         | PPL ELEC UTILS CORP 5.25% 05/15/2053                                                                                             | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |       76000 | PA      | $72012.53      | 0.00%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                                                     | BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A                                                                         | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3670977 | PA      | $3677860.26    | 0.01%             | 2040-12-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                 | BANK OF AMERICA CORPORATION 2.687%/VAR 04/22/2032                                                                                | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7997000 | PA      | $7254767.48    | 0.02%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2020-IV LTD                                                                                    | CIFC FUNDING 2020-IV LTD A1R TSFR3M+130 01/15/2040 144A                                                                          | CUSIP: 12562RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      680000 | PA      | $682117.52     | 0.00%             | 2040-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                                              | FNA 2017-M3 A2 CSTR 12/26                                                                                                        | CUSIP: 3136AVYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      309647 | PA      | $303048.22     | 0.00%             | 2026-12-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 15YR 3% 06/01/2031#J34571                                                                                                   | CUSIP: 31307RCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39740 | PA      | $38901.35      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                                   | MGM RESORTS INTERNATIONAL 6.125% 09/15/2029                                                                                      | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      380000 | PA      | $388206.48     | 0.00%             | 2029-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 3% 04/01/2052#SD1215                                                                                                   | CUSIP: 3132DNK44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1410833 | PA      | $1248704.24    | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-1                                                                               | LENDMARK FUNDING TRUST 25-1A E 8.91% 09/20/2034 144A                                                                             | CUSIP: 52604QAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4065000 | PA      | $4265021.58    | 0.01%             | 2034-09-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4.32% 03/01/2030#BZ3406                                                                                                | CUSIP: 3140NXYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1900000 | PA      | $1921518.45    | 0.00%             | 2030-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                                                      | COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A                                                                                     | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      456000 | PA      | $449545.46     | 0.00%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 04/01/2052#QE0547                                                                                                   | CUSIP: 3133B9TC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19343 | PA      | $18368.61      | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4.5% 02/01/2053#SD8298                                                                                                 | CUSIP: 3132DWGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      597036 | PA      | $576672.57     | 0.00%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBLIGATED GRP                                                                                | ORLANDO HEALTH OBLIGATED GRP 5.475% 10/01/2035                                                                                   | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1745000 | PA      | $1812310.11    | 0.00%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXX LTD                                                                                    | BLUEMOUNTAIN CLO XXX LTD BR TSFR3M+190 04/15/2035 144A                                                                           | CUSIP: 09630QAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1600000 | PA      | $1602580.80    | 0.00%             | 2035-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORT TR 2025-ATRM                                                                              | ATRIUM HOTEL PORT TR 2025-ATRM G TSFR1M+675 08/15/2030 144A                                                                      | CUSIP: 049917AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       83000 | PA      | $82965.69      | 0.00%             | 2030-08-15      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                             | SANTANDER UK GROUP HOLDINGS PLC 5.694%/VAR 04/15/2031                                                                            | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      255000 | PA      | $266040.13     | 0.00%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                                                     | XPO INC 7.125% 02/01/2032 144A                                                                                                   | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      850000 | PA      | $891527.60     | 0.00%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 1.5% 09/01/2050#MA4138                                                                                                 | CUSIP: 31418DS45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6380234 | PA      | $4850346.38    | 0.01%             | 2050-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                                                       | INCORA TOP HOLDCO LLC                                                                                                            | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3390 | NS      | $83699.10      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                                              | BLACKSTONE PRIVATE CREDIT FUND 4.875% 04/14/2026 REGS                                                                            | CUSIP: N/A<br>LEI: 549300ORP3TTCNXSYO43       | Long             | DBT              | CORP              | US        |      645000 | PA      | $870006.52     | 0.00%             | 2026-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                                                     | BECTON DICKINSON and CO 5.081% 06/07/2029                                                                                        | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      307000 | PA      | $315570.52     | 0.00%             | 2029-06-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NCMF TR 2025-MFS                                                                                            | NCMF TR 2025-MFS F VAR 06/10/2033 144A                                                                                           | CUSIP: 62887TAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      842000 | PA      | $858823.16     | 0.00%             | 2033-06-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                                    | FORD MOTOR CREDIT CO LLC 4.271% 01/09/2027                                                                                       | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       85000 | PA      | $84170.98      | 0.00%             | 2027-01-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYRA MUSIC ASSETS DELAWARE LP                                                                               | LYRA MUSIC ASSETS DELAWARE LP 2025-1A A2 5.604% 09/20/2065 144A                                                                  | CUSIP: 552339AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      259000 | PA      | $262041.64     | 0.00%             | 2065-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING 2023-1                                                                   | GRACIE POINT INTERNATIONAL FUNDING 2023-1A A SOFR90A+195 09/01/2026 144A                                                         | CUSIP: 383931AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       96485 | PA      | $96494.40      | 0.00%             | 2026-09-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                         | PETROLEOS MEXICANOS 8.75% 06/02/2029                                                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      751000 | PA      | $795046.15     | 0.00%             | 2029-06-02      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| 1345 TR 2025-AOA                                                                                            | 1345 TR 2025-AOA A TSFR1M+160 06/15/2030 144A                                                                                    | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      197000 | PA      | $197800.27     | 0.00%             | 2042-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                                                   | HESS CORP 4.3% 04/01/2027                                                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      840000 | PA      | $841949.46     | 0.00%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                                                     | PRECISION DRILLING CORP 7.125% 01/15/2026 144A                                                                                   | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |       85000 | PA      | $84962.60      | 0.00%             | 2026-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 TRUST                                                                                       | HOMES 2025-NQM2 TRUST 5.425% 02/25/2070 144A                                                                                     | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2203494 | PA      | $2213584.90    | 0.00%             | 2070-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 4% 12/01/2047#BE8347                                                                                                   | CUSIP: 3140FUHZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14867 | PA      | $14122.16      | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 3.95% 10/15/2042                                                                                          | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       17000 | PA      | $13801.21      | 0.00%             | 2042-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 10/01/2052#SD1772                                                                                                   | CUSIP: 3132DN6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1290059 | PA      | $1220213.17    | 0.00%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                                                                          | OREGON TOOL TERM 2LN 10/15/2029                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      312306 | PA      | $245159.91     | 0.00%             | 2029-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 11/01/2049#BO4757                                                                                                   | CUSIP: 3140K0JB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2039341 | PA      | $1799250.39    | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                                                 | UNITED STATES TREASURY BOND 2.25% 08/15/2046                                                                                     | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      570000 | PA      | $369297.65     | 0.00%             | 2046-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                                                   | UST NOTES 3.875% 08/15/2033                                                                                                      | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    54671000 | PA      | $54098662.97   | 0.12%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                                                                           | BARRICK NORTH AMER FIN LLC 5.75% 05/01/2043                                                                                      | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $481939.01     | 0.00%             | 2043-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                                                        | FIESTA PURCHASER INC 9.625% 09/15/2032 144A                                                                                      | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $263230.53     | 0.00%             | 2032-09-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                                                   | GNII II 4% 04/43#MA0935                                                                                                          | CUSIP: 36179NBC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      102790 | PA      | $99336.16      | 0.00%             | 2043-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                                                 | AVIENT CORP 7.125% 08/01/2030 144A                                                                                               | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      307000 | PA      | $317170.30     | 0.00%             | 2030-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                                  | MIZUHO FINL GROUP INC 5.382%/VAR 07/10/2030                                                                                      | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     3000000 | PA      | $3106749.72    | 0.01%             | 2030-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2019                                                                                    | GS MTG SECS CORP TR 2019-GC40 A3 2.904% 07/10/2052                                                                               | CUSIP: 36257HBN5<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1899521.20    | 0.00%             | 2052-07-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 6.00% 10/34 #AL2130                                                                                                         | CUSIP: 3138EJLL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10401 | PA      | $10882.62      | 0.00%             | 2034-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                                             | IHS HOLDING LTD 7.875% 05/29/2030 144A                                                                                           | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $203988.00     | 0.00%             | 2030-05-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                                       | GFL ENVIRONMENTAL INC 4.75% 06/15/2029 144A                                                                                      | CUSIP: 36168QAN4<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | CA        |      463000 | PA      | $455595.57     | 0.00%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS LIMITED                                                                            | SBLOFI SWAP CY873248 04/17/65 B                                                                                                  | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | N/A              | DCR              | CORP              | GB        |      140000 | NC      | $22387.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA ARM 0% 02/20/2072#CK2783                                                                                                    | CUSIP: 3617XXCU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1060920 | PA      | $1108023.07    | 0.00%             | 2072-02-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2018-GS10                                                                                    | GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051                                                                                    | CUSIP: 36250SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $687775.90     | 0.00%             | 2051-07-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADA, GOVERNMENT OF                                                                                       | CANADA GOVERNMENT OF 1.5% 06/01/2031                                                                                             | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      355000 | PA      | $237811.36     | 0.00%             | 2031-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                  | INTEL CORP 1.6% 08/12/2028                                                                                                       | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1856191.92    | 0.00%             | 2028-08-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO I LTD                                                                                           | BBAM US CLO I LTD D1R TSFR3M+300 03/30/2038 144A                                                                                 | CUSIP: 054978AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      125000 | PA      | $124118.25     | 0.00%             | 2038-03-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 4% 09/01/2046#Q43237                                                                                                   | CUSIP: 3132WGS32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24781 | PA      | $23639.50      | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 5% 06/01/2053#BY4714                                                                                                   | CUSIP: 3140NMGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1444228 | PA      | $1432781.75    | 0.00%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 3% 09/01/2055 #TBA                                                                                                     | CUSIP: 01F030694<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -42270000 | PA      | $-36622990.07  | -0.08%            | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                                                    | CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A                                                                                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      505000 | PA      | $512220.49     | 0.00%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                                              | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.58% 09/15/2027 144A                                                             | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3600000 | PA      | $3612768.84    | 0.01%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                                                       | WILLIAMS SCOTSMAN INC 6.625% 04/15/2030 144A                                                                                     | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      240000 | PA      | $248418.00     | 0.00%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 2% 07/01/2036#CB1180                                                                                                   | CUSIP: 3140QLJ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80698 | PA      | $74425.01      | 0.00%             | 2036-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 30YR 3% 01/01/2051#MA4239                                                                                                   | CUSIP: 31418DV90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1376871 | PA      | $1206167.11    | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                                               | SCHAEFFLER AG 4.75% 08/14/2029 REGS                                                                                              | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $481987.66     | 0.00%             | 2029-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                  | FANNIE MAE 2010-95 ZC 5% 09/25/2040                                                                                              | CUSIP: 31398NFC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1021058 | PA      | $1007105.29    | 0.00%             | 2040-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                                              | COMMERZBANK AG 4.875%/VAR 10/16/2034 REGS                                                                                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      500000 | PA      | $611906.25     | 0.00%             | 2034-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 30YR 2.5% 11/01/2046#G08731                                                                                                 | CUSIP: 3128MJY53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      418214 | PA      | $359417.33     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DWIGHT 2025-FL1 ISSUER LLC                                                                                  | DWIGHT 2025-FL1 ISSUER LLC A TSFR1M+166.2 09/18/2042 144A                                                                        | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      419000 | PA      | $420379.14     | 0.00%             | 2042-09-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                                                       | FHR 3202 HI IO INVF 8/36                                                                                                         | CUSIP: 31397ABD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |        8619 | PA      | $727.79        | 0.00%             | 2036-08-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                                               | FHLG 5.00% 1/40 #A90893                                                                                                          | CUSIP: 3129387E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13144 | PA      | $13362.40      | 0.00%             | 2040-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TR 2024-B                                                                          | MERCEDES-BENZ AUTO LEASE TR 2024-B 4.89% 02/15/2028                                                                              | CUSIP: 58769GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6500000 | PA      | $6506600.10    | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3.5% 04/20/2053#MA8797                                                                                                   | CUSIP: 36179XX27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5608343 | PA      | $5141461.80    | 0.01%             | 2053-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                                                  | FNMA 15YR 3% 09/01/2035#FS0112                                                                                                   | CUSIP: 3140XFDS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      597686 | PA      | $583976.51     | 0.00%             | 2035-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                                    | SENSATA TECHNOLOGIES INC 3.75% 02/15/2031 144A                                                                                   | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      156000 | PA      | $143384.37     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                                                    | DUKE ENERGY PROGRESS LLC 4.1% 05/15/2042                                                                                         | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |        8000 | PA      | $6713.66       | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                                              | GNMA II 3% 07/20/2052#MA8148                                                                                                     | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8684672 | PA      | $7704942.56    | 0.02%             | 2052-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                                    | ACADIA HEALTHCARE CO INC 7.375% 03/15/2033 144A                                                                                  | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      220000 | PA      | $229104.48     | 0.00%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15 LLC                                                                                          | CFMT 2024-HB15 LLC 4% 08/25/2034 144A                                                                                            | CUSIP: 15723AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      121000 | PA      | $118108.28     | 0.00%             | 2034-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                                                                    | SOUTHERN COPPER CORP DEL 5.875% 04/23/2045                                                                                       | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      455000 | PA      | $456487.85     | 0.00%             | 2045-04-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HERO FDG TR 2015-3                                                                                          | HERO FDG TR 2015-3A A 4.28% 09/20/2041 144A                                                                                      | CUSIP: 42771TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       28387 | PA      | $28178.12      | 0.00%             | 2041-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                                      | UNITEDHEALTH GROUP INC 3.75% 10/15/2047                                                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       32000 | PA      | $23784.52      | 0.00%             | 2047-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E WILDFIRE RECOVERY                                                                                  | PG and E WILDFIRE RECOVERY 5.099% 06/01/2054                                                                                     | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $78048.78      | 0.00%             | 2054-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                                                  | TENNESSEE VALLEY AUTHORITY 2.875% 02/01/2027                                                                                     | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     1060000 | PA      | $1047552.44    | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                                                        | UMBS 30YR 4% 10/01/2055 #TBA                                                                                                     | CUSIP: 01F0406A0<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -122600000 | PA      | $-114381962.62 | -0.26%            | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer