# EDGAR Filing Document

**Accession Number:** 0000875186
**File Stem:** 0001003715-26-001541
**Filing Date:** 2026-4
**Character Count:** 1476737
**Document Hash:** 7f33467f8af2102522ea0895dd92d7b5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001003715-26-001541.hdr.sgml**: 20260427

**ACCESSION NUMBER**: 0001003715-26-001541

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260427

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MORGAN STANLEY PATHWAY FUNDS
- **CENTRAL INDEX KEY:** 0000875186

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06318
- **FILM NUMBER:** 26897381

**BUSINESS ADDRESS:**
- **STREET 1:** 2000 WESTCHESTER AVENUE
- **CITY:** PURCHASE
- **STATE:** NY
- **ZIP:** 10577
- **BUSINESS PHONE:** 8883749999

**MAIL ADDRESS:**
- **STREET 1:** 2000 WESTCHESTER AVENUE
- **CITY:** PURCHASE
- **STATE:** NY
- **ZIP:** 10577

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CONSULTING GROUP CAPITAL MARKETS FUNDS
- **DATE OF NAME CHANGE:** 19950125

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRUST FOR TRAK INVESTMENTS
- **DATE OF NAME CHANGE:** 19920929

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INSTITUTIONAL ADVISORS PORTFOLIOS
- **DATE OF NAME CHANGE:** 19600201

## Series and Classes Contracts Data

### Core Fixed Income Fund (Series ID: S000008437)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000023145 | Core Fixed Income Fund | TIIUX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MORGAN STANLEY PATHWAY FUNDS

- **b. Investment Company Act file number:** 811-06318

- **c. CIK number of Registrant:** 0000875186

- **d. LEI of Registrant:** 549300P3RUTI9W6SLI87

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

  - **Street Address 1:** 2000 Westchester Avenue

  - **City:** Purchase

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10577

  - **Telephone number:** 888-454-3965

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

- **a. Name of Series:** Core Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000008437

- **c. LEI of Series:** 1UKL0F219G5CMXW7TL44

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

- **a. Date of fiscal year-end:** 2026-08-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1945797818.64

**Total Liabilities:** $70649708.14

**Net Assets:** $1875148110.50

**Delayed Delivery Securities:** $11191.67

**Cash Not Reported:** $71069453.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2240.41918290 | **1-Year:** -54996.33564384 | **5-Year:** -177202.04114231 | **10-Year:** -236566.12281414 | **30-Year:** -100369.02267114

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

- **3-Month:** -321.24801621 | **1-Year:** -8975.79872773 | **5-Year:** -19765.81572335 | **10-Year:** -7785.64399603 | **30-Year:** -1395.40633810

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023145 | -0.05%               | 0.19%                | 1.65%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-145948.42              | $-6514436.81                               |
| Month 2  | $21499.69                | $268157.89                                 |
| Month 3  | $826930.11               | $17537816.82                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** SEC_PORT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCO BRANDS COR 4.25% 03/15/29  | ACCO BRANDS CORP REGD 144A P/P 4.25000000                                                      | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |      165000 | PA      | $152131.79    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV V/R 12/13/29   | ABN AMRO BANK NV REGD V/R 144A P/P 2.47000000                                                  | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $765591.18    | 0.04%             | 2029-12-13      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| ABL 2024-RTL1 A1 V/R 03/25/29   | ABL 2024-RTL1 SER 2024-RTL1 CL A1 V/R REGD 144A P/P 6.07500000                                 | CUSIP: 00092EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1759428.48   | 0.09%             | 2029-09-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| ABL 2025-RTL1 A1 V/R 06/25/30   | ABL 2025-RTL1 SER 2025-RTL1 CL A1 V/R REGD 144A P/P 6.04000000                                 | CUSIP: 00092RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $812445.44    | 0.04%             | 2030-06-25      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| AFLAC INC 4.75% 01/15/49        | AFLAC INC REGD 4.75000000                                                                      | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22350.59     | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INC 3.6% 04/01/30         | AFLAC INC REGD 3.60000000                                                                      | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24649.87     | 0.00%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 3.45% 01/15/50    | AEP TEXAS INC REGD SER H 3.45000000                                                            | CUSIP: 00108WAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       82000 | PA      | $57713.05     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 3.45% 05/15/51    | AEP TEXAS INC REGD 3.45000000                                                                  | CUSIP: 00108WAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       41000 | PA      | $28310.00     | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 5.4% 06/01/33     | AEP TEXAS INC REGD 5.40000000                                                                  | CUSIP: 00108WAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $44846.83     | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSIO 3.75% 12/01/47  | AEP TRANSMISSION CO LLC REGD SER WI 3.75000000                                                 | CUSIP: 00115AAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $54820.63     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSIO 3.15% 09/15/49  | AEP TRANSMISSION CO LLC REGD 3.15000000                                                        | CUSIP: 00115AAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       59000 | PA      | $40747.85     | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSIO 2.75% 08/15/51  | AEP TRANSMISSION CO LLC REGD SER N 2.75000000                                                  | CUSIP: 00115AAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $27910.87     | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION 4.5% 06/15/52  | AEP TRANSMISSION CO LLC REGD SER O 4.50000000                                                  | CUSIP: 00115AAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $34221.71     | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE V/R 01/15/55       | AES CORP/THE REGD V/R 7.60000000                                                               | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80488.88     | 0.00%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC V/R 03/28/35      | AIB GROUP PLC REGD V/R 144A P/P MTN 5.87100000                                                 | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $213242.16    | 0.01%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC V/R 05/15/31      | AIB GROUP PLC REGD V/R 144A P/P MTN 5.32000000                                                 | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     1025000 | PA      | $1065271.05   | 0.06%             | 2031-05-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOB  4.9% 08/21/32  | COREBRIDGE GLOB FUNDING REGD 144A P/P 4.90000000                                               | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      106000 | PA      | $106896.44    | 0.01%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOB 4.55% 01/09/31  | COREBRIDGE GLOB FUNDING REGD 144A P/P 4.55000000                                               | CUSIP: 00138CBM9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1084323.00   | 0.06%             | 2031-01-09      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR 3.655% 06/17/30   | AMSR 2025-SFR1 TRUST SER 2025-SFR1 CL E2 REGD 144A P/P 3.65500000                              | CUSIP: 00182MAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1400000 | PA      | $1300870.20   | 0.07%             | 2042-06-17      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC 5.55% 08/15/41         | AT&T INC REGD 5.55000000                                                                       | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80161.50     | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.35% 06/15/45         | AT&T INC REGD SER WI 4.35000000                                                                | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       73000 | PA      | $61603.21     | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.75% 05/15/46         | AT&T INC REGD 4.75000000                                                                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      132000 | PA      | $116286.15    | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.5% 03/09/48          | AT&T INC REGD SER WI 4.50000000                                                                | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      238000 | PA      | $200025.96    | 0.01%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.25% 03/01/27         | AT&T INC REGD 4.25000000                                                                       | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      175000 | PA      | $175497.77    | 0.01%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.25% 03/01/37         | AT&T INC REGD 5.25000000                                                                       | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25584.29     | 0.00%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.9% 08/15/37          | AT&T INC REGD SER WI 4.90000000                                                                | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24706.23     | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.35% 03/01/29         | AT&T INC REGD 4.35000000                                                                       | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55627.94     | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.85% 03/01/39         | AT&T INC REGD 4.85000000                                                                       | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24097.34     | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.3% 06/01/27          | AT&T INC REGD SER * 2.30000000                                                                 | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98143.72     | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.75% 06/01/31         | AT&T INC REGD SER * 2.75000000                                                                 | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      117000 | PA      | $109092.45    | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.85% 06/01/60         | AT&T INC REGD 3.85000000                                                                       | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       18000 | PA      | $12583.99     | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC 1.65% 02/01/28         | AT&T INC REGD 1.65000000                                                                       | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47985.81     | 0.00%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.5% 09/15/53          | AT&T INC REGD 3.50000000                                                                       | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      270000 | PA      | $184374.51    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.55% 09/15/55         | AT&T INC REGD 3.55000000                                                                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2677000 | PA      | $1815682.85   | 0.10%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.65% 09/15/59         | AT&T INC REGD 3.65000000                                                                       | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      432000 | PA      | $291174.41    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.8% 12/01/57          | AT&T INC REGD 3.80000000                                                                       | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       52000 | PA      | $36512.71     | 0.00%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.4% 02/15/34          | AT&T INC REGD 5.40000000                                                                       | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       83000 | PA      | $87078.98     | 0.00%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC 6.05% 08/15/56         | AT&T INC REGD 6.05000000                                                                       | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      190000 | PA      | $193562.53    | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.9% 11/01/35          | AT&T INC REGD 4.90000000                                                                       | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      325000 | PA      | $325837.56    | 0.02%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.7% 11/01/54          | AT&T INC REGD 5.70000000                                                                       | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1427592.30   | 0.08%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.125% 04/30/36        | AT&T INC REGD 5.12500000                                                                       | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203060.56    | 0.01%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOL 4.15% 05/01/52  | APTIV SWISS HOLDINGS LTD REGD 4.15000000                                                       | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       25000 | PA      | $19414.62     | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINE 5.5% 04/20/26  | AMERICAN AIRLINES/AADVAN REGD 144A P/P 5.50000000                                              | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35833 | PA      | $35904.78     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ABBOTT LABORATO 4.75% 11/30/36  | ABBOTT LABORATORIES REGD 4.75000000                                                            | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50445.04     | 0.00%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATOR 4.9% 11/30/46  | ABBOTT LABORATORIES REGD 4.90000000                                                            | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |       75000 | PA      | $71133.84     | 0.00%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATO 4.65% 03/15/36  | ABBOTT LABORATORIES REGD 4.65000000                                                            | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     2535000 | PA      | $2537020.68   | 0.14%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATOR 5.5% 03/15/56  | ABBOTT LABORATORIES REGD 5.50000000                                                            | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1493929.07   | 0.08%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.5% 05/14/35        | ABBVIE INC REGD 4.50000000                                                                     | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198242.45    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.875% 11/14/48      | ABBVIE INC REGD 4.87500000                                                                     | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9247.91      | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 3.2% 11/21/29        | ABBVIE INC REGD SER WI 3.20000000                                                              | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1397311.39   | 0.07%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.25% 11/21/49       | ABBVIE INC REGD SER WI 4.25000000                                                              | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      840000 | PA      | $707441.05    | 0.04%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.55% 03/15/35       | ABBVIE INC REGD 4.55000000                                                                     | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199240.41    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.8% 03/15/27        | ABBVIE INC REGD 4.80000000                                                                     | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100960.23    | 0.01%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.8% 03/15/29        | ABBVIE INC REGD 4.80000000                                                                     | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      400000 | PA      | $411072.94    | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.95% 03/15/31       | ABBVIE INC REGD 4.95000000                                                                     | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      180000 | PA      | $187494.53    | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.05% 03/15/34       | ABBVIE INC REGD 5.05000000                                                                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      240000 | PA      | $249206.54    | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.4% 03/15/54        | ABBVIE INC REGD 5.40000000                                                                     | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73722.50     | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.875% 03/15/30      | ABBVIE INC REGD 4.87500000                                                                     | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103441.59    | 0.01%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.75% 03/15/36       | ABBVIE INC REGD 4.75000000                                                                     | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      145000 | PA      | $145800.84    | 0.01%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADMT 2024-NQM 5.464% 08/25/69   | A&D MORTGAGE TRUST 2024-NQM4 SER 2024-NQM4 CL A1 REGD 144A P/P 5.46400000                      | CUSIP: 002939AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1638033 | PA      | $1648236.73   | 0.09%             | 2069-08-25      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| CHUBB INA HOLDI 4.15% 03/13/43  | CHUBB INA HOLDINGS LLC REGD 4.15000000                                                         | CUSIP: 00440EAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22044.10     | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPIT 4.25% 10/04/31  | ACCENTURE CAPITAL INC REGD 4.25000000                                                          | CUSIP: 00440KAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100434.86    | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO 5.625% 12/01/33     | ACUSHNET CO REGD 144A P/P 5.62500000                                                           | CUSIP: 005095AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $20405.33     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ADAPTHEALTH LL 4.625% 08/01/29  | ADAPTHEALTH LLC REGD 144A P/P 4.62500000                                                       | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $48214.76     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLD 7% 04/15/28  | ADIENT GLOBAL HOLDINGS REGD 144A P/P 7.00000000                                                | CUSIP: 00687YAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      195000 | PA      | $198968.84    | 0.01%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ADIENT GLOBAL HO 7.5% 02/15/33  | ADIENT GLOBAL HOLDINGS REGD 144A P/P 7.50000000                                                | CUSIP: 00687YAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      430000 | PA      | $451614.81    | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ADOBE INC 2.3% 02/01/30         | ADOBE INC REGD 2.30000000                                                                      | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46910.24     | 0.00%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AECOM 6% 08/01/33               | AECOM REGD 144A P/P 6.00000000                                                                 | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      105000 | PA      | $107347.38    | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND  2.45% 10/29/26  | AERCAP IRELAND CAP/GLOBA REGD 2.45000000                                                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1800000 | PA      | $1782963.76   | 0.10%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP 3% 10/29/28  | AERCAP IRELAND CAP/GLOBA REGD 3.00000000                                                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      340000 | PA      | $330946.20    | 0.02%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 3.4% 10/29/33  | AERCAP IRELAND CAP/GLOBA REGD 3.40000000                                                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      150000 | PA      | $136975.40    | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  6.45% 04/15/27  | AERCAP IRELAND CAP/GLOBA REGD 6.45000000                                                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      150000 | PA      | $153813.40    | 0.01%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CA V/R 03/10/55  | AERCAP IRELAND CAP/GLOBA REGD V/R 6.95000000                                                   | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      655000 | PA      | $692617.99    | 0.04%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND 4.375% 11/15/30  | AERCAP IRELAND CAP/GLOBA REGD 4.37500000                                                       | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      150000 | PA      | $150505.15    | 0.01%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  4.75% 01/15/33  | AERCAP IRELAND CAP/GLOBA REGD 4.75000000                                                       | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      150000 | PA      | $150356.23    | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AETNA INC 6.625% 06/15/36       | AETNA INC REGD 6.62500000                                                                      | CUSIP: 00817YAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27894.37     | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AETNA INC 4.75% 03/15/44        | AETNA INC REGD 4.75000000                                                                      | CUSIP: 00817YAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $21946.42     | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELO 4.125% 01/22/36  | AFRICAN DEVELOPMENT BANK REGD 4.12500000                                                       | CUSIP: 00828EFN4<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |      200000 | PA      | $201858.36    | 0.01%             | 2036-01-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT 3.798% 05/17/31  | AFRICAN EXPORT-IMPORT BA REGD 144A P/P 3.79800000                                              | CUSIP: 00831TAC5<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | CORP              | EG        |     1245000 | PA      | $1132091.14   | 0.06%             | 2031-05-17      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| AGILENT TECHNOLO 2.3% 03/12/31  | AGILENT TECHNOLOGIES INC REGD 2.30000000                                                       | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |       60000 | PA      | $54853.33     | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 3% 02/01/30      | AIR LEASE CORP REGD MTN 3.00000000                                                             | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23699.70     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 3.125% 12/01/30  | AIR LEASE CORP REGD 3.12500000                                                                 | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23528.11     | 0.00%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 2.1% 09/01/28    | AIR LEASE CORP REGD 2.10000000                                                                 | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47549.57     | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 5.85% 12/15/27   | AIR LEASE CORP REGD 5.85000000                                                                 | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25763.66     | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 5.3% 02/01/28    | AIR LEASE CORP REGD 5.30000000                                                                 | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51074.07     | 0.00%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & C 2.7% 05/15/40  | AIR PRODUCTS & CHEMICALS REGD 2.70000000                                                       | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19192.81     | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & C 2.8% 05/15/50  | AIR PRODUCTS & CHEMICALS REGD 2.80000000                                                       | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       50000 | PA      | $32759.75     | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS &  4.85% 02/08/34  | AIR PRODUCTS & CHEMICALS REGD 4.85000000                                                       | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25696.93     | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD 5.95% 02/15/29    | AIRCASTLE LTD REGD 144A P/P 5.95000000                                                         | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |      745000 | PA      | $780748.04    | 0.04%             | 2029-02-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| AKER BP ASA 5.8% 10/01/54       | AKER BP ASA REGD 144A P/P 5.80000000                                                           | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      655000 | PA      | $616189.83    | 0.03%             | 2054-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ALABAMA POWER CO 3.7% 12/01/47  | ALABAMA POWER CO REGD SER B 3.70000000                                                         | CUSIP: 010392FR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       64000 | PA      | $49922.78     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER C 3.45% 10/01/49  | ALABAMA POWER CO REGD 3.45000000                                                               | CUSIP: 010392FT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $43823.90     | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER  3.125% 07/15/51  | ALABAMA POWER CO REGD 3.12500000                                                               | CUSIP: 010392FV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      116000 | PA      | $78123.42     | 0.00%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO 3% 03/15/52    | ALABAMA POWER CO REGD 3.00000000                                                               | CUSIP: 010392FW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      111000 | PA      | $72960.58     | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP 5.65% 06/01/52   | ALBEMARLE CORP REGD 5.65000000                                                                 | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22956.63     | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/S 5.5% 03/31/31  | ALBERTSONS COS/SAFEWAY REGD 144A P/P 5.50000000                                                | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       36000 | PA      | $36286.06     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS/ 5.75% 03/31/34  | ALBERTSONS COS/SAFEWAY REGD 144A P/P 5.75000000                                                | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $34866.70     | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS 5.625% 03/31/32  | ALBERTSONS COS INC REGD 144A P/P 5.62500000                                                    | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90371.17     | 0.00%             | 2032-03-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL  4.5% 07/30/29  | ALEXANDRIA REAL ESTATE E REGD SER 15YR 4.50000000                                              | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25224.85     | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL 3.95% 01/15/28  | ALEXANDRIA REAL ESTATE E REGD 3.95000000                                                       | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24959.54     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REA 1.875% 02/01/33  | ALEXANDRIA REAL ESTATE E REGD 1.87500000                                                       | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20811.66     | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL 3.55% 03/15/52  | ALEXANDRIA REAL ESTATE E REGD 3.55000000                                                       | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18007.32     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL 4.75% 04/15/35  | ALEXANDRIA REAL ESTATE E REGD 4.75000000                                                       | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24374.27     | 0.00%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL 5.15% 04/15/53  | ALEXANDRIA REAL ESTATE E REGD 5.15000000                                                       | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      370000 | PA      | $336106.92    | 0.02%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REA 5.625% 05/15/54  | ALEXANDRIA REAL ESTATE E REGD 5.62500000                                                       | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24208.82     | 0.00%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL 5.25% 03/15/36  | ALEXANDRIA REAL ESTATE E REGD 5.25000000                                                       | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      765000 | PA      | $765061.31    | 0.04%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP H 5.25% 05/26/35  | ALIBABA GROUP HOLDING REGD 5.25000000                                                          | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | HK        |      200000 | PA      | $210075.64    | 0.01%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATI INC 5.875% 12/01/27         | ATI INC REGD 5.87500000                                                                        | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150596.00    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE V/R 09/06/53         | ALLIANZ SE REGD V/R 144A P/P 6.35000000                                                        | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1075229.00   | 0.06%             | 2053-09-06      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| ALLIANZ SE V/R 09/03/54         | ALLIANZ SE REGD V/R 144A P/P 5.60000000                                                        | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1026698.00   | 0.05%             | 2054-09-03      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| ALLISON TRANSM 5.875% 06/01/29  | ALLISON TRANSMISSION INC REGD 144A P/P 5.87500000                                              | CUSIP: 019736AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $187242.94    | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA 30YR TBA 3% MAR 26         | FNMA 30YR TBA 3% MAR 26        TO BE ANNOUNCED 3.00000000                                      | CUSIP: 01F030637<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7100000 | PA      | $6422961.54   | 0.34%             | 2056-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% MAR 26         | FNMA 30YR TBA 5% MAR 26        TO BE ANNOUNCED 5.00000000                                      | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15000000 | PA      | $15070493.10  | 0.80%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% MAR 26       | FNMA 30YR TBA 5.5% MAR 26     TO BE ANNOUNCED 5.50000000                                       | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6250000 | PA      | $6350197.88   | 0.34%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% MAR 26         | FNMA 30YR TBA 6% MAR 26        TO BE ANNOUNCED 6.00000000                                      | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3050000 | PA      | $3128923.20   | 0.17%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP 4.2% 12/15/46     | ALLSTATE CORP REGD 4.20000000                                                                  | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20693.03     | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP 3.85% 08/10/49    | ALLSTATE CORP REGD 3.85000000                                                                  | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19265.10     | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP 1.45% 12/15/30    | ALLSTATE CORP REGD 1.45000000                                                                  | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22075.19     | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP 5.25% 03/30/33    | ALLSTATE CORP REGD 5.25000000                                                                  | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26125.15     | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL I 6.7% 02/14/33  | ALLY FINANCIAL INC REGD 6.70000000                                                             | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       95000 | PA      | $99125.23     | 0.01%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL IN V/R 07/26/35  | ALLY FINANCIAL INC REGD V/R 6.18400000                                                         | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25815.94     | 0.00%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 2.05% 08/15/50     | ALPHABET INC REGD 2.05000000                                                                   | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $27644.82     | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 2.25% 08/15/60     | ALPHABET INC REGD 2.25000000                                                                   | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $26304.50     | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 4.1% 11/15/30      | ALPHABET INC REGD 4.10000000                                                                   | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100940.97    | 0.01%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 4.7% 11/15/35      | ALPHABET INC REGD 4.70000000                                                                   | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50645.24     | 0.00%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.35% 11/15/45     | ALPHABET INC REGD 5.35000000                                                                   | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50271.16     | 0.00%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.45% 11/15/55     | ALPHABET INC REGD 5.45000000                                                                   | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49734.27     | 0.00%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.7% 11/15/75      | ALPHABET INC REGD 5.70000000                                                                   | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50007.92     | 0.00%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 4.8% 02/15/36      | ALPHABET INC REGD 4.80000000                                                                   | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      580000 | PA      | $589808.57    | 0.03%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.65% 02/15/56     | ALPHABET INC REGD 5.65000000                                                                   | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1313214.42   | 0.07%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 4.8% 02/14/29  | ALTRIA GROUP INC REGD 4.80000000                                                               | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      300000 | PA      | $306624.51    | 0.02%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 5.8% 02/14/39  | ALTRIA GROUP INC REGD 5.80000000                                                               | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52175.98     | 0.00%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP IN 5.95% 02/14/49  | ALTRIA GROUP INC REGD 5.95000000                                                               | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      320000 | PA      | $324756.50    | 0.02%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP IN 2.45% 02/04/32  | ALTRIA GROUP INC REGD 2.45000000                                                               | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1158792.90   | 0.06%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 6.2% 11/01/28  | ALTRIA GROUP INC REGD 6.20000000                                                               | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      210000 | PA      | $221845.97    | 0.01%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP I 6.875% 11/01/33  | ALTRIA GROUP INC REGD 6.87500000                                                               | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      669000 | PA      | $763161.79    | 0.04%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 4.95% 12/05/44   | AMAZON.COM INC REGD 4.95000000                                                                 | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48539.47     | 0.00%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.875% 08/22/37  | AMAZON.COM INC REGD 3.87500000                                                                 | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46327.27     | 0.00%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 2.7% 06/03/60    | AMAZON.COM INC REGD 2.70000000                                                                 | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $28345.19     | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 2.1% 05/12/31    | AMAZON.COM INC REGD 2.10000000                                                                 | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91166.35     | 0.00%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 2.875% 05/12/41  | AMAZON.COM INC REGD 2.87500000                                                                 | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38442.84     | 0.00%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.1% 05/12/51    | AMAZON.COM INC REGD 3.10000000                                                                 | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       75000 | PA      | $50996.06     | 0.00%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.25% 05/12/61   | AMAZON.COM INC REGD 3.25000000                                                                 | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $32159.15     | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.3% 04/13/27    | AMAZON.COM INC REGD 3.30000000                                                                 | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199388.37    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.6% 04/13/32    | AMAZON.COM INC REGD 3.60000000                                                                 | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97490.89     | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.95% 04/13/52   | AMAZON.COM INC REGD 3.95000000                                                                 | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       75000 | PA      | $59526.82     | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 4.1% 04/13/62    | AMAZON.COM INC REGD 4.10000000                                                                 | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19370.97     | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 4.1% 11/20/30    | AMAZON.COM INC REGD 4.10000000                                                                 | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50391.40     | 0.00%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 4.65% 11/20/35   | AMAZON.COM INC REGD 4.65000000                                                                 | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50305.16     | 0.00%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 5.45% 11/20/55   | AMAZON.COM INC REGD 5.45000000                                                                 | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49290.66     | 0.00%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 5.55% 11/20/65   | AMAZON.COM INC REGD 5.55000000                                                                 | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48991.16     | 0.00%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES 2.69% 05/25/31  | AMCOR FLEXIBLES NORTH AM REGD 2.69000000                                                       | CUSIP: 02344AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       94000 | PA      | $86948.20     | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES  5.1% 03/17/30  | AMCOR FLEXIBLES NORTH AM REGD SER WI 5.10000000                                                | CUSIP: 02344AAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      570000 | PA      | $590591.15    | 0.03%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS COM 6.75% 02/16/31  | AMER SPORTS COMPANY REGD 144A P/P 6.75000000                                                   | CUSIP: 02352NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $99170.60     | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMEREN ILLINOIS 3.25% 03/15/50  | AMEREN ILLINOIS CO REGD 3.25000000                                                             | CUSIP: 02361DAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $30139.10     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS  2.9% 06/15/51  | AMEREN ILLINOIS CO REGD 2.90000000                                                             | CUSIP: 02361DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $61818.77     | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS 5.55% 07/01/54  | AMEREN ILLINOIS CO REGD 5.55000000                                                             | CUSIP: 02361DBB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $170355.40    | 0.01%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15- 3.375% 05/01/27  | AMER AIRLN 15-1 A PTT REGD 3.37500000                                                          | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      609200 | PA      | $602772.44    | 0.03%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC 4% 01/15/28   | ABC SUPPLY CO INC REGD 144A P/P 4.00000000                                                     | CUSIP: 024747AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $108502.28    | 0.01%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-2 D 5.5% 11/12/28     | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-2 SER 2025-2 CL D REGD 144A P/P 5.50000000   | CUSIP: 024938AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1235000 | PA      | $1262391.31   | 0.07%             | 2031-07-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRES 4.05% 12/03/42  | AMERICAN EXPRESS CO REGD 4.05000000                                                            | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87289.37     | 0.00%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRES 2.55% 03/04/27  | AMERICAN EXPRESS CO REGD 2.55000000                                                            | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98898.83     | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRES 4.05% 05/03/29  | AMERICAN EXPRESS CO REGD 4.05000000                                                            | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      220000 | PA      | $221950.45    | 0.01%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 05/01/34  | AMERICAN EXPRESS CO REGD V/R 5.04300000                                                        | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102874.53    | 0.01%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 01/30/31  | AMERICAN EXPRESS CO REGD V/R 5.08500000                                                        | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103361.17    | 0.01%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 01/30/36  | AMERICAN EXPRESS CO REGD V/R 5.44200000                                                        | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104332.95    | 0.01%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 04/25/31  | AMERICAN EXPRESS CO REGD V/R 5.01600000                                                        | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      345000 | PA      | $356632.72    | 0.02%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 04/25/36  | AMERICAN EXPRESS CO REGD V/R 5.66700000                                                        | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      110000 | PA      | $116600.68    | 0.01%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 07/20/33  | AMERICAN EXPRESS CO REGD V/R 4.91800000                                                        | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      380000 | PA      | $389457.39    | 0.02%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 10/24/36  | AMERICAN EXPRESS CO REGD V/R 4.80400000                                                        | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     2060000 | PA      | $2040982.43   | 0.11%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| AMXCA 2023-2 A 4.8% 05/15/28    | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2023-2 CL A REGD 4.80000000                   | CUSIP: 02582JKB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      275000 | PA      | $282212.78    | 0.02%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMXCA 2024-3 A 4.65% 07/15/27   | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2024-3 CL A REGD 4.65000000                   | CUSIP: 02589BAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $304120.20    | 0.02%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA F 4.9% 03/12/27  | AMERICAN HONDA FINANCE REGD MTN 4.90000000                                                     | CUSIP: 02665WFD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101131.35    | 0.01%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES  4.25% 02/15/28  | AMERICAN HOMES 4 RENT REGD 4.25000000                                                          | CUSIP: 02666TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25066.37     | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 3.625% 04/15/32  | AMERICAN HOMES 4 RENT REGD 3.62500000                                                          | CUSIP: 02666TAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23749.72     | 0.00%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 5.5% 02/01/34  | AMERICAN HOMES 4 RENT REGD 5.50000000                                                          | CUSIP: 02666TAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25867.99     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERN 4.75% 04/01/48  | AMERICAN INTERNATIONAL REGD 4.75000000                                                         | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       83000 | PA      | $74640.61     | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTER 5.125% 03/27/33  | AMERICAN INTERNATIONAL REGD 5.12500000                                                         | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51587.54     | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 3.8% 08/15/29  | AMERICAN TOWER CORP REGD 3.80000000                                                            | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       86000 | PA      | $85349.70     | 0.00%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.1% 06/15/30  | AMERICAN TOWER CORP REGD 2.10000000                                                            | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91887.29     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER 1.875% 10/15/30  | AMERICAN TOWER CORP REGD 1.87500000                                                            | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      112000 | PA      | $101191.35    | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.7% 04/15/31  | AMERICAN TOWER CORP REGD 2.70000000                                                            | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      106000 | PA      | $98560.23     | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.3% 09/15/31  | AMERICAN TOWER CORP REGD 2.30000000                                                            | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       47000 | PA      | $42327.57     | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER  3.65% 03/15/27  | AMERICAN TOWER CORP REGD 3.65000000                                                            | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49844.62     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 5.8% 11/15/28  | AMERICAN TOWER CORP REGD 5.80000000                                                            | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104560.70    | 0.01%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSM 2.65% 01/15/32  | AMERICAN TRANSMISSION SY REGD 144A P/P 2.65000000                                              | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $137374.38    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER  5.45% 03/01/54  | AMERICAN WATER CAPITAL C REGD 5.45000000                                                       | CUSIP: 03040WBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49488.95     | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER  5.25% 03/01/35  | AMERICAN WATER CAPITAL C REGD 5.25000000                                                       | CUSIP: 03040WBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104034.90    | 0.01%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC 4.6% 02/13/33       | CENCORA INC REGD 4.60000000                                                                    | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      235000 | PA      | $236823.80    | 0.01%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CENCORA INC 4.9% 02/13/36       | CENCORA INC REGD 4.90000000                                                                    | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      122000 | PA      | $122903.49    | 0.01%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 6.375% 06/01/37       | AMGEN INC REGD 6.37500000                                                                      | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       25000 | PA      | $28259.10     | 0.00%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.663% 06/15/51       | AMGEN INC REGD SER WI 4.66300000                                                               | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43698.47     | 0.00%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 3.15% 02/21/40        | AMGEN INC REGD 3.15000000                                                                      | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80532.09     | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 3.375% 02/21/50       | AMGEN INC REGD 3.37500000                                                                      | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       43000 | PA      | $31368.81     | 0.00%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 2.2% 02/21/27         | AMGEN INC REGD 2.20000000                                                                      | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98430.78     | 0.01%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 2.45% 02/21/30        | AMGEN INC REGD 2.45000000                                                                      | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      221000 | PA      | $208599.67    | 0.01%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 2.77% 09/01/53        | AMGEN INC REGD 2.77000000                                                                      | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $30633.82     | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.2% 02/22/52         | AMGEN INC REGD 4.20000000                                                                      | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       69000 | PA      | $56010.26     | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.4% 02/22/62         | AMGEN INC REGD 4.40000000                                                                      | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       38000 | PA      | $30539.67     | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.05% 08/18/29        | AMGEN INC REGD 4.05000000                                                                      | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      180000 | PA      | $181008.34    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.875% 03/01/53       | AMGEN INC REGD 4.87500000                                                                      | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44752.61     | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.15% 03/02/28        | AMGEN INC REGD 5.15000000                                                                      | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      171000 | PA      | $175195.10    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.65% 03/02/53        | AMGEN INC REGD 5.65000000                                                                      | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49961.80     | 0.00%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.75% 03/02/63        | AMGEN INC REGD 5.75000000                                                                      | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       67000 | PA      | $66499.58     | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.85% 02/19/36        | AMGEN INC REGD 4.85000000                                                                      | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      426000 | PA      | $428472.73    | 0.02%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLO 5.875% 10/01/33  | AMKOR TECHNOLOGY INC REGD 144A P/P 5.87500000                                                  | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71513.98     | 0.00%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ANALOG DEVICES I 2.8% 10/01/41  | ANALOG DEVICES INC REGD 2.80000000                                                             | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18851.21     | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES  2.95% 10/01/51  | ANALOG DEVICES INC REGD 2.95000000                                                             | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16559.06     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AOMT 2025-HB2 A1 V/R 12/25/55   | ANGEL OAK MORTGAGE TRUST 2025-HB2 SER 2025-HB2 CL A1 V/R REGD 144A P/P 5.26721000              | CUSIP: 034648AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2084128 | PA      | $2100261.77   | 0.11%             | 2055-12-25      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN 2.625% 09/10/30  | ANGLO AMERICAN CAPITAL REGD 144A P/P 2.62500000                                                | CUSIP: 034863AX8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      380000 | PA      | $354985.03    | 0.02%             | 2030-09-10      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH C 4.7% 02/01/36  | ANHEUSER-BUSCH CO/INBEV REGD SER * 4.70000000                                                  | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $125514.74    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH C 4.9% 02/01/46  | ANHEUSER-BUSCH CO/INBEV REGD SER * 4.90000000                                                  | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      924000 | PA      | $869169.39    | 0.05%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH 4.439% 10/06/48  | ANHEUSER-BUSCH INBEV WOR REGD SER WI 4.43900000                                                | CUSIP: 03523TBT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $43862.65     | 0.00%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH  5.45% 01/23/39  | ANHEUSER-BUSCH INBEV WOR REGD 5.45000000                                                       | CUSIP: 03523TBU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $52496.74     | 0.00%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH  5.55% 01/23/49  | ANHEUSER-BUSCH INBEV WOR REGD 5.55000000                                                       | CUSIP: 03523TBV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $212613.10    | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH I 5.8% 01/23/59  | ANHEUSER-BUSCH INBEV WOR REGD 5.80000000                                                       | CUSIP: 03523TBW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $52323.56     | 0.00%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH  4.95% 01/15/42  | ANHEUSER-BUSCH INBEV WOR REGD 4.95000000                                                       | CUSIP: 035240AG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24291.80     | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH 4.375% 04/15/38  | ANHEUSER-BUSCH INBEV WOR REGD 4.37500000                                                       | CUSIP: 035240AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $48158.19     | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH  4.75% 04/15/58  | ANHEUSER-BUSCH INBEV WOR REGD 4.75000000                                                       | CUSIP: 035240AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $44780.77     | 0.00%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH I 3.5% 06/01/30  | ANHEUSER-BUSCH INBEV WOR REGD 3.50000000                                                       | CUSIP: 035240AV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $256376.76    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH I 4.9% 02/01/46  | ANHEUSER-BUSCH INBEV FIN REGD 4.90000000                                                       | CUSIP: 035242AN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $46925.47     | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 4.55% 03/01/48  | ELEVANCE HEALTH INC REGD 4.55000000                                                            | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       97000 | PA      | $84190.50     | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALT 3.125% 05/15/50  | ELEVANCE HEALTH INC REGD 3.12500000                                                            | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16718.53     | 0.00%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH  3.6% 03/15/51  | ELEVANCE HEALTH INC REGD 3.60000000                                                            | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18048.26     | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 4.55% 05/15/52  | ELEVANCE HEALTH INC REGD 4.55000000                                                            | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21004.96     | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH  6.1% 10/15/52  | ELEVANCE HEALTH INC REGD 6.10000000                                                            | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       66000 | PA      | $68562.68     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH  5.7% 09/15/55  | ELEVANCE HEALTH INC REGD 5.70000000                                                            | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49454.05     | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREA 5.75% 01/15/28  | ANTERO MIDSTREAM PART/FI REGD 144A P/P 5.75000000                                              | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $235049.96    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AON CORP 4.5% 12/15/28          | AON CORP REGD 4.50000000                                                                       | CUSIP: 037389BB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       22000 | PA      | $22333.21     | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AON CORP 3.75% 05/02/29         | AON CORP REGD 3.75000000                                                                       | CUSIP: 037389BC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49000 | PA      | $48611.88     | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AON CORP 2.8% 05/15/30          | AON CORP REGD 2.80000000                                                                       | CUSIP: 037389BE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       38000 | PA      | $36064.74     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GL 5.35% 02/28/33  | AON CORP/AON GLOBAL HOLD REGD 5.35000000                                                       | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $52346.21     | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERI 5.45% 03/01/34  | AON NORTH AMERICA INC REGD 5.45000000                                                          | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $52192.74     | 0.00%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERI 5.75% 03/01/54  | AON NORTH AMERICA INC REGD 5.75000000                                                          | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49441.54     | 0.00%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP 4.25% 01/15/30         | APA CORP REGD SER . 4.25000000                                                                 | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      159000 | PA      | $158018.35    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APA CORP 5.35% 07/01/49         | APA CORP REGD SER . 5.35000000                                                                 | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      720000 | PA      | $628672.06    | 0.03%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.85% 05/04/43        | APPLE INC REGD 3.85000000                                                                      | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42911.29     | 0.00%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.45% 02/09/45        | APPLE INC REGD 3.45000000                                                                      | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79289.67     | 0.00%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.375% 05/13/45       | APPLE INC REGD 4.37500000                                                                      | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45406.14     | 0.00%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.5% 02/23/36         | APPLE INC REGD 4.50000000                                                                      | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25595.52     | 0.00%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.35% 02/09/27        | APPLE INC REGD 3.35000000                                                                      | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99738.22     | 0.01%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.75% 09/12/47        | APPLE INC REGD 3.75000000                                                                      | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20215.50     | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.2% 09/11/29         | APPLE INC REGD 2.20000000                                                                      | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47689.75     | 0.00%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.65% 05/11/50        | APPLE INC REGD 2.65000000                                                                      | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31894.94     | 0.00%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.375% 02/08/41       | APPLE INC REGD 2.37500000                                                                      | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36725.39     | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.65% 02/08/51        | APPLE INC REGD 2.65000000                                                                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $63168.34     | 0.00%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.8% 02/08/61         | APPLE INC REGD 2.80000000                                                                      | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $29802.97     | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.7% 08/05/51         | APPLE INC REGD 2.70000000                                                                      | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31914.32     | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.85% 08/05/61        | APPLE INC REGD 2.85000000                                                                      | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15174.68     | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.95% 08/08/52        | APPLE INC REGD 3.95000000                                                                      | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40340.67     | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.1% 08/08/62         | APPLE INC REGD 4.10000000                                                                      | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39907.33     | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.3% 05/10/33         | APPLE INC REGD 4.30000000                                                                      | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102234.52    | 0.01%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4% 05/12/28           | APPLE INC REGD 4.00000000                                                                      | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100929.27    | 0.01%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.75% 05/12/35        | APPLE INC REGD 4.75000000                                                                      | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103690.71    | 0.01%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIA 5.85% 06/15/41  | APPLIED MATERIALS INC REGD 5.85000000                                                          | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27146.39     | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIAL 3.3% 04/01/27  | APPLIED MATERIALS INC REGD 3.30000000                                                          | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49839.48     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIA 4.35% 04/01/47  | APPLIED MATERIALS INC REGD 4.35000000                                                          | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22188.01     | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLD 3.1% 12/01/51  | APTIV SWISS HOLDINGS LTD REGD 3.10000000                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |       25000 | PA      | $16351.98     | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AQFIT 2025-A C 5.81% 12/19/50   | AQUA FINANCE ISSUER TRUST 2025-A SER 2025-A CL C REGD 144A P/P 5.81000000                      | CUSIP: 038394AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      918158 | PA      | $942861.96    | 0.05%             | 2050-12-19      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| AQFIT 2020-AA  3.97% 12/17/25   | AQUA FINANCE TRUST 2020-A SER 2020-AA CL C REGD 144A P/P 3.97000000                            | CUSIP: 038413AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1243097 | PA      | $1212432.77   | 0.06%             | 2046-07-17      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY SR IN 5% 12/30/28  | ARBOR REALTY SR INC REGD 144A P/P SER QIB 5.00000000                                           | CUSIP: 03881NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1678683.35   | 0.09%             | 2028-12-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ARCELORMITTAL 6.75% 03/01/41    | ARCELORMITTAL REGD 6.75000000                                                                  | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |       25000 | PA      | $27898.72     | 0.00%             | 2041-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL G 3.635% 06/30/50  | ARCH CAPITAL GROUP LTD REGD 3.63500000                                                         | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |       25000 | PA      | $18688.66     | 0.00%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS- 3.25% 03/27/30  | ARCHER-DANIELS-MIDLAND C REGD 3.25000000                                                       | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24356.68     | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNE 6.25% 04/01/28  | ARCHROCK PARTNERS LP/FIN REGD 144A P/P 6.25000000                                              | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $95122.55     | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL C 2.875% 06/15/28  | ARES CAPITAL CORP REGD 2.87500000                                                              | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47720.57     | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL C 5.875% 03/01/29  | ARES CAPITAL CORP REGD 5.87500000                                                              | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      320000 | PA      | $326090.48    | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL COR 5.8% 03/08/32  | ARES CAPITAL CORP REGD SER . 5.80000000                                                        | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24932.99     | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL COR 5.5% 09/01/30  | ARES CAPITAL CORP REGD 5.50000000                                                              | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      845000 | PA      | $838361.56    | 0.04%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL COR 5.1% 01/15/31  | ARES CAPITAL CORP REGD 5.10000000                                                              | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      785000 | PA      | $766678.03    | 0.04%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/35  | REPUBLIC OF ARGENTINA REGD S/UP SER * 4.12500000                                               | CUSIP: 040114HT0<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |      720000 | PA      | $544536.00    | 0.03%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/41  | REPUBLIC OF ARGENTINA REGD S/UP 3.50000000                                                     | CUSIP: 040114HV5<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |      200000 | PA      | $140500.00    | 0.01%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO 3.25% 06/15/30  | ARES FINANCE CO II LLC REGD 144A P/P 3.25000000                                                | CUSIP: 04015KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      920000 | PA      | $881789.32    | 0.05%             | 2030-06-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ARES STRATEGIC I 5.7% 03/15/28  | ARES STRATEGIC INCOME FU REGD SER WI 5.70000000                                                | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      865000 | PA      | $872352.85    | 0.05%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC I 6.2% 03/21/32  | ARES STRATEGIC INCOME FU REGD SER WI 6.20000000                                                | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50269.93     | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC I 5.8% 09/09/30  | ARES STRATEGIC INCOME FU REGD 144A P/P 5.80000000                                              | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49731.56     | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ARIZONA PUBLIC  3.35% 05/15/50  | ARIZONA PUBLIC SERVICE REGD 3.35000000                                                         | CUSIP: 040555DB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $17500.48     | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC  5.55% 08/01/33  | ARIZONA PUBLIC SERVICE REGD 5.55000000                                                         | CUSIP: 040555DG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26326.22     | 0.00%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAG 5.75% 03/02/53  | ARTHUR J GALLAGHER & CO REGD 5.75000000                                                        | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24330.98     | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAG 5.45% 07/15/34  | ARTHUR J GALLAGHER & CO REGD 5.45000000                                                        | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25939.66     | 0.00%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAG 5.75% 07/15/54  | ARTHUR J GALLAGHER & CO REGD 5.75000000                                                        | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24578.73     | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOT 4.625% 11/15/29  | ASBURY AUTOMOTIVE GROUP REGD 144A P/P 4.62500000                                               | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      110000 | PA      | $108351.10    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ASIAN DEVELOPMEN 2.5% 11/02/27  | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 2.50000000                                            | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |      200000 | PA      | $197094.82    | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPM 3.875% 09/28/32  | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 3.87500000                                            | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |      200000 | PA      | $201935.08    | 0.01%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPME 3.75% 04/25/28  | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 3.75000000                                            | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |      200000 | PA      | $201417.16    | 0.01%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPM 3.625% 08/28/29  | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 3.62500000                                            | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |      200000 | PA      | $201180.27    | 0.01%             | 2029-08-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPM 4.375% 01/14/28  | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 4.37500000                                            | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |      100000 | PA      | $101745.63    | 0.01%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPME 4.25% 01/14/36  | ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 4.25000000                                            | CUSIP: 045167GP2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |      200000 | PA      | $204336.93    | 0.01%             | 2036-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUC 4.5% 01/16/30  | ASIAN INFRASTRUCTURE INV REGD 4.50000000                                                       | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |      200000 | PA      | $207331.45    | 0.01%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE 5.75% 07/01/30  | ASPEN INSURANCE HLDG LTD REGD 5.75000000                                                       | CUSIP: 04530DAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      805000 | PA      | $845001.77    | 0.05%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANT 3.15% 06/15/31  | ASSURED GUARANTY US HLDG REGD 3.15000000                                                       | CUSIP: 04621WAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23608.85     | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC 4% 09/18/42     | ASTRAZENECA PLC REGD 4.00000000                                                                | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $21847.87     | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PL 4.375% 11/16/45  | ASTRAZENECA PLC REGD 4.37500000                                                                | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $22466.83     | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PL 4.375% 08/17/48  | ASTRAZENECA PLC REGD 4.37500000                                                                | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $22245.03     | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PL 2.125% 08/06/50  | ASTRAZENECA PLC REGD 2.12500000                                                                | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $14311.26     | 0.00%             | 2050-08-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC 3% 05/28/51     | ASTRAZENECA PLC REGD 3.00000000                                                                | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $17195.98     | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINA 4.9% 03/03/30  | ASTRAZENECA FINANCE LLC REGD 4.90000000                                                        | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103725.51    | 0.01%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANC 5% 02/26/34  | ASTRAZENECA FINANCE LLC REGD 5.00000000                                                        | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52069.32     | 0.00%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL  5.033% 07/17/30  | ATHENE GLOBAL FUNDING REGD 144A P/P 5.03300000                                                 | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1072327.00   | 0.06%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL  5.543% 08/22/35  | ATHENE GLOBAL FUNDING REGD 144A P/P 5.54300000                                                 | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1246465.03   | 0.07%             | 2035-08-22      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| ATHENE HOLDING  6.15% 04/03/30  | ATHENE HOLDING LTD REGD 6.15000000                                                             | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26208.83     | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING L 3.5% 01/15/31  | ATHENE HOLDING LTD REGD 3.50000000                                                             | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23612.10     | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING 5.875% 01/15/34  | ATHENE HOLDING LTD REGD 5.87500000                                                             | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25426.66     | 0.00%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING  6.25% 04/01/54  | ATHENE HOLDING LTD REGD 6.25000000                                                             | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46813.45     | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY C 4.125% 10/15/44  | ATMOS ENERGY CORP REGD 4.12500000                                                              | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       92000 | PA      | $79499.00     | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC 2.85% 01/15/30     | AUTODESK INC REGD 2.85000000                                                                   | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |       90000 | PA      | $85782.83     | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DRVPNK 2025-1A 5.63% 02/10/29   | AUTONATION FINANCE TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.63000000                      | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      759000 | PA      | $780747.78    | 0.04%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE INC 5.4% 07/15/34      | AUTOZONE INC REGD 5.40000000                                                                   | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52267.57     | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMU 2.05% 01/15/32  | AVALONBAY COMMUNITIES REGD 2.05000000                                                          | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44524.92     | 0.00%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNIT 5% 02/15/33  | AVALONBAY COMMUNITIES REGD 5.00000000                                                          | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25915.92     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUN 5.3% 12/07/33  | AVALONBAY COMMUNITIES REGD 5.30000000                                                          | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26343.27     | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUN 3.3% 06/01/29  | AVALONBAY COMMUNITIES REGD MTN 3.30000000                                                      | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24558.05     | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUN 2.3% 03/01/30  | AVALONBAY COMMUNITIES REGD MTN 2.30000000                                                      | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23434.57     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDIN 4.625% 07/15/28  | AVANTOR FUNDING INC REGD 144A P/P 4.62500000                                                   | CUSIP: 05352TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $158731.38    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AVIENT CORP 7.125% 08/01/30     | AVIENT CORP REGD 144A P/P 7.12500000                                                           | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      120000 | PA      | $123751.68    | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET CAR 5.75% 07/15/27  | AVIS BUDGET CAR/FINANCE REGD 144A P/P 5.75000000                                               | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      213000 | PA      | $212867.39    | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AESOP 2024-3A  5.23% 12/20/29   | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-3A CL A REGD 144A P/P 5.23000000             | CUSIP: 05377RJK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $4153487.20   | 0.22%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| AESOP 2024-3A  6.11% 12/20/29   | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-3A CL C REGD 144A P/P 6.11000000             | CUSIP: 05377RJM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      440000 | PA      | $457341.98    | 0.02%             | 2030-12-20      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| AESOP 2025-1A  5.87% 08/20/28   | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2025-1A CL C REGD 144A P/P 5.87000000             | CUSIP: 05377RKN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1641990.88   | 0.09%             | 2029-08-20      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS 2.75% 02/21/28  | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.75000000                                              | CUSIP: 05401AAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      500000 | PA      | $486950.39    | 0.03%             | 2028-02-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDING 2.528% 11/18/27  | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.52800000                                              | CUSIP: 05401AAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      419000 | PA      | $408217.49    | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS 5.75% 03/01/29  | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.75000000                                              | CUSIP: 05401AAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      500000 | PA      | $520722.86    | 0.03%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS 5.15% 01/15/30  | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.15000000                                              | CUSIP: 05401AAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2960000 | PA      | $3035098.34   | 0.16%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS  4.9% 10/10/30  | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.90000000                                              | CUSIP: 05401ABA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      335000 | PA      | $339958.53    | 0.02%             | 2030-10-10      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| AXALTA COATING 3.375% 02/15/29  | AXALTA COATING SYSTEMS REGD 144A P/P 3.37500000                                                | CUSIP: 05453GAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $183405.48    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| EQUITABLE HOLDI 4.35% 04/20/28  | EQUITABLE HOLDINGS INC REGD 4.35000000                                                         | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17096.62     | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS 5% 04/20/48  | EQUITABLE HOLDINGS INC REGD 5.00000000                                                         | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |       17000 | PA      | $15096.92     | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRIS 6.125% 03/15/30  | AXON ENTERPRISE INC REGD 144A P/P 6.12500000                                                   | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       65000 | PA      | $67171.06     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BAMLL 2024-FRR2  V/R 05/27/27   | BAMLL RE-REMIC TRUST 2024-FRR2 SER 2024-FRR2 CL C V/R REGD 144A P/P 1.21521900                 | CUSIP: 05493UAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1893279.40   | 0.10%             | 2050-07-27      | Variable      | 1.22%                 | Yes           |                  2 | On Loan: No      |
| BAMLL 2024-FRR3  V/R 02/27/27   | BAMLL RE-REMIC TRUST 2024-FRR3 SER 2024-FRR3 CL C V/R REGD 144A P/P 0.67586700                 | CUSIP: 054988AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2294640.00   | 0.12%             | 2050-01-27      | Variable      | 0.68%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CO 7.081% 08/02/53  | BAT CAPITAL CORP REGD 7.08100000                                                               | CUSIP: 054989AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      183000 | PA      | $210002.06    | 0.01%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 3.557% 08/15/27  | BAT CAPITAL CORP REGD 3.55700000                                                               | CUSIP: 05526DBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      224000 | PA      | $222987.98    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 4.39% 08/15/37  | BAT CAPITAL CORP REGD SER WI 4.39000000                                                        | CUSIP: 05526DBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $46805.53     | 0.00%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 4.54% 08/15/47  | BAT CAPITAL CORP REGD SER WI 4.54000000                                                        | CUSIP: 05526DBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      791000 | PA      | $669125.42    | 0.04%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 4.758% 09/06/49  | BAT CAPITAL CORP REGD 4.75800000                                                               | CUSIP: 05526DBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      368000 | PA      | $317625.93    | 0.02%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 2.259% 03/25/28  | BAT CAPITAL CORP REGD 2.25900000                                                               | CUSIP: 05526DBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      148000 | PA      | $143225.61    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 5.834% 02/20/31  | BAT CAPITAL CORP REGD 5.83400000                                                               | CUSIP: 05526DBY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $112375.00    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP 6% 02/20/34    | BAT CAPITAL CORP REGD 6.00000000                                                               | CUSIP: 05526DBZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $97747.30     | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 5.625% 08/15/35  | BAT CAPITAL CORP REGD 5.62500000                                                               | CUSIP: 05526DCC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      795000 | PA      | $838404.10    | 0.04%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 6.25% 08/15/55  | BAT CAPITAL CORP REGD 6.25000000                                                               | CUSIP: 05526DCD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      770000 | PA      | $804552.71    | 0.04%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINAN 4.448% 03/16/28  | BAT INTL FINANCE PLC REGD 4.44800000                                                           | CUSIP: 05530QAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      110000 | PA      | $111102.35    | 0.01%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINAN 5.931% 02/02/29  | BAT INTL FINANCE PLC REGD 5.93100000                                                           | CUSIP: 05530QAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       50000 | PA      | $52698.36     | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON F 4.125% 02/24/42  | BHP BILLITON FIN USA LTD REGD 4.12500000                                                       | CUSIP: 055451AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       25000 | PA      | $22051.64     | 0.00%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN U 5% 09/30/43  | BHP BILLITON FIN USA LTD REGD 5.00000000                                                       | CUSIP: 055451AV0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       25000 | PA      | $24287.80     | 0.00%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FI 5.25% 09/08/30  | BHP BILLITON FIN USA LTD REGD 5.25000000                                                       | CUSIP: 055451BD9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       25000 | PA      | $26260.98     | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FI 5.25% 09/08/33  | BHP BILLITON FIN USA LTD REGD 5.25000000                                                       | CUSIP: 055451BE7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       50000 | PA      | $52503.03     | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN 5.5% 09/08/53  | BHP BILLITON FIN USA LTD REGD 5.50000000                                                       | CUSIP: 055451BF4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       25000 | PA      | $25239.83     | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FI 5.75% 09/05/55  | BHP BILLITON FIN USA LTD REGD 5.75000000                                                       | CUSIP: 055451BM9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       50000 | PA      | $52256.87     | 0.00%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BBCMS 2022-C16 A V/R 05/15/32   | BBCMS MORTGAGE TRUST 2022-C16 SER 2022-C16 CL A5 V/R REGD 4.60000000                           | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280000 | PA      | $282092.44    | 0.02%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BBCMS 2023-C1 5.753% 03/15/28   | BBCMS MORTGAGE TRUST 2023-C19 SER 2023-C19 CL A2B REGD 5.75300000                              | CUSIP: 05553RAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      590000 | PA      | $602166.27    | 0.03%             | 2056-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMD2 2019-FRR1 5 V/R 05/25/52   | BMD2 RE-REMIC TRUST 2019-FRR1 SER 2019-FRR1 CL 5A1 V/R REGD 144A P/P 3.41341500                | CUSIP: 055631BQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1907727.70   | 0.10%             | 2052-05-25      | Variable      | 3.41%                 | Yes           |                  2 | On Loan: No      |
| BMD2 2019-FRR1 4 ZCP 05/25/52   | BMD2 RE-REMIC TRUST 2019-FRR1 SER 2019-FRR1 CL 4A ZCP REGD 144A P/P 0.00000000                 | CUSIP: 055631FB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1650000 | PA      | $1437237.04   | 0.08%             | 2052-05-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BMD2 2019-FRR1 6 V/R 05/25/52   | BMD2 RE-REMIC TRUST 2019-FRR1 SER FRR1 CL 6B10 V/R REGD 144A P/P 2.34660600                    | CUSIP: 055631HH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1561135.01   | 0.08%             | 2052-05-25      | Variable      | 2.35%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS V/R /PERP/          | BNP PARIBAS REGD V/R /PERP/ 144A P/P 7.75000000                                                | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      550000 | PA      | $585693.90    | 0.03%             | 2175-02-16      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS  V/R /PERP/  | BP CAPITAL MARKETS PLC REGD V/R /PERP/ 4.87500000                                              | CUSIP: 05565QDV7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1994498.00   | 0.11%             | 2174-12-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS  V/R /PERP/  | BP CAPITAL MARKETS PLC REGD V/R /PERP/ 6.45000000                                              | CUSIP: 05565QDW5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1066371.00   | 0.06%             | 2174-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 10/19/29            | BPCE SA REGD V/R 144A P/P 6.71400000                                                           | CUSIP: 05571AAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1120000 | PA      | $1189851.24   | 0.06%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA V/R 05/30/35            | BPCE SA REGD V/R 144A P/P 5.93600000                                                           | CUSIP: 05571AAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1375000 | PA      | $1453049.06   | 0.08%             | 2035-05-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS V/R 12/05/34        | BNP PARIBAS REGD V/R 144A P/P 5.89400000                                                       | CUSIP: 05581KAG6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $644019.30    | 0.03%             | 2034-12-05      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C6 C V/R 09/15/29     | BMO 2024-5C6 MORTGAGE TRUST SER 2024-5C6 CL C V/R REGD 5.88490000                              | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $101072.45    | 0.01%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R /PERP/          | BNP PARIBAS REGD V/R /PERP/ 144A P/P 8.00000000                                                | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $219233.00    | 0.01%             | 2174-08-22      | Variable      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS V/R /PERP/          | BNP PARIBAS REGD V/R /PERP/ 144A P/P 6.87500000                                                | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1135000 | PA      | $1141426.37   | 0.06%             | 2174-06-15      | Variable      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BWX TECHNOLOGI 4.125% 06/30/28  | BWX TECHNOLOGIES INC REGD 144A P/P 4.12500000                                                  | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44567.03     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BMO 2022-C1 A5 V/R 01/15/32     | BMO 2022-C1 MORTGAGE TRUST SER 2022-C1 CL A5 V/R REGD 3.37400000                               | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      280000 | PA      | $265064.35    | 0.01%             | 2055-02-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| BX 2021-PAC D V/R 10/15/23      | BX 2021-LBA3 MORTGAGE TRUST SER 2021-PAC CL D V/R REGD 144A P/P 5.07278000                     | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1215000 | PA      | $1211966.39   | 0.06%             | 2036-10-15      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| BX 2022-VAMF A V/R 01/15/27     | BX TRUST 2022-VAMF SER 2022-VAMF CL A V/R REGD 144A P/P 4.50965000                             | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      685684 | PA      | $685603.31    | 0.04%             | 2039-01-15      | Variable      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-BIO C V/R 02/15/29      | BX TRUST 2024-BIO SER 2024-BIO CL C V/R REGD 144A P/P 6.29965000                               | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      969000 | PA      | $963190.55    | 0.05%             | 2041-02-15      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF 8.25% 06/24/36  | COMMONWEALTH OF BAHAMAS REGD 144A P/P 8.25000000                                               | CUSIP: 056732AP5<br>LEI: N/A                  | Long             | DBT              | USGA              | BS        |      200000 | PA      | $224756.00    | 0.01%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP 6% 06/15/29           | BALL CORP REGD 6.00000000                                                                      | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      135000 | PA      | $139351.19    | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BALL CORP 5.5% 09/15/33         | BALL CORP REGD 5.50000000                                                                      | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56631.17     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  3.5% 08/15/46  | BALTIMORE GAS & ELECTRIC REGD 3.50000000                                                       | CUSIP: 059165EH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        6000 | PA      | $4571.44      | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & 3.75% 08/15/47  | BALTIMORE GAS & ELECTRIC REGD SER * 3.75000000                                                 | CUSIP: 059165EJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $39194.04     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  3.2% 09/15/49  | BALTIMORE GAS & ELECTRIC REGD 3.20000000                                                       | CUSIP: 059165EL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $55782.95     | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  2.9% 06/15/50  | BALTIMORE GAS & ELECTRIC REGD 2.90000000                                                       | CUSIP: 059165EM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       67000 | PA      | $43863.64     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & 4.55% 06/01/52  | BALTIMORE GAS & ELECTRIC REGD 4.55000000                                                       | CUSIP: 059165EP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       54000 | PA      | $46532.53     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  5.4% 06/01/53  | BALTIMORE GAS & ELECTRIC REGD 5.40000000                                                       | CUSIP: 059165EQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $63520.02     | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & 5.45% 06/01/35  | BALTIMORE GAS & ELECTRIC REGD 5.45000000                                                       | CUSIP: 059165ET3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      174000 | PA      | $182649.88    | 0.01%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO V 5.381% 03/13/29  | BANCO BILBAO VIZCAYA ARG REGD 5.38100000                                                       | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $832779.31    | 0.04%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO 5.375% 01/20/31  | BANCO BRADESCO (CAYMAN) REGD 144A P/P MTN 5.37500000                                           | CUSIP: 05947KBC3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1140000 | PA      | $1147980.00   | 0.06%             | 2031-01-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BOAMS 2004-F 1A1 V/R 07/25/34   | BANC OF AMERICA MORTGAGE 2004-F TRUST SER 2004-F CL 1A1 V/R REGD 5.80776000                    | CUSIP: 05949AHR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       11122 | PA      | $10763.43     | 0.00%             | 2034-07-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 5.588% 08/08/28  | BANCO SANTANDER SA REGD 5.58800000                                                             | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $829553.88    | 0.04%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 6.938% 11/07/33  | BANCO SANTANDER SA REGD 6.93800000                                                             | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $231227.29    | 0.01%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER M V/R 10/01/28  | BANCO SANTANDER MEXICO REGD V/R 144A P/P 7.52500000                                            | CUSIP: 05969BAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      800000 | PA      | $856681.60    | 0.05%             | 2028-10-01      | Variable      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA V/R /PERP/   | BANCO SANTANDER SA REGD V/R /PERP/ SER * 9.62500000                                            | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $445867.60    | 0.02%             | 2175-02-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 4.551% 11/06/30  | BANCO SANTANDER SA REGD 4.55100000                                                             | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $605110.54    | 0.03%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 5.127% 11/06/35  | BANCO SANTANDER SA REGD 5.12700000                                                             | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $201301.50    | 0.01%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL CO V/R 08/11/31  | BANCO NACIONAL COM EXT REGD V/R 144A P/P 2.72000000                                            | CUSIP: 05973JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      720000 | PA      | $714940.59    | 0.04%             | 2031-08-11      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| BANCO MERCANTIL DE  V/R /PERP/  | BANCO MERCANTIL DE NORTE REGD V/R /PERP/ 144A P/P 5.87500000                                   | CUSIP: 05973KAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $999667.20    | 0.05%             | 2175-01-24      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER 4.55% 11/20/30  | BANCO SANTANDER CHILE REGD 144A P/P MTN 4.55000000                                             | CUSIP: 05973N2A8<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      615000 | PA      | $619944.60    | 0.03%             | 2030-11-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/06/37  | BANK OF AMERICA CORP REGD V/R 5.04500000                                                       | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      860000 | PA      | $872716.18    | 0.05%             | 2037-02-06      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA 4.25% 10/22/26  | BANK OF AMERICA CORP REGD MTN 4.25000000                                                       | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20039.16     | 0.00%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERIC 4.183% 11/25/27  | BANK OF AMERICA CORP REGD MTN SER L 4.18300000                                                 | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100104.50    | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/24/38  | BANK OF AMERICA CORP REGD V/R MTN 4.24400000                                                   | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      250000 | PA      | $234617.19    | 0.01%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/21/28  | BANK OF AMERICA CORP REGD V/R MTN SER GMTN 3.59300000                                          | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149301.60    | 0.01%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 12/20/28  | BANK OF AMERICA CORP REGD V/R SER WI 3.41900000                                                | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      535000 | PA      | $529675.35    | 0.03%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/05/29  | BANK OF AMERICA CORP REGD V/R MTN 3.97000000                                                   | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3848133.98   | 0.21%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/23/29  | BANK OF AMERICA CORP REGD V/R MTN 4.27100000                                                   | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100592.87    | 0.01%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/07/30  | BANK OF AMERICA CORP REGD V/R MTN 3.97400000                                                   | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      659000 | PA      | $658604.11    | 0.04%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/15/50  | BANK OF AMERICA CORP REGD V/R MTN 4.33000000                                                   | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      360000 | PA      | $306392.99    | 0.02%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/20/51  | BANK OF AMERICA CORP REGD V/R MTN 4.08300000                                                   | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      360000 | PA      | $292160.58    | 0.02%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/29/31  | BANK OF AMERICA CORP REGD V/R 2.59200000                                                       | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      383000 | PA      | $360286.45    | 0.02%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 06/19/41  | BANK OF AMERICA CORP REGD V/R MTN 2.67600000                                                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      350000 | PA      | $260263.08    | 0.01%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/24/31  | BANK OF AMERICA CORP REGD V/R MTN 1.92200000                                                   | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      585000 | PA      | $528101.41    | 0.03%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/24/51  | BANK OF AMERICA CORP REGD V/R MTN 2.83100000                                                   | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       50000 | PA      | $32251.76     | 0.00%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/11/27  | BANK OF AMERICA CORP REGD V/R SER N 1.65800000                                                 | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      740000 | PA      | $739588.23    | 0.04%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/22/32  | BANK OF AMERICA CORP REGD V/R 2.68700000                                                       | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      690000 | PA      | $639359.23    | 0.03%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 06/14/29  | BANK OF AMERICA CORP REGD V/R MTN 2.08700000                                                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95862.56     | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 09/21/36  | BANK OF AMERICA CORP REGD V/R 2.48200000                                                       | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      770000 | PA      | $681937.81    | 0.04%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/20/32  | BANK OF AMERICA CORP REGD V/R 2.57200000                                                       | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      600000 | PA      | $547051.77    | 0.03%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/04/28  | BANK OF AMERICA CORP REGD V/R MTN 2.55100000                                                   | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98720.68     | 0.01%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/04/33  | BANK OF AMERICA CORP REGD V/R MTN 2.97200000                                                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      752000 | PA      | $695775.92    | 0.04%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/08/37  | BANK OF AMERICA CORP REGD V/R 3.84600000                                                       | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      680000 | PA      | $643994.21    | 0.03%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/27/28  | BANK OF AMERICA CORP REGD V/R MTN 4.37600000                                                   | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      230000 | PA      | $231112.16    | 0.01%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/27/33  | BANK OF AMERICA CORP REGD V/R 4.57100000                                                       | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1497259.73   | 0.08%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/28  | BANK OF AMERICA CORP REGD V/R MTN 4.94800000                                                   | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101283.98    | 0.01%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 11/10/28  | BANK OF AMERICA CORP REGD V/R 6.20400000                                                       | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103593.15    | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 09/15/29  | BANK OF AMERICA CORP REGD V/R 5.81900000                                                       | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      141000 | PA      | $147096.02    | 0.01%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 09/15/34  | BANK OF AMERICA CORP REGD V/R 5.87200000                                                       | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      411000 | PA      | $441301.83    | 0.02%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/23/35  | BANK OF AMERICA CORP REGD V/R 5.46800000                                                       | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      655000 | PA      | $686654.30    | 0.04%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 08/15/35  | BANK OF AMERICA CORP REGD V/R MTN 5.42500000                                                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      790000 | PA      | $809749.39    | 0.04%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/25/35  | BANK OF AMERICA CORP REGD V/R 5.51800000                                                       | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1730000 | PA      | $1776601.37   | 0.09%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/24/36  | BANK OF AMERICA CORP REGD V/R 5.51100000                                                       | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210002.56    | 0.01%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA COR V/R /PERP/  | BANK OF AMERICA CORP REGD V/R /PERP/ 6.62500000                                                | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      841000 | PA      | $881020.78    | 0.05%             | 2174-08-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA COR V/R /PERP/  | BANK OF AMERICA CORP REGD V/R /PERP/ 6.25000000                                                | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      420000 | PA      | $431752.44    | 0.02%             | 2174-10-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREA 2.65% 03/08/27  | BANK OF MONTREAL REGD MTN 2.65000000                                                           | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $98989.28     | 0.01%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON  3% 10/30/28  | BANK OF NY MELLON CORP REGD MTN 3.00000000                                                     | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195402.47    | 0.01%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 06/13/33  | BANK OF NY MELLON CORP REGD V/R MTN 4.28900000                                                 | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      390000 | PA      | $387310.51    | 0.02%             | 2033-06-13      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 04/26/34  | BANK OF NY MELLON CORP REGD V/R MTN SER J 4.96700000                                           | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51385.78     | 0.00%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 03/14/35  | BANK OF NY MELLON CORP REGD V/R MTN 5.18800000                                                 | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104081.14    | 0.01%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SC 1.95% 02/02/27  | BANK OF NOVA SCOTIA REGD MTN 1.95000000                                                        | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $98377.56     | 0.01%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOT V/R 05/04/37  | BANK OF NOVA SCOTIA REGD V/R 4.58800000                                                        | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      180000 | PA      | $177197.59    | 0.01%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA S 2.951% 03/11/27  | BANK OF NOVA SCOTIA REGD SER FXD 2.95100000                                                    | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $49643.02     | 0.00%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SC 5.65% 02/01/34  | BANK OF NOVA SCOTIA REGD 5.65000000                                                            | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $107245.97    | 0.01%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRE 5.194% 02/16/28  | BANQUE FED CRED MUTUEL REGD 144A P/P 5.19400000                                                | CUSIP: 06675DCM2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1534639.35   | 0.08%             | 2028-02-16      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFRIC 5% 07/27/27  | BANQUE OUEST AFRICAINE D REGD 144A P/P 5.00000000                                              | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | CORP              | TG        |      500000 | PA      | $499740.37    | 0.03%             | 2027-07-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFR 4.7% 10/22/31  | BANQUE OUEST AFRICAINE D REGD 144A P/P 4.70000000                                              | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | CORP              | TG        |     1100000 | PA      | $1033601.90   | 0.06%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 05/16/29       | BARCLAYS PLC REGD V/R MTN 4.97200000                                                           | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2050000 | PA      | $2086984.71   | 0.11%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/24/32       | BARCLAYS PLC REGD V/R 2.89400000                                                               | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $183613.14    | 0.01%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 05/09/34       | BARCLAYS PLC REGD V/R 6.22400000                                                               | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $216607.06    | 0.01%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/13/29       | BARCLAYS PLC REGD V/R 6.49000000                                                               | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $211274.49    | 0.01%             | 2029-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 02/25/31       | BARCLAYS PLC REGD V/R 5.36700000                                                               | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2305000 | PA      | $2393573.68   | 0.13%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 08/11/46       | BARCLAYS PLC REGD V/R 5.86000000                                                               | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $206796.67    | 0.01%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 02/24/32       | BARCLAYS PLC REGD V/R 4.52100000                                                               | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $400692.02    | 0.02%             | 2032-02-24      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 02/24/37       | BARCLAYS PLC REGD V/R 5.20700000                                                               | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      930000 | PA      | $930060.64    | 0.05%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINAN 5.7% 05/30/41  | BARRICK NA FINANCE LLC REGD 5.70000000                                                         | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26005.75     | 0.00%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINA 5.75% 05/01/43  | BARRICK NA FINANCE LLC REGD 5.75000000                                                         | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25997.06     | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC  5.85% 10/15/55  | BASIN ELECTRIC PWR COOP REGD 144A P/P 5.85000000                                               | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |      555000 | PA      | $559367.11    | 0.03%             | 2055-10-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH + LOMB  8.375% 10/01/28  | BAUSCH + LOMB CORP REGD 144A P/P 8.37500000                                                    | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |       22000 | PA      | $22825.00     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNA 1.915% 02/01/27  | BAXTER INTERNATIONAL INC REGD 1.91500000                                                       | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21575.17     | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNA 2.272% 12/01/28  | BAXTER INTERNATIONAL INC REGD 2.27200000                                                       | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94593.44     | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNA 3.132% 12/01/51  | BAXTER INTERNATIONAL INC REGD 3.13200000                                                       | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15602.04     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-C2 5.403% 08/15/34   | BBCMS MORTGAGE TRUST 2024-C28 SER 2024-C28 CL A5 REGD 5.40300000                               | CUSIP: 07336WBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $264907.05    | 0.01%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV 2.5% 10/14/31    | BECLE SA DE CV REGD 144A P/P 2.50000000                                                        | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |      990000 | PA      | $869149.71    | 0.05%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BECTON DICKINS 3.794% 05/20/50  | BECTON DICKINSON & CO REGD 3.79400000                                                          | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19355.01     | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINS 4.693% 02/13/28  | BECTON DICKINSON & CO REGD 4.69300000                                                          | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      243000 | PA      | $246520.29    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV  7.96% 02/13/38  | BENIN INTL GOV BOND REGD 144A P/P 7.96000000                                                   | CUSIP: 08205QAA6<br>LEI: N/A                  | Long             | DBT              | USGA              | BJ        |      200000 | PA      | $211054.05    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| BERKLEY (WR) CO 3.55% 03/30/52  | BERKLEY (WR) CORPORATION REGD 3.55000000                                                       | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17821.57     | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAW 4.5% 02/01/45  | BERKSHIRE HATHAWAY ENERG REGD SER WI 4.50000000                                                | CUSIP: 084659AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $43837.88     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 5.75% 01/15/40  | BERKSHIRE HATHAWAY FIN REGD 5.75000000                                                         | CUSIP: 084664BL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27594.04     | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAW 4.4% 05/15/42  | BERKSHIRE HATHAWAY FIN REGD 4.40000000                                                         | CUSIP: 084664BU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23146.84     | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAW 4.2% 08/15/48  | BERKSHIRE HATHAWAY FIN REGD 4.20000000                                                         | CUSIP: 084664CQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $42192.45     | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 4.25% 01/15/49  | BERKSHIRE HATHAWAY FIN REGD 4.25000000                                                         | CUSIP: 084664CR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      460000 | PA      | $390047.22    | 0.02%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 2.85% 10/15/50  | BERKSHIRE HATHAWAY FIN REGD 2.85000000                                                         | CUSIP: 084664CV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $32414.03     | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 1.45% 10/15/30  | BERKSHIRE HATHAWAY FIN REGD 1.45000000                                                         | CUSIP: 084664CW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22597.59     | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAW 2.5% 01/15/51  | BERKSHIRE HATHAWAY FIN REGD 2.50000000                                                         | CUSIP: 084664CX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $15102.93     | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATH 2.875% 03/15/32  | BERKSHIRE HATHAWAY FIN REGD 2.87500000                                                         | CUSIP: 084664DA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47172.80     | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 3.85% 03/15/52  | BERKSHIRE HATHAWAY FIN REGD 3.85000000                                                         | CUSIP: 084664DB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $58324.12     | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAW 4.5% 02/11/43  | BERKSHIRE HATHAWAY INC REGD 4.50000000                                                         | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23536.98     | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL IN 5.65% 01/15/34  | BERRY GLOBAL INC REGD 5.65000000                                                               | CUSIP: 08576PAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26422.18     | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEE 6.625% 01/31/29  | BIG RIVER STEEL/BRS FIN REGD 144A P/P 6.62500000                                               | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $60405.18     | 0.00%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| BIOGEN INC 3.15% 05/01/50       | BIOGEN INC REGD 3.15000000                                                                     | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |       50000 | PA      | $32956.77     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIV 3.25% 03/15/27  | BLACKSTONE PRIVATE CRE REGD SER WI 3.25000000                                                  | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49176.16     | 0.00%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIV 6.25% 01/25/31  | BLACKSTONE PRIVATE CRE REGD 6.25000000                                                         | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25183.06     | 0.00%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE 6% 11/22/34  | BLACKSTONE PRIVATE CRE REGD SER WI 6.00000000                                                  | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48491.00     | 0.00%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECU 2.85% 09/30/28  | BLACKSTONE SECURED LEND REGD 2.85000000                                                        | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23436.51     | 0.00%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID  7.25% 07/15/32  | BLUE RACER MID LLC/FINAN REGD 144A P/P 7.25000000                                              | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $163979.62    | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS V/R 03/01/33        | BNP PARIBAS REGD V/R 144A P/P MTN 4.37500000                                                   | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $199226.94    | 0.01%             | 2033-03-01      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS 4.4% 08/14/28       | BNP PARIBAS REGD 144A P/P 4.40000000                                                           | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      950000 | PA      | $956651.14    | 0.05%             | 2028-08-14      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS V/R 04/19/32        | BNP PARIBAS REGD V/R P/P 2.87100000                                                            | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $185250.38    | 0.01%             | 2032-04-19      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO 3.5% 03/01/39         | BOEING CO REGD 3.50000000                                                                      | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20989.15     | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.6% 05/01/34         | BOEING CO REGD 3.60000000                                                                      | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92298.03     | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.95% 08/01/59        | BOEING CO REGD 3.95000000                                                                      | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $71894.83     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.805% 05/01/50       | BOEING CO REGD 5.80500000                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      630000 | PA      | $632742.78    | 0.03%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.93% 05/01/60        | BOEING CO REGD 5.93000000                                                                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      101000 | PA      | $101458.20    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.15% 05/01/30        | BOEING CO REGD 5.15000000                                                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103613.90    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.625% 02/01/31       | BOEING CO REGD 3.62500000                                                                      | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48594.63     | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.298% 05/01/29   | BOEING CO/THE REGD SER WI 6.29800000                                                           | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53301.51     | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.528% 05/01/34   | BOEING CO/THE REGD SER WI 6.52800000                                                           | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $56104.77     | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC 6% 02/15/28      | BOMBARDIER INC REGD 144A P/P 6.00000000                                                        | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       59000 | PA      | $59036.88     | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BORR IHC LTD / BO 10% 11/15/28  | BORR IHC LTD / BORR FIN REGD 144A P/P 10.00000000                                              | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110976 | PA      | $115779.95    | 0.01%             | 2028-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIE 4.5% 12/01/28  | BOSTON PROPERTIES LP REGD 4.50000000                                                           | CUSIP: 10112RBA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25234.84     | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIE 3.4% 06/21/29  | BOSTON PROPERTIES LP REGD 3.40000000                                                           | CUSIP: 10112RBB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24371.89     | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTI 3.25% 01/30/31  | BOSTON PROPERTIES LP REGD 3.25000000                                                           | CUSIP: 10112RBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23564.59     | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTI 2.45% 10/01/33  | BOSTON PROPERTIES LP REGD 2.45000000                                                           | CUSIP: 10112RBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $20689.49     | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIE 6.5% 01/15/34  | BOSTON PROPERTIES LP REGD 6.50000000                                                           | CUSIP: 10112RBH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26834.48     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFI 4.7% 03/01/49  | BOSTON SCIENTIFIC CORP REGD 4.70000000                                                         | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23049.41     | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC 4.75% 05/15/29    | BOYNE USA INC REGD 144A P/P 4.75000000                                                         | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $119206.34    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BP CAP MARKETS 3.633% 04/06/30  | BP CAP MARKETS AMERICA REGD 3.63300000                                                         | CUSIP: 10373QBL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $108920.86    | 0.01%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 2.772% 11/10/50  | BP CAP MARKETS AMERICA REGD 2.77200000                                                         | CUSIP: 10373QBN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $31760.94     | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 2.939% 06/04/51  | BP CAP MARKETS AMERICA REGD 2.93900000                                                         | CUSIP: 10373QBP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $65468.21     | 0.00%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 3.379% 02/08/61  | BP CAP MARKETS AMERICA REGD 3.37900000                                                         | CUSIP: 10373QBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $33521.67     | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 3.001% 03/17/52  | BP CAP MARKETS AMERICA REGD 3.00100000                                                         | CUSIP: 10373QBS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $32889.84     | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 4.812% 02/13/33  | BP CAP MARKETS AMERICA REGD 4.81200000                                                         | CUSIP: 10373QBU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51273.94     | 0.00%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 4.989% 04/10/34  | BP CAP MARKETS AMERICA REGD 4.98900000                                                         | CUSIP: 10373QBW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       93000 | PA      | $95803.63     | 0.01%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLA 4.5% 01/31/30  | BRASKEM NETHERLANDS REGD 144A P/P 4.50000000                                                   | CUSIP: 10554TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      200000 | PA      | $84570.00     | 0.00%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERL 7.25% 02/13/33  | BRASKEM NETHERLANDS REGD 144A P/P 7.25000000                                                   | CUSIP: 10554TAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      625000 | PA      | $258209.38    | 0.01%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FED REPUBLIC O 7.125% 05/13/54  | FED REPUBLIC OF BRAZIL REGD 7.12500000                                                         | CUSIP: 105756CJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |      200000 | PA      | $203924.00    | 0.01%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BABS 2025-RM11 A V/R 05/25/65   | BREAN ASSET BACKED SECURITIES TRUST 2025-RM11 SER 2025-RM11 CL A1 V/R REGD 144A P/P 4.75000000 | CUSIP: 10638GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      648465 | PA      | $647242.25    | 0.03%             | 2065-05-25      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2026-1 E 6.63% 02/15/33   | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1 SER 2026-1 CL E REGD 144A P/P 6.63000000  | CUSIP: 107927AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      662000 | PA      | $669433.20    | 0.04%             | 2033-02-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2024-3 E 7.7% 04/17/28    | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-3 SER 2024-3 CL E REGD 144A P/P 7.70000000  | CUSIP: 10805NAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1555906.50   | 0.08%             | 2031-04-15      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2024-4 E 7.47% 07/17/28   | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4 SER 2024-4 CL E REGD 144A P/P 7.47000000  | CUSIP: 10806EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      950000 | PA      | $983728.23    | 0.05%             | 2031-08-15      | Fixed         | 7.47%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2025-1 E 7.46% 10/16/28   | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025-1 SER 2025-1 CL E REGD 144A P/P 7.46000000  | CUSIP: 10806HAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1034008.00   | 0.06%             | 2032-02-17      | Fixed         | 7.46%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2025-2 D 5.62% 02/15/29   | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025-2 SER 2025-2 CL D REGD 5.62000000           | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1080000 | PA      | $1107325.51   | 0.06%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FI 5.625% 05/15/30  | BRIGHTHOUSE FINANCIAL IN REGD 5.62500000                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25244.41     | 0.00%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS  4.125% 06/15/39  | BRISTOL-MYERS SQUIBB CO REGD 4.12500000                                                        | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       98000 | PA      | $90139.74     | 0.00%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 4.25% 10/26/49  | BRISTOL-MYERS SQUIBB CO REGD 4.25000000                                                        | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41651.04     | 0.00%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 4.35% 11/15/47  | BRISTOL-MYERS SQUIBB CO REGD 4.35000000                                                        | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42867.66     | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 4.55% 02/20/48  | BRISTOL-MYERS SQUIBB CO REGD 4.55000000                                                        | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43829.22     | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 2.55% 11/13/50  | BRISTOL-MYERS SQUIBB CO REGD 2.55000000                                                        | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $30297.12     | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 3.55% 03/15/42  | BRISTOL-MYERS SQUIBB CO REGD 3.55000000                                                        | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41065.73     | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQ 3.7% 03/15/52  | BRISTOL-MYERS SQUIBB CO REGD 3.70000000                                                        | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37377.31     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQ 3.9% 03/15/62  | BRISTOL-MYERS SQUIBB CO REGD 3.90000000                                                        | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36954.36     | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQ 5.1% 02/22/31  | BRISTOL-MYERS SQUIBB CO REGD 5.10000000                                                        | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      273000 | PA      | $285649.14    | 0.02%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 5.55% 02/22/54  | BRISTOL-MYERS SQUIBB CO REGD 5.55000000                                                        | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      898000 | PA      | $892469.93    | 0.05%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 3.3% 12/15/32  | BRITISH AIR 19-1 AA PTT REGD 144A P/P 3.30000000                                               | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1184213 | PA      | $1133343.67   | 0.06%             | 2032-12-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| BRITISH COLUMBI 4.75% 06/12/34  | BRITISH COLUMBIA PROV OF REGD 4.75000000                                                       | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | USGA              | CA        |      300000 | PA      | $313777.69    | 0.02%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA 4.2% 07/06/33  | BRITISH COLUMBIA PROV OF REGD 4.20000000                                                       | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | USGA              | CA        |       50000 | PA      | $50625.94     | 0.00%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATIN 5.5% 02/15/34  | BRIXMOR OPERATING PART REGD 5.50000000                                                         | CUSIP: 11120VAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26039.38     | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15% 11/15/30     | BROADCOM INC REGD SER WI 4.15000000                                                            | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      296000 | PA      | $297104.65    | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.137% 11/15/35    | BROADCOM INC REGD 144A P/P 3.13700000                                                          | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1054000 | PA      | $921944.66    | 0.05%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC 4.15% 04/15/32     | BROADCOM INC REGD 144A P/P 4.15000000                                                          | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      170000 | PA      | $168450.77    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC 4.9% 07/15/32      | BROADCOM INC REGD 4.90000000                                                                   | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      230000 | PA      | $237030.70    | 0.01%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.75% 02/15/51     | BROADCOM INC REGD SER WI 3.75000000                                                            | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      100000 | PA      | $77225.01     | 0.00%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.469% 04/15/34    | BROADCOM INC REGD SER WI 3.46900000                                                            | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92585.41     | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.5% 02/15/41      | BROADCOM INC REGD SER WI 3.50000000                                                            | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41487.55     | 0.00%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.8% 02/15/36      | BROADCOM INC REGD 4.80000000                                                                   | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      234000 | PA      | $234743.45    | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASS 6.077% 09/15/55  | BROOKFIELD ASSET MANAGEM REGD 6.07700000                                                       | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | US        |      400000 | PA      | $406853.81    | 0.02%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINAN 3.9% 01/25/28  | BROOKFIELD FINANCE INC REGD 3.90000000                                                         | CUSIP: 11271LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       50000 | PA      | $49924.15     | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINA 4.85% 03/29/29  | BROOKFIELD FINANCE INC REGD 4.85000000                                                         | CUSIP: 11271LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       25000 | PA      | $25466.67     | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN 5.968% 03/04/54  | BROOKFIELD FINANCE INC REGD 5.96800000                                                         | CUSIP: 11271LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       50000 | PA      | $50121.02     | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINA 5.33% 01/15/36  | BROOKFIELD FINANCE INC REGD 5.33000000                                                         | CUSIP: 11271LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $999226.29    | 0.05%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LL 3.45% 04/15/50  | BROOKFLD FIN LLC/FIN INC REGD 3.45000000                                                       | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $16897.36     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION 6.388% 09/15/33  | BROOKLYN UNION GAS CO REGD 144A P/P 6.38800000                                                 | CUSIP: 114259AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      790000 | PA      | $858515.50    | 0.05%             | 2033-09-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN IN 4.5% 03/15/29  | BROWN & BROWN INC REGD 4.50000000                                                              | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25142.83     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN  2.375% 03/15/31  | BROWN & BROWN INC REGD 2.37500000                                                              | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22488.35     | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN I 6.25% 06/23/55  | BROWN & BROWN INC REGD 6.25000000                                                              | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51118.94     | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNE 4.125% 12/01/27  | BUCKEYE PARTNERS LP REGD 4.12500000                                                            | CUSIP: 118230AR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $129604.96    | 0.01%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNE 6.875% 07/01/29  | BUCKEYE PARTNERS LP REGD 144A P/P 6.87500000                                                   | CUSIP: 118230AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $140100.30    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CITY OF BUENOS A 7.8% 11/26/33  | CITY OF BUENOS AIRES REGD 144A P/P 7.80000000                                                  | CUSIP: 11943HAD1<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |      825000 | PA      | $846606.75    | 0.05%             | 2033-11-26      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| BUILDERS FIRSTS 4.25% 02/01/32  | BUILDERS FIRSTSOURCE INC REGD 144A P/P 4.25000000                                              | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      335000 | PA      | $319732.31    | 0.02%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTN NORTH 4.15% 12/15/48  | BURLINGTN NORTH SANTA FE REGD 4.15000000                                                       | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      201000 | PA      | $168546.82    | 0.01%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 3.05% 02/15/51  | BURLINGTN NORTH SANTA FE REGD 3.05000000                                                       | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       52000 | PA      | $35094.64     | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORT 2.875% 06/15/52  | BURLINGTN NORTH SANTA FE REGD 2.87500000                                                       | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      134000 | PA      | $86211.73     | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH  5.5% 03/15/55  | BURLINGTN NORTH SANTA FE REGD 5.50000000                                                       | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $500346.93    | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BJETS 2024-2A 7.974% 09/15/30   | BUSINESS JET SECURITIES 2024-2 LLC SER 2024-2A CL C REGD 144A P/P 7.97400000                   | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1960937 | PA      | $1982340.95   | 0.11%             | 2039-09-15      | Fixed         | 7.97%                 | Yes           |                  2 | On Loan: No      |
| BJETS 2024-1A 9.132% 05/15/30   | BUSINESS JET SECURITIES 2024-1 LLC SER 2024-1A CL C REGD 144A P/P 9.13200000                   | CUSIP: 12327CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      454839 | PA      | $473642.50    | 0.03%             | 2039-05-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| CAFL 2025-RRTL1  V/R 11/30/27   | CAFL 2025-RRTL1 ISSUER LP SER 2025-RRTL1 CL A1 V/R REGD 144A P/P 5.68400000                    | CUSIP: 124760AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1213931.28   | 0.06%             | 2040-05-28      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL 4.9% 08/15/44  | PARAMOUNT GLOBAL REGD 4.90000000                                                               | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       34000 | PA      | $22101.59     | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL 4.6% 01/15/45  | PARAMOUNT GLOBAL REGD 4.60000000                                                               | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31306.02     | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CA 4.5% 08/15/30  | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.50000000                                                | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      645000 | PA      | $615638.70    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CA 4.5% 06/01/33  | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.50000000                                                | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      405000 | PA      | $362288.42    | 0.02%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CA 4.5% 05/01/32  | CCO HLDGS LLC/CAP CORP REGD SER WI 4.50000000                                                  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      815000 | PA      | $746413.97    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/C 4.25% 01/15/34  | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.25000000                                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2370000 | PA      | $2066010.76   | 0.11%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| CCO HLDGS LLC/C 4.75% 02/01/32  | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.75000000                                                | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $153500.90    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES IN 4.9% 01/15/33  | CBRE SERVICES INC REGD 4.90000000                                                              | CUSIP: 12505BAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      675000 | PA      | $683879.53    | 0.04%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 3.25% 02/15/29  | CDW LLC/CDW FINANCE REGD 3.25000000                                                            | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24171.01     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCAS 2024-1A  7.124% 06/15/27   | CCAS 2024-1 LLC SER 2024-1A CL A REGD 144A P/P 7.12400000                                      | CUSIP: 12516NAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3545000 | PA      | $3594313.08   | 0.19%             | 2031-06-16      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CF INDUSTRIES  5.375% 03/15/44  | CF INDUSTRIES INC REGD 5.37500000                                                              | CUSIP: 12527GAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23991.53     | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/TH 4.375% 10/15/28  | CIGNA GROUP/THE REGD SER WI 4.37500000                                                         | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      930000 | PA      | $940005.46    | 0.05%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.8% 08/15/38   | CIGNA GROUP/THE REGD SER WI 4.80000000                                                         | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48498.93     | 0.00%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.9% 12/15/48   | CIGNA GROUP/THE REGD SER WI 4.90000000                                                         | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22518.82     | 0.00%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/TH 3.875% 10/15/47  | CIGNA GROUP/THE REGD SER * 3.87500000                                                          | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19492.44     | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 3.4% 03/01/27   | CIGNA GROUP/THE REGD SER * 3.40000000                                                          | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99660.37     | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.8% 07/15/46   | CIGNA GROUP/THE REGD SER * 4.80000000                                                          | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44908.66     | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 3.4% 03/15/50   | CIGNA GROUP/THE REGD 3.40000000                                                                | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       50000 | PA      | $35460.49     | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 3.4% 03/15/51   | CIGNA GROUP/THE REGD 3.40000000                                                                | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       50000 | PA      | $35277.66     | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 5.6% 02/15/54   | CIGNA GROUP/THE REGD 5.60000000                                                                | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24520.23     | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 5.25% 01/15/36  | CIGNA GROUP/THE REGD 5.25000000                                                                | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102797.16    | 0.01%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIM 2019-R4 A1 V/R 10/25/59     | CIM TRUST 2019-R4 SER 2019-R4 CL A1 V/R REGD 144A P/P 3.00000000                               | CUSIP: 12556FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      594546 | PA      | $567257.78    | 0.03%             | 2059-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CIM 2020-R6 A1A V/R 12/25/60    | CIM TRUST 2020-R6 SER 2020-R6 CL A1A V/R REGD 144A P/P 2.25000000                              | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      332157 | PA      | $310139.29    | 0.02%             | 2060-12-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| CIM 2021-R1 A2 V/R 08/25/56     | CIM TRUST 2021-R1 SER 2021-R1 CL A2 V/R REGD 144A P/P 2.40000000                               | CUSIP: 12563RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1164747 | PA      | $1084104.62   | 0.06%             | 2056-08-25      | Variable      | 2.40%                 | Yes           |                  2 | On Loan: No      |
| CIM 2021-R3 A1A V/R 06/25/57    | CIM TRUST 2021-R3 SER 2021-R3 CL A1A V/R REGD 144A P/P 1.95100000                              | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      565725 | PA      | $533094.13    | 0.03%             | 2057-06-25      | Variable      | 1.95%                 | Yes           |                  2 | On Loan: No      |
| CIM 2023-R1 A1A V/R 04/25/62    | CIM TRUST 2023-R1 SER 2023-R1 CL A1A V/R REGD 144A P/P 5.40000000                              | CUSIP: 12569RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1755250 | PA      | $1750847.64   | 0.09%             | 2062-04-25      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CIM 2023-R3 A1A V/R 01/25/63    | CIM TRUST 2023-R3 SER 2023-R3 CL A1A V/R REGD 144A P/P 4.50000000                              | CUSIP: 12570GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1543505 | PA      | $1530924.33   | 0.08%             | 2063-01-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CNH INDUSTRIAL  4.55% 04/10/28  | CNH INDUSTRIAL CAP LLC REGD 4.55000000                                                         | CUSIP: 12592BAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $186928.21    | 0.01%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CR21 C V/R 12/10/24   | COMM 2014-CCRE21 MORTGAGE TRUST SER 2014-CR21 CL C V/R REGD 4.74664200                         | CUSIP: 12592RBM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |          46 | PA      | $45.07        | 0.00%             | 2047-12-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R5 A1 V/R 08/25/61     | CIM TRUST 2021-R5 SER 2021-R5 CL A1 V/R REGD 144A P/P 2.00000000                               | CUSIP: 12592SAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1567617 | PA      | $1396030.27   | 0.07%             | 2061-08-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| COMM 2018-COR 4.228% 04/10/28   | COMM 2018-COR3 MORTGAGE TRUST SER 2018-COR3 CL A3 REGD 4.22800000                              | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      165000 | PA      | $163297.27    | 0.01%             | 2051-05-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12  V/R 07/15/28   | CSAIL 2018-CX12 COMMERCIAL MORTGAGE TRUST SER 2018-CX12 CL A4 V/R REGD 4.22440000              | CUSIP: 12595XAT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      310000 | PA      | $310568.66    | 0.02%             | 2051-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R4 A1A V/R 05/01/61    | CIM TRUST 2021-R4 SER 2021-R4 CL A1A V/R REGD 144A P/P 2.00000000                              | CUSIP: 12598HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      746423 | PA      | $702128.29    | 0.04%             | 2061-05-01      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CNA FINANCIAL CO 5.5% 06/15/33  | CNA FINANCIAL CORP REGD 5.50000000                                                             | CUSIP: 126117AX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26132.29     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPS 2025-B D 5.56% 12/15/28     | CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-B SER 2025-B CL D REGD 144A P/P 5.56000000         | CUSIP: 12630SAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1850000 | PA      | $1891040.96   | 0.10%             | 2031-07-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP 4.75% 05/30/42         | CSX CORP REGD 4.75000000                                                                       | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23632.35     | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.5% 08/01/54          | CSX CORP REGD 4.50000000                                                                       | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21552.21     | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP 3.95% 05/01/50         | CSX CORP REGD 3.95000000                                                                       | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19877.97     | 0.00%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP 3.8% 11/01/46          | CSX CORP REGD 3.80000000                                                                       | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20079.17     | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.25% 11/01/66         | CSX CORP REGD 4.25000000                                                                       | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19724.19     | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.75% 11/15/48         | CSX CORP REGD 4.75000000                                                                       | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22688.20     | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP 3.35% 09/15/49         | CSX CORP REGD 3.35000000                                                                       | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18072.81     | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSX CORP 3.8% 04/15/50          | CSX CORP REGD 3.80000000                                                                       | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19444.68     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.1% 11/15/32          | CSX CORP REGD 4.10000000                                                                       | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24944.32     | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.5% 11/15/52          | CSX CORP REGD 4.50000000                                                                       | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21695.49     | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2014-USA 4.373% 09/15/25   | CSMC 2014-USA OA LLC SER 2014-USA CL D REGD 144A P/P 4.37330000                                | CUSIP: 12649AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $86593.78     | 0.00%             | 2037-09-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES  5.875% 03/01/34  | CNX RESOURCES CORP REGD 144A P/P 5.87500000                                                    | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35104.09     | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH COR 5.125% 07/20/45  | CVS HEALTH CORP REGD 5.12500000                                                                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91603.05     | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 4.3% 03/25/28   | CVS HEALTH CORP REGD 4.30000000                                                                | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150979.67    | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 4.78% 03/25/38  | CVS HEALTH CORP REGD 4.78000000                                                                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95664.75     | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.05% 03/25/48  | CVS HEALTH CORP REGD 5.05000000                                                                | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $178527.93    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH COR 2.125% 09/15/31  | CVS HEALTH CORP REGD 2.12500000                                                                | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      394000 | PA      | $349927.62    | 0.02%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5% 01/30/29     | CVS HEALTH CORP REGD 5.00000000                                                                | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      150000 | PA      | $154061.50    | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSTL 2025-GATE2  V/R 11/10/30   | CSTL COMMERCIAL MORTGAGE TRUST 2025- SER 2025-GATE2 CL E V/R REGD 144A P/P 6.35479000          | CUSIP: 12676JAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1695000 | PA      | $1722854.44   | 0.09%             | 2042-11-10      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| CABOT CORP 5% 06/30/32          | CABOT CORP REGD 5.00000000                                                                     | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25625.85     | 0.00%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY I 3.9% 05/15/27  | COTERRA ENERGY INC REGD SER WI 3.90000000                                                      | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      950000 | PA      | $949385.76    | 0.05%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY 4.375% 03/15/29  | COTERRA ENERGY INC REGD SER WI 4.37500000                                                      | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      150000 | PA      | $151710.36    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY I 5.4% 02/15/35  | COTERRA ENERGY INC REGD 5.40000000                                                             | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      295000 | PA      | $304748.53    | 0.02%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY I 5.9% 02/15/55  | COTERRA ENERGY INC REGD 5.90000000                                                             | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      621000 | PA      | $618368.90    | 0.03%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN  7% 02/15/30  | CAESARS ENTERTAIN INC REGD 144A P/P 7.00000000                                                 | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102591.28    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAI 6.5% 02/15/32  | CAESARS ENTERTAIN INC REGD 144A P/P 6.50000000                                                 | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      290000 | PA      | $294901.87    | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA V/R 07/03/36       | CAIXABANK SA REGD V/R 144A P/P 5.58100000                                                      | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $207659.86    | 0.01%             | 2036-07-03      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CAJUN 2025-2A 5.912% 05/20/31   | CAJUN GLOBAL LLC SER 2025-2A CL A2 REGD 144A P/P 5.91200000                                    | CUSIP: 12803VAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3755000 | PA      | $3828457.94   | 0.20%             | 2055-11-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| N/A                             | BRL/USD FWD 20260316 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-397018.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | SGD/USD FWD 20260323 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-30816.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | EUR/USD FWD 20260309 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-340613.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | SEK/USD FWD 20260318 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27791.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | CZK/USD FWD 20260331 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27912.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | USD/ZAR FWD 20260318 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10358.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | COP/USD FWD 20260413 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $96895.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | CLP/USD FWD 20260323 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20562.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | AUD/USD FWD 20260318 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2553.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | GBP/USD FWD 20260518 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $79974.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | MXN/USD FWD 20260331 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3806.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                             | EUR/USD FWD 20260331 STAR USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-306.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH 3% 08/15/51  | CALIFORNIA ST HLTH FACS FING A REGD B/E 3.00000000                                             | CUSIP: 13032UB31<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |      310000 | PA      | $233607.41    | 0.01%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 5.875% 10/01/41   | CALIFORNIA ST REGD OID B/E 5.87500000                                                          | CUSIP: 13063D7G7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      150000 | PA      | $160131.36    | 0.01%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 4.6% 04/01/38     | PREREF CALIFORNIA ST REGD B/E PREREFUNDED 04/01/28 @ 100 4.60000000                            | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      100000 | PA      | $102216.17    | 0.01%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST  5.183% 11/01/53  | CALIFORNIA ST UNIV REVENUE REGD B/E 5.18300000                                                 | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      100000 | PA      | $98465.30     | 0.01%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CALPINE LLC 5.125% 03/15/28     | CALPINE LLC REGD 144A P/P 5.12500000                                                           | CUSIP: 131347CN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $310071.61    | 0.02%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CAMBER CREDIT  5.625% 12/15/31  | CAMBER CREDIT 2026-1 REGD 5.62500000                                                           | CUSIP: 13189HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2020000 | PA      | $2020000.00   | 0.11%             | 2031-12-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY  4.9% 01/15/34  | CAMDEN PROPERTY TRUST REGD 4.90000000                                                          | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25619.31     | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN  8.75% 08/01/28  | CAMELOT RETURN MERGER SU REGD 144A P/P 8.75000000                                              | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      660000 | PA      | $499693.13    | 0.03%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL V/R 01/29/30  | CANADIAN IMPERIAL BANK REGD V/R 4.28300000                                                     | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1665000 | PA      | $1676673.38   | 0.09%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RA 3.2% 08/02/46  | CANADIAN NATL RAILWAY REGD 3.20000000                                                          | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $18617.00     | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL R 3.65% 02/03/48  | CANADIAN NATL RAILWAY REGD 3.65000000                                                          | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $19460.20     | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL R 4.45% 01/20/49  | CANADIAN NATL RAILWAY REGD 4.45000000                                                          | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $21817.22     | 0.00%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL R 4.95% 06/01/47  | CANADIAN NATL RESOURCES REGD MTN SER GMTN 4.95000000                                           | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $45678.52     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC R 3% 12/02/41  | CANADIAN PACIFIC RAILWAY REGD 3.00000000                                                       | CUSIP: 13645RBG8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       50000 | PA      | $38317.55     | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC 3.1% 12/02/51  | CANADIAN PACIFIC RAILWAY REGD 3.10000000                                                       | CUSIP: 13645RBH6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      270000 | PA      | $184528.80    | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC 4.3% 05/15/43  | CANADIAN PACIFIC RAILWAY REGD 4.30000000                                                       | CUSIP: 13648TAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       25000 | PA      | $22229.06     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC 4.7% 05/01/48  | CANADIAN PACIFIC RAILWAY REGD 4.70000000                                                       | CUSIP: 13648TAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       25000 | PA      | $22746.29     | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC 3.5% 05/01/50  | CANADIAN PACIFIC RAILWAY REGD 3.50000000                                                       | CUSIP: 13648TAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       25000 | PA      | $18509.54     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN 3.75% 03/09/27  | CAPITAL ONE FINANCIAL CO REGD 3.75000000                                                       | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99905.45     | 0.01%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 07/29/32  | CAPITAL ONE FINANCIAL CO REGD V/R 2.35900000                                                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       27000 | PA      | $23835.47     | 0.00%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 02/01/34  | CAPITAL ONE FINANCIAL CO REGD V/R 5.81700000                                                   | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52780.79     | 0.00%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 06/08/34  | CAPITAL ONE FINANCIAL CO REGD V/R 6.37700000                                                   | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54248.31     | 0.00%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 01/30/36  | CAPITAL ONE FINANCIAL CO REGD V/R 6.18300000                                                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      110000 | PA      | $114416.87    | 0.01%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 09/11/36  | CAPITAL ONE FINANCIAL CO REGD V/R 5.19700000                                                   | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99770.61     | 0.01%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 01/30/37  | CAPITAL ONE FINANCIAL CO REGD V/R 5.39900000                                                   | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2426839.49   | 0.13%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-2 A 4.65% 03/15/29   | CARMAX AUTO OWNER TRUST 2025-2 SER 2025-2 CL A4 REGD 4.65000000                                | CUSIP: 14320AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      870000 | PA      | $891092.80    | 0.05%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-2 C 5.16% 03/15/29   | CARMAX AUTO OWNER TRUST 2025-2 SER 2025-2 CL C REGD 5.16000000                                 | CUSIP: 14320AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $587786.39    | 0.03%             | 2031-01-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 6.125% 02/15/33   | CARNIVAL CORP REGD 144A P/P 6.12500000                                                         | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     2715000 | PA      | $2812216.01   | 0.15%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CARRIER GLOBAL 2.493% 02/15/27  | CARRIER GLOBAL CORP REGD 2.49300000                                                            | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49386.79     | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL 3.377% 04/05/40  | CARRIER GLOBAL CORP REGD 3.37700000                                                            | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41072.08     | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL 3.577% 04/05/50  | CARRIER GLOBAL CORP REGD 3.57700000                                                            | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37515.15     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CMHAT 2019-MH1 M V/R 10/25/24   | CASCADE MH ASSET TRUST 2019-MH1 SER 2019-MH1 CL M V/R REGD 144A P/P 5.98500000                 | CUSIP: 14732FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $978262.30    | 0.05%             | 2044-11-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| CATERPILLAR IN 3.803% 08/15/42  | CATERPILLAR INC REGD SER WI 3.80300000                                                         | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42795.36     | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC 3.25% 09/19/49  | CATERPILLAR INC REGD 3.25000000                                                                | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18242.87     | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC 3.25% 04/09/50  | CATERPILLAR INC REGD 3.25000000                                                                | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36418.22     | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL 3.7% 01/10/28  | CATERPILLAR FINL SERVICE REGD MTN 3.70000000                                                   | CUSIP: 14913UBF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $250789.08    | 0.01%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANAD 5.25% 07/15/29  | SIX FLAGS/CANADA WON REGD 5.25000000                                                           | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      295000 | PA      | $283942.66    | 0.02%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDIN 7% 02/15/31  | CELANESE US HOLDINGS LLC REGD 7.00000000                                                       | CUSIP: 15089QBC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $133989.44    | 0.01%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HO 7.375% 02/15/34  | CELANESE US HOLDINGS LLC REGD 7.37500000                                                       | CUSIP: 15089QBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      296000 | PA      | $304288.59    | 0.02%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 4.25% 12/15/27     | CENTENE CORP REGD SER WI 4.25000000                                                            | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49723.67     | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 4.625% 12/15/29    | CENTENE CORP REGD SER WI 4.62500000                                                            | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97679.02     | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 3.375% 02/15/30    | CENTENE CORP REGD SER WI 3.37500000                                                            | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46413.12     | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 3% 10/15/30        | CENTENE CORP REGD 3.00000000                                                                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45060.90     | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.5% 03/01/31      | CENTENE CORP REGD 2.50000000                                                                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43429.99     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.45% 07/15/28     | CENTENE CORP REGD 2.45000000                                                                   | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47156.17     | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER 3.6% 03/01/52  | CENTERPOINT ENER HOUSTON REGD SER AH 3.60000000                                                | CUSIP: 15189XAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      118000 | PA      | $88437.39     | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 4.45% 10/01/32  | CENTERPOINT ENER HOUSTON REGD SER AI. 4.45000000                                               | CUSIP: 15189XAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      129000 | PA      | $130166.90    | 0.01%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 4.85% 04/01/36  | CENTERPOINT ENER HOUSTON REGD SER AR 4.85000000                                                | CUSIP: 15189XBL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      620000 | PA      | $622268.12    | 0.03%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 1.75% 10/01/30  | CENTERPOINT ENERGY RES REGD 1.75000000                                                         | CUSIP: 15189YAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       52000 | PA      | $46930.13     | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 5.25% 03/01/28  | CENTERPOINT ENERGY RES REGD 5.25000000                                                         | CUSIP: 15189YAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      108000 | PA      | $110983.33    | 0.01%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN 4.125% 10/15/30  | CENTRAL GARDEN & PET CO REGD 4.12500000                                                        | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      105000 | PA      | $101403.97    | 0.01%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUN 6.625% 09/15/33  | CENTURY COMMUNITIES REGD 144A P/P 6.62500000                                                   | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1510118.78   | 0.08%             | 2033-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CHARLES RIVER L 3.75% 03/15/29  | CHARLES RIVER LABORATORI REGD 144A P/P 3.75000000                                              | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      110000 | PA      | $105633.88    | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CHART INDUSTRIES 7.5% 01/01/30  | CHART INDUSTRIES INC REGD 144A P/P 7.50000000                                                  | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      220000 | PA      | $228842.91    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM O 6.384% 10/23/35  | CHARTER COMM OPT LLC/CAP REGD SER WI 6.38400000                                                | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26129.83     | 0.00%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.2% 03/15/28  | CHARTER COMM OPT LLC/CAP REGD SER WI 4.20000000                                                | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $174967.06    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.75% 04/01/48  | CHARTER COMM OPT LLC/CAP REGD 5.75000000                                                       | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       92000 | PA      | $80250.49     | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.8% 03/01/50  | CHARTER COMM OPT LLC/CAP REGD 4.80000000                                                       | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315000 | PA      | $240466.66    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 2.8% 04/01/31  | CHARTER COMM OPT LLC/CAP REGD 2.80000000                                                       | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1830000 | PA      | $1666832.53   | 0.09%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 3.85% 04/01/61  | CHARTER COMM OPT LLC/CAP REGD 3.85000000                                                       | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      718000 | PA      | $435243.73    | 0.02%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.9% 06/01/52  | CHARTER COMM OPT LLC/CAP REGD 3.90000000                                                       | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      451000 | PA      | $297522.76    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.5% 03/01/42  | CHARTER COMM OPT LLC/CAP REGD 3.50000000                                                       | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $35400.45     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 3.95% 06/30/62  | CHARTER COMM OPT LLC/CAP REGD 3.95000000                                                       | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      101000 | PA      | $61817.55     | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 6.1% 06/01/29  | CHARTER COMM OPT LLC/CAP REGD 6.10000000                                                       | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1494113.44   | 0.08%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 6.55% 06/01/34  | CHARTER COMM OPT LLC/CAP REGD 6.55000000                                                       | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $297961.49    | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.85% 12/01/35  | CHARTER COMM OPT LLC/CAP REGD 5.85000000                                                       | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50354.68     | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO 5.75% 11/15/28      | CHEMOURS CO REGD 144A P/P 5.75000000                                                           | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       85000 | PA      | $85555.00     | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CHEMOURS CO 8% 01/15/33         | CHEMOURS CO REGD 144A P/P 8.00000000                                                           | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      455000 | PA      | $463106.28    | 0.02%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| CHENIERE ENERGY  4.5% 10/01/29  | CHENIERE ENERGY PARTNERS REGD 4.50000000                                                       | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       72000 | PA      | $72455.80     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PA 4% 03/01/31  | CHENIERE ENERGY PARTNERS REGD 4.00000000                                                       | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      143000 | PA      | $140246.92    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 3.25% 01/31/32  | CHENIERE ENERGY PARTNERS REGD SER WI 3.25000000                                                | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      436000 | PA      | $406796.85    | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.95% 06/30/33  | CHENIERE ENERGY PARTNERS REGD 5.95000000                                                       | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      105000 | PA      | $112678.59    | 0.01%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERG 4.625% 10/15/28  | CHENIERE ENERGY INC REGD SER WI 4.62500000                                                     | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      260000 | PA      | $260159.09    | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP  5.125% 06/30/27  | CHENIERE CORP CHRISTI HD REGD 5.12500000                                                       | CUSIP: 16412XAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72000 | PA      | $72703.67     | 0.00%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CH 3.7% 11/15/29  | CHENIERE CORP CHRISTI HD REGD SER WI 3.70000000                                                | CUSIP: 16412XAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      199000 | PA      | $196366.67    | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHRY 2025-1A A 6.13% 07/17/28   | CHERRY SECURITIZATION TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 6.13000000                   | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $763500.75    | 0.04%             | 2032-11-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CHEVRON USA IN 2.343% 08/12/50  | CHEVRON USA INC REGD 2.34300000                                                                | CUSIP: 166756AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $15023.38     | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC 3.85% 01/15/28  | CHEVRON USA INC REGD 3.85000000                                                                | CUSIP: 166756AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $10050.37     | 0.00%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA IN 4.687% 04/15/30  | CHEVRON USA INC REGD 4.68700000                                                                | CUSIP: 166756BD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103108.53    | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC 4.3% 10/15/30   | CHEVRON USA INC REGD 4.30000000                                                                | CUSIP: 166756BJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101810.40    | 0.01%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL O'H 4.472% 01/01/49  | CHICAGO IL O'HARE INTERNATIONA REGD N/C B/E 4.47200000                                         | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      150000 | PA      | $137327.16    | 0.01%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 3.24% 02/06/28  | REPUBLIC OF CHILE REGD 3.24000000                                                              | CUSIP: 168863CF3<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |      200000 | PA      | $197245.00    | 0.01%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHIL 3.5% 01/25/50  | REPUBLIC OF CHILE REGD 3.50000000                                                              | CUSIP: 168863DL9<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |      200000 | PA      | $151940.00    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 2.55% 01/27/32  | REPUBLIC OF CHILE REGD 2.55000000                                                              | CUSIP: 168863DN5<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |       45000 | PA      | $40770.00     | 0.00%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 4.35% 04/13/31  | REPUBLIC OF CHILE REGD 4.35000000                                                              | CUSIP: 168863EF1<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |      200000 | PA      | $200540.00    | 0.01%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLD 1.375% 09/15/30  | CHUBB INA HOLDINGS LLC REGD 1.37500000                                                         | CUSIP: 171239AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22321.00     | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDI 3.05% 12/15/61  | CHUBB INA HOLDINGS LLC REGD 3.05000000                                                         | CUSIP: 171239AJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $31416.78     | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS 6.75% 05/01/31  | CHURCHILL DOWNS INC REGD 144A P/P 6.75000000                                                   | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51555.60     | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CIMIC FINANCE USA  7% 03/25/34  | CIMIC FINANCE USA PTY LT REGD 144A P/P 7.00000000                                              | CUSIP: 171873AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      290000 | PA      | $319412.79    | 0.02%             | 2034-03-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CINCINNATI FIN 6.125% 11/01/34  | CINCINNATI FINL CORP REGD 6.12500000                                                           | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |      930000 | PA      | $1007046.82   | 0.05%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA IN 5.25% 07/15/28  | CINEMARK USA INC REGD 144A P/P 5.25000000                                                      | CUSIP: 172441BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $70034.55     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CIPHER COMPUTE 7.125% 11/15/30  | CIPHER COMPUTE LLC REGD 144A P/P 7.12500000                                                    | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $109544.69    | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CISCO SYSTEMS IN 5.9% 02/15/39  | CISCO SYSTEMS INC REGD 5.90000000                                                              | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54701.87     | 0.00%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS IN 5.5% 01/15/40  | CISCO SYSTEMS INC REGD 5.50000000                                                              | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52520.86     | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS IN 4.8% 02/26/27  | CISCO SYSTEMS INC REGD 4.80000000                                                              | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50502.91     | 0.00%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS I 4.95% 02/26/31  | CISCO SYSTEMS INC REGD 4.95000000                                                              | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104191.83    | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS I 5.35% 02/26/64  | CISCO SYSTEMS INC REGD 5.35000000                                                              | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23974.22     | 0.00%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE  5.9% 02/10/30  | CITADEL FINANCE LLC REGD 144A P/P 5.90000000                                                   | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1027034.00   | 0.05%             | 2030-02-10      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| CITADEL FINANCE 5.15% 02/14/31  | CITADEL FINANCE LLC REGD 144A P/P 5.15000000                                                   | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |      605000 | PA      | $603072.68    | 0.03%             | 2031-02-14      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| CGCMT 2016-C2 3.176% 08/10/26   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2 SER 2016-C2 CL B REGD 3.17600000                   | CUSIP: 17291CBU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      285000 | PA      | $282009.61    | 0.02%             | 2049-08-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 6.625% 6/15/32    | CITIGROUP INC REGD 6.62500000                                                                  | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       30000 | PA      | $33435.70     | 0.00%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 6.675% 09/13/43   | CITIGROUP INC REGD 6.67500000                                                                  | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $113098.78    | 0.01%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 5.3% 05/06/44     | CITIGROUP INC REGD 5.30000000                                                                  | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      286000 | PA      | $278094.08    | 0.01%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 4.3% 11/20/26     | CITIGROUP INC REGD 4.30000000                                                                  | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      890000 | PA      | $891733.28    | 0.05%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 10/27/28      | CITIGROUP INC REGD V/R 3.52000000                                                              | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2540000 | PA      | $2521619.49   | 0.13%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 4.65% 07/23/48    | CITIGROUP INC REGD 4.65000000                                                                  | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       70000 | PA      | $62528.46     | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/20/30      | CITIGROUP INC REGD V/R 3.98000000                                                              | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99692.16     | 0.01%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/31/31      | CITIGROUP INC REGD V/R 4.41200000                                                              | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      550000 | PA      | $553076.91    | 0.03%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 06/03/31      | CITIGROUP INC REGD V/R 2.57200000                                                              | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       70000 | PA      | $65457.76     | 0.00%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/01/32      | CITIGROUP INC REGD V/R 2.56100000                                                              | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      690000 | PA      | $632190.63    | 0.03%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 11/03/32      | CITIGROUP INC REGD V/R 2.52000000                                                              | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      160000 | PA      | $144836.81    | 0.01%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/17/33      | CITIGROUP INC REGD V/R 3.78500000                                                              | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      250000 | PA      | $240713.80    | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/24/28      | CITIGROUP INC REGD V/R 4.65800000                                                              | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70496.69     | 0.00%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/24/33      | CITIGROUP INC REGD V/R 4.91000000                                                              | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      220000 | PA      | $224668.02    | 0.01%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R /PERP/        | CITIGROUP INC REGD V/R /PERP/ SER CC 7.12500000                                                | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      700000 | PA      | $725608.10    | 0.04%             | 2174-11-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 09/11/31      | CITIGROUP INC REGD V/R 4.50300000                                                              | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70582.53     | 0.00%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 09/11/36      | CITIGROUP INC REGD V/R 5.17400000                                                              | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2230000 | PA      | $2270268.49   | 0.12%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R /PERP/        | CITIGROUP INC REGD V/R /PERP/ 6.62500000                                                       | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1174134.10   | 0.06%             | 2174-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| CGCMT 2016-C3 2.896% 10/15/26   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C3 SER 2016-C3 CL A3 REGD 2.89600000                  | CUSIP: 17325GAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      534650 | PA      | $530489.42    | 0.03%             | 2049-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CGCMT 2017-P7 3.509% 09/14/26   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7 SER 2017-P7 CL AAB REGD 3.50900000                 | CUSIP: 17325HBQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       44960 | PA      | $44843.40     | 0.00%             | 2050-04-14      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R /PERP/        | CITIGROUP INC REGD V/R /PERP/ SER FF 6.95000000                                                | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      210000 | PA      | $216396.18    | 0.01%             | 2174-05-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/T 5.623% 11/15/43  | CITY OF HOPE/THE REGD SER 2013 5.62300000                                                      | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101836.86    | 0.01%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO 8.375% 07/01/28    | SM ENERGY CO REGD 144A P/P 8.37500000                                                          | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      275000 | PA      | $284360.18    | 0.02%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SM ENERGY CO 8.75% 07/01/31     | SM ENERGY CO REGD 144A P/P 8.75000000                                                          | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      275000 | PA      | $288872.93    | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL  6.75% 02/15/30  | CLARIOS GLOBAL LP/US FIN REGD 144A P/P 6.75000000                                              | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $115275.60    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CLARIV SCI HLD 3.875% 07/01/28  | CLARIV SCI HLD CORP REGD 144A P/P 3.87500000                                                   | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $135450.02    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL  7.125% 02/15/31  | CLEAR CHANNEL OUTDOOR HO REGD 144A P/P 7.12500000                                              | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      215000 | PA      | $227258.87    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIF 4.875% 03/01/31  | CLEVELAND-CLIFFS INC REGD 144A P/P 4.87500000                                                  | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      135000 | PA      | $128193.96    | 0.01%             | 2031-03-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFF 6.75% 04/15/30  | CLEVELAND-CLIFFS INC REGD 144A P/P 6.75000000                                                  | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60963.18     | 0.00%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIF 6.875% 11/01/29  | CLEVELAND-CLIFFS INC REGD 144A P/P 6.87500000                                                  | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      145000 | PA      | $149472.38    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE  8.25% 06/30/32  | CLOUD SOFTWARE GRP INC REGD 144A P/P 8.25000000                                                | CUSIP: 18912UAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $750696.75    | 0.04%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQU 6.75% 04/15/32  | CLYDESDALE ACQUISITION REGD 144A P/P 6.75000000                                                | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40326.12     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CO/T 3.375% 03/25/27  | COCA-COLA CO/THE REGD 3.37500000                                                               | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99862.77     | 0.01%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 2.5% 06/01/40  | COCA-COLA CO/THE REGD 2.50000000                                                               | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38051.90     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 2.6% 06/01/50  | COCA-COLA CO/THE REGD 2.60000000                                                               | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15927.72     | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 2.5% 03/15/51  | COCA-COLA CO/THE REGD 2.50000000                                                               | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       50000 | PA      | $30866.05     | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 3% 03/05/51    | COCA-COLA CO/THE REGD 3.00000000                                                               | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17029.05     | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 5% 05/13/34    | COCA-COLA CO/THE REGD 5.00000000                                                               | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52702.58     | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 5.3% 05/13/54  | COCA-COLA CO/THE REGD 5.30000000                                                               | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49726.86     | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 5.4% 05/13/64  | COCA-COLA CO/THE REGD 5.40000000                                                               | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24764.89     | 0.00%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOUR 5.875% 07/01/29  | PERMIAN RESOURC OPTG LLC REGD 144A P/P 5.87500000                                              | CUSIP: 19416MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $190735.49    | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMB 8% 04/20/33  | REPUBLIC OF COLOMBIA REGD 8.00000000                                                           | CUSIP: 195325EF8<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      200000 | PA      | $214800.00    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COL 8.75% 11/14/53  | REPUBLIC OF COLOMBIA REGD 8.75000000                                                           | CUSIP: 195325EM3<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      200000 | PA      | $219946.39    | 0.01%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COL 7.75% 11/07/36  | REPUBLIC OF COLOMBIA REGD 7.75000000                                                           | CUSIP: 195325EP6<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      200000 | PA      | $208150.00    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECO 4.95% 07/17/30  | COLOMBIA TELECOMUNICACIO REGD 144A P/P 4.95000000                                              | CUSIP: 19533PAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      505000 | PA      | $473541.03    | 0.03%             | 2030-07-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| COLT 2021-2 A1 V/R 08/25/66     | COLT 2021-2 MORTGAGE LOAN TRUST SER 2021-2 CL A1 V/R REGD 144A P/P 0.92400000                  | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      644956 | PA      | $555769.58    | 0.03%             | 2066-08-25      | Variable      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPEL 6.036% 11/15/33  | COLUMBIA PIPELINES OPCO REGD 144A P/P 6.03600000                                               | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $650303.53    | 0.03%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP 4.75% 03/01/44     | COMCAST CORP REGD 4.75000000                                                                   | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       27000 | PA      | $24285.42     | 0.00%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.2% 07/15/36      | COMCAST CORP REGD 3.20000000                                                                   | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21713.03     | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.969% 11/01/47    | COMCAST CORP REGD SER WI 3.96900000                                                            | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      153000 | PA      | $118042.49    | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.999% 11/01/49    | COMCAST CORP REGD SER WI 3.99900000                                                            | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       43000 | PA      | $32558.47     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.049% 11/01/52    | COMCAST CORP REGD SER WI 4.04900000                                                            | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1051000 | PA      | $789481.73    | 0.04%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.9% 03/01/38      | COMCAST CORP REGD 3.90000000                                                                   | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      365000 | PA      | $324780.94    | 0.02%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4% 03/01/48        | COMCAST CORP REGD 4.00000000                                                                   | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       20000 | PA      | $15450.55     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.25% 11/01/39     | COMCAST CORP REGD 3.25000000                                                                   | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       20000 | PA      | $15985.30     | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.45% 02/01/50     | COMCAST CORP REGD 3.45000000                                                                   | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       60000 | PA      | $41353.43     | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 1.95% 01/15/31     | COMCAST CORP REGD 1.95000000                                                                   | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       45000 | PA      | $40706.10     | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 1.5% 02/15/31      | COMCAST CORP REGD 1.50000000                                                                   | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      188000 | PA      | $166178.60    | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.65% 08/15/62     | COMCAST CORP REGD 2.65000000                                                                   | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       79000 | PA      | $41162.81     | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.887% 11/01/51    | COMCAST CORP REGD SER WI 2.88700000                                                            | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      149000 | PA      | $90067.08     | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.937% 11/01/56    | COMCAST CORP REGD SER WI 2.93700000                                                            | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      889000 | PA      | $519018.22    | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.987% 11/01/63    | COMCAST CORP REGD SER WI 2.98700000                                                            | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      400000 | PA      | $223338.10    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.8% 05/15/33      | COMCAST CORP REGD 4.80000000                                                                   | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      182000 | PA      | $185800.62    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 5.5% 05/15/64      | COMCAST CORP REGD 5.50000000                                                                   | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      765000 | PA      | $705330.12    | 0.04%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 6.05% 05/15/55     | COMCAST CORP REGD 6.05000000                                                                   | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      700000 | PA      | $717372.91    | 0.04%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| COMISION FEDER 3.348% 02/09/31  | COMISION FEDERAL DE ELEC REGD 144A P/P 3.34800000                                              | CUSIP: 200447AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1500000 | PA      | $1380066.30   | 0.07%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDER 3.875% 07/26/33  | COMISION FEDERAL DE ELEC REGD 144A P/P 3.87500000                                              | CUSIP: 200447AK6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $895875.00    | 0.05%             | 2033-07-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| COMMERCIAL META 5.75% 11/15/33  | COMMERCIAL METALS CO REGD 144A P/P 5.75000000                                                  | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76565.25     | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COMMONSPIRIT H 3.817% 10/01/49  | COMMONSPIRIT HEALTH REGD 3.81700000                                                            | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38920.44     | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HE 3.91% 10/01/50  | COMMONSPIRIT HEALTH REGD 3.91000000                                                            | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       95000 | PA      | $73099.75     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK V/R 03/14/46  | COMMONWEALTH BANK AUST REGD V/R 144A P/P 5.92900000                                            | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1945000 | PA      | $2034218.96   | 0.11%             | 2046-03-14      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDI 5.9% 03/15/36  | COMMONWEALTH EDISON CO REGD 5.90000000                                                         | CUSIP: 202795HK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27211.15     | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOUR 6.75% 03/01/29  | COMSTOCK RESOURCES INC REGD 144A P/P 6.75000000                                                | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149592.27    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CONCENTRIX CORP 6.6% 08/02/28   | CONCENTRIX CORP REGD 6.60000000                                                                | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25229.99     | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| CAS 2025-R03 2A1 V/R 03/25/45   | CONNECTICUT AVENUE SECURITIES TRUST 2025-R03 SER 2025-R03 CL 2A1 V/R REGD 144A P/P 5.11721000  | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      621305 | PA      | $624914.47    | 0.03%             | 2045-03-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT ST 5.85% 03/15/32   | CONNECTICUT ST REGD N/C B/E 5.85000000                                                         | CUSIP: 20772GF45<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |      200000 | PA      | $217498.94    | 0.01%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS 6.5% 02/01/39    | CONOCOPHILLIPS REGD 6.50000000                                                                 | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |       25000 | PA      | $28589.89     | 0.00%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS C 3.8% 03/15/52  | CONOCOPHILLIPS COMPANY REGD 3.80000000                                                         | CUSIP: 20826FAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $18924.47     | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS 4.025% 03/15/62  | CONOCOPHILLIPS COMPANY REGD 4.02500000                                                         | CUSIP: 20826FBD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $37233.55     | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS C 5.3% 05/15/53  | CONOCOPHILLIPS COMPANY REGD 5.30000000                                                         | CUSIP: 20826FBE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47479.91     | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS  5.05% 09/15/33  | CONOCOPHILLIPS COMPANY REGD 5.05000000                                                         | CUSIP: 20826FBF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26026.97     | 0.00%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS  5.55% 03/15/54  | CONOCOPHILLIPS COMPANY REGD 5.55000000                                                         | CUSIP: 20826FBG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24687.84     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS C 5.7% 09/15/63  | CONOCOPHILLIPS COMPANY REGD 5.70000000                                                         | CUSIP: 20826FBH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24901.08     | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS  5.65% 01/15/65  | CONOCOPHILLIPS COMPANY REGD 5.65000000                                                         | CUSIP: 20826FBN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $335325.00    | 0.02%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO  4.625% 12/01/54  | CON EDISON CO OF NY INC REGD 4.62500000                                                        | CUSIP: 209111FF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $21524.36     | 0.00%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO O 3.95% 04/01/50  | CON EDISON CO OF NY INC REGD SER 20B 3.95000000                                                | CUSIP: 209111FY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $31728.06     | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 5.9% 11/15/53  | CON EDISON CO OF NY INC REGD 5.90000000                                                        | CUSIP: 209111GG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      134000 | PA      | $138904.85    | 0.01%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 5.7% 05/15/54  | CON EDISON CO OF NY INC REGD 5.70000000                                                        | CUSIP: 209111GK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101348.08    | 0.01%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BR 3.6% 02/15/28  | CONSTELLATION BRANDS INC REGD 3.60000000                                                       | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99468.28     | 0.01%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION B 5.25% 11/15/48  | CONSTELLATION BRANDS INC REGD 5.25000000                                                       | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23583.96     | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION B 2.25% 08/01/31  | CONSTELLATION BRANDS INC REGD 2.25000000                                                       | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26996.63     | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION  4.625% 02/01/29  | CONSTELLATION EN GEN LLC REGD P/P 4.62500000                                                   | CUSIP: 210385AG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $350090.55    | 0.02%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION  5.875% 01/15/66  | CONSTELLATION EN GEN LLC REGD 5.87500000                                                       | CUSIP: 210385AR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49952.61     | 0.00%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY 3.5% 08/01/51  | CONSUMERS ENERGY CO REGD 3.50000000                                                            | CUSIP: 210518DH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56000 | PA      | $41349.55     | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERG 2.65% 08/15/52  | CONSUMERS ENERGY CO REGD 2.65000000                                                            | CUSIP: 210518DN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       53000 | PA      | $33420.14     | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY 4.2% 09/01/52  | CONSUMERS ENERGY CO REGD 4.20000000                                                            | CUSIP: 210518DQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      113000 | PA      | $92894.97     | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RE 4.375% 01/15/28  | CONTINENTAL RESOURCES REGD SER WI 4.37500000                                                   | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      580000 | PA      | $581392.27    | 0.03%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RES 5.75% 01/15/31  | CONTINENTAL RESOURCES REGD 144A P/P 5.75000000                                                 | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       80000 | PA      | $83013.92     | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL RE 2.268% 11/15/26  | CONTINENTAL RESOURCES REGD 144A P/P 2.26800000                                                 | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      180000 | PA      | $177491.63    | 0.01%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| COOPER-STANDARD 9.25% 03/01/31  | COOPER-STANDARD AUTOMOTI REGD 144A P/P 9.25000000                                              | CUSIP: 216762AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $140707.00    | 0.01%             | 2031-03-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINA 3.65% 04/05/27  | COREBRIDGE FINANCIAL INC REGD 3.65000000                                                       | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49754.75     | 0.00%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINA 3.85% 04/05/29  | COREBRIDGE FINANCIAL INC REGD 3.85000000                                                       | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49473.99     | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINA 4.35% 04/05/42  | COREBRIDGE FINANCIAL INC REGD 4.35000000                                                       | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21349.50     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINAN 4.4% 04/05/52  | COREBRIDGE FINANCIAL INC REGD 4.40000000                                                       | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19992.13     | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANC V/R 12/15/52  | COREBRIDGE FINANCIAL INC REGD V/R SER WI 6.87500000                                            | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      140000 | PA      | $143096.51    | 0.01%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINA 6.05% 09/15/33  | COREBRIDGE FINANCIAL INC REGD 6.05000000                                                       | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26689.64     | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINA 5.75% 01/15/34  | COREBRIDGE FINANCIAL INC REGD 5.75000000                                                       | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25968.52     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC 9.25% 06/01/30    | COREWEAVE INC REGD 144A P/P 9.25000000                                                         | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53942.80     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CORNING INC 4.375% 11/15/57     | CORNING INC REGD 4.37500000                                                                    | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20919.34     | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CORNING INC 5.35% 11/15/48      | CORNING INC REGD 5.35000000                                                                    | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24868.72     | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 5% MAR 26       | G2SF  30 YR TBA 5% MAR 26      TO BE ANNOUNCED 5.00000000                                      | CUSIP: 21H050631<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2240000 | PA      | $2248123.23   | 0.12%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE 1.6% 04/20/30  | COSTCO WHOLESALE CORP REGD 1.60000000                                                          | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91589.83     | 0.00%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| IVORY COAST 8.25% 01/30/37      | IVORY COAST REGD 144A P/P 8.25000000                                                           | CUSIP: 221625AU0<br>LEI: N/A                  | Long             | DBT              | USGA              | CI        |      715000 | PA      | $782936.69    | 0.04%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST 8.075% 04/01/36     | IVORY COAST REGD 144A P/P 8.07500000                                                           | CUSIP: 221625AV8<br>LEI: N/A                  | Long             | DBT              | USGA              | CI        |      400000 | PA      | $433826.30    | 0.02%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST 6.75% 02/25/41      | IVORY COAST REGD 144A P/P 6.75000000                                                           | CUSIP: 221625AX4<br>LEI: N/A                  | Long             | DBT              | USGA              | CI        |      200000 | PA      | $191182.70    | 0.01%             | 2041-02-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| COTY/HFC PRESTI 4.75% 01/15/29  | COTY/HFC PRESTIGE/INT US REGD 144A P/P 4.75000000                                              | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $738309.08    | 0.04%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| COTY/HFC PRESTIG 5.6% 01/15/31  | COTY/HFC PRESTIGE/INT US REGD 144A P/P 5.60000000                                              | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      585000 | PA      | $586801.22    | 0.03%             | 2031-01-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CAALT 2025-2A  5.38% 08/15/29   | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025-2 SER 2025-2A CL C REGD 144A P/P 5.38000000             | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1530832.20   | 0.08%             | 2036-03-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/09/36  | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.86200000                                            | CUSIP: 22535WAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      490000 | PA      | $521000.53    | 0.03%             | 2036-01-09      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 05/27/31  | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.22200000                                            | CUSIP: 22535WAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      915000 | PA      | $946800.01    | 0.05%             | 2031-05-27      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 09/25/33  | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.81800000                                            | CUSIP: 22535WAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      890000 | PA      | $897473.89    | 0.05%             | 2033-09-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG V/R 05/14/32       | UBS GROUP AG REGD V/R 144A P/P 3.09100000                                                      | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1415000 | PA      | $1325015.24   | 0.07%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG V/R 03/23/37       | UBS GROUP AG REGD V/R 144A P/P MTN 5.01000000                                                  | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $199501.67    | 0.01%             | 2037-03-23      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| UBS AMERICAS I 7.125% 07/15/32  | UBS AMERICAS INC REGD 7.12500000                                                               | CUSIP: 22541LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      559000 | PA      | $645273.97    | 0.03%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EQS 2024-1C A 6.05% 01/20/30    | CROCKETT PARTNERS EQUIPMENT CO IIA LLC SER 2024-1C CL A REGD 144A P/P 6.05000000               | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1139394 | PA      | $1165402.54   | 0.06%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC 3.8% 02/15/28  | CROWN CASTLE INC REGD 3.80000000                                                               | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      113000 | PA      | $112590.35    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 3.1% 11/15/29  | CROWN CASTLE INC REGD 3.10000000                                                               | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       69000 | PA      | $66307.79     | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE IN 2.25% 01/15/31  | CROWN CASTLE INC REGD 2.25000000                                                               | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       83000 | PA      | $75151.95     | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 2.1% 04/01/31  | CROWN CASTLE INC REGD 2.10000000                                                               | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       66000 | PA      | $58892.96     | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 2.5% 07/15/31  | CROWN CASTLE INC REGD 2.50000000                                                               | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       80000 | PA      | $72381.93     | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 5% 01/11/28    | CROWN CASTLE INC REGD 5.00000000                                                               | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      109000 | PA      | $110965.67    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP 2.5% 02/15/32      | CUBESMART LP REGD 2.50000000                                                                   | CUSIP: 22966RAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22461.02     | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC 2.6% 09/01/50       | CUMMINS INC REGD 2.60000000                                                                    | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15572.28     | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC 5.3% 05/09/35       | CUMMINS INC REGD 5.30000000                                                                    | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52470.92     | 0.00%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANC 3.4% 11/15/49  | DH EUROPE FINANCE II REGD 3.40000000                                                           | CUSIP: 23291KAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       25000 | PA      | $18267.49     | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO 5.05% 10/01/35    | DTE ENERGY CO REGD 5.05000000                                                                  | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100968.49    | 0.01%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO 3.25% 04/01/51  | DTE ELECTRIC CO REGD SER B 3.25000000                                                          | CUSIP: 23338VAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $127302.84    | 0.01%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO 5.2% 03/01/34   | DTE ELECTRIC CO REGD 5.20000000                                                                | CUSIP: 23338VAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $366125.85    | 0.02%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA V/R 11/05/30       | DNB BANK ASA REGD V/R 144A P/P 4.85300000                                                      | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |      300000 | PA      | $308448.05    | 0.02%             | 2030-11-05      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| DOLP 2021-NYC 2.956% 05/10/31   | DOLP TRUST 2021-NYC SER 2021-NYC CL A REGD 144A P/P 2.95600000                                 | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1596680.05   | 0.09%             | 2041-05-10      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM I 4.125% 06/15/29  | DT MIDSTREAM INC REGD 144A P/P 4.12500000                                                      | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99348.84     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM I 4.375% 06/15/31  | DT MIDSTREAM INC REGD 144A P/P 4.37500000                                                      | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $54263.19     | 0.00%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DXC TECHNOLOGY 2.375% 09/15/28  | DXC TECHNOLOGY CO REGD 2.37500000                                                              | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |       88000 | PA      | $83062.41     | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WO 3.144% 11/01/45  | DALLAS-FORT WORTH TX INTERNATI REGD N/C B/E 3.14400000                                         | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       40000 | PA      | $31892.24     | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP 2.6% 10/01/50      | DANAHER CORP REGD 2.60000000                                                                   | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15504.53     | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP 2.8% 12/10/51      | DANAHER CORP REGD 2.80000000                                                                   | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16056.72     | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 04/01/28    | DANSKE BANK A/S REGD V/R 144A P/P 4.29800000                                                   | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     2100000 | PA      | $2108214.28   | 0.11%             | 2028-04-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 03/01/30    | DANSKE BANK A/S REGD V/R 144A P/P 5.70500000                                                   | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     1250000 | PA      | $1305211.21   | 0.07%             | 2030-03-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 10/02/30    | DANSKE BANK A/S REGD V/R 144A P/P 4.61300000                                                   | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      310000 | PA      | $314225.99    | 0.02%             | 2030-10-02      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| DARLING INGREDI 5.25% 04/15/27  | DARLING INGREDIENTS INC REGD 144A P/P 5.25000000                                               | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      145000 | PA      | $145152.69    | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COLO 2024-1A A2 5.3% 01/25/29   | DATABANK ISSUER SER 2024-1A CL A2 REGD 144A P/P 5.30000000                                     | CUSIP: 23802WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3810000 | PA      | $3824488.29   | 0.20%             | 2054-01-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| COLO 2026-1A  5.811% 02/25/31   | DATABANK ISSUER SER 2026-1A CL A2 REGD 144A P/P 5.81100000                                     | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      520000 | PA      | $527256.50    | 0.03%             | 2056-02-25      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC 4.625% 06/01/30      | DAVITA INC REGD 144A P/P 4.62500000                                                            | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      255000 | PA      | $249571.35    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC 6.75% 07/15/33       | DAVITA INC REGD 144A P/P 6.75000000                                                            | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      425000 | PA      | $441523.15    | 0.02%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DBSG 2024-ALTA A V/R 06/10/27   | DBSG 2024-ALTA MORTGAGE TRUST SER 2024-ALTA CL A V/R REGD 144A P/P 5.94558000                  | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2025000 | PA      | $2055172.70   | 0.11%             | 2037-06-10      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| DEERE & COMPANY 3.9% 06/09/42   | DEERE & COMPANY REGD 3.90000000                                                                | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44180.44     | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY 3.75% 04/15/50  | DEERE & COMPANY REGD 3.75000000                                                                | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20117.84     | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY 5.45% 01/16/35  | DEERE & COMPANY REGD 5.45000000                                                                | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |       75000 | PA      | $80097.00     | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPI 1.75% 03/09/27  | JOHN DEERE CAPITAL CORP REGD MTN 1.75000000                                                    | CUSIP: 24422EVF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $98092.54     | 0.01%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPI 4.55% 06/05/30  | JOHN DEERE CAPITAL CORP REGD MTN SER I 4.55000000                                              | CUSIP: 24422EYE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102501.90    | 0.01%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC /  3.45% 12/15/51  | DELL INT LLC / EMC CORP REGD 3.45000000                                                        | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $35124.67     | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC /  4.75% 10/06/32  | DELL INT LLC / EMC CORP REGD 4.75000000                                                        | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100976.77    | 0.01%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / E 5.1% 02/15/36  | DELL INT LLC / EMC CORP REGD 5.10000000                                                        | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100425.01    | 0.01%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC /  8.35% 07/15/46  | DELL INT LLC / EMC CORP REGD 8.35000000                                                        | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       23000 | PA      | $29427.89     | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / E 5.3% 04/01/32  | DELL INT LLC / EMC CORP REGD 5.30000000                                                        | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104013.91    | 0.01%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 20 2% 06/10/28  | DELTA AIR LINES 2020-AA REGD SER AA 2.00000000                                                 | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      335567 | PA      | $321968.99    | 0.02%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 02/10/34   | DEUTSCHE BANK NY REGD V/R 7.07900000                                                           | CUSIP: 251526CT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $341678.18    | 0.02%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 05/09/31   | DEUTSCHE BANK NY REGD V/R 5.29700000                                                           | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $154974.49    | 0.01%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 12/10/31   | DEUTSCHE BANK NY REGD V/R 4.46900000                                                           | CUSIP: 251526DD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1610132.88   | 0.09%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/07/33   | DEUTSCHE BANK NY REGD V/R 3.74200000                                                           | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $375455.30    | 0.02%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 02/06/32   | DEUTSCHE BANK NY REGD V/R 4.72500000                                                           | CUSIP: 25160PAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $151349.61    | 0.01%             | 2032-02-06      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY COR 5.6% 07/15/41  | DEVON ENERGY CORPORATION REGD 5.60000000                                                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      485000 | PA      | $486233.13    | 0.03%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CO 4.75% 05/15/42  | DEVON ENERGY CORPORATION REGD 4.75000000                                                       | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9090.91      | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPO 5% 06/15/45  | DEVON ENERGY CORPORATION REGD 5.00000000                                                       | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      640000 | PA      | $585011.56    | 0.03%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY C 5.875% 06/15/28  | DEVON ENERGY CORPORATION REGD SER WI 5.87500000                                                | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       92000 | PA      | $92028.97     | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY COR 4.5% 01/15/30  | DEVON ENERGY CORPORATION REGD 4.50000000                                                       | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      129000 | PA      | $130264.61    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY COR 5.2% 09/15/34  | DEVON ENERGY CORPORATION REGD 5.20000000                                                       | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25641.05     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIA 8.5% 10/01/30  | DIAMOND FRGN/DIAMOND FIN REGD 144A P/P 8.50000000                                              | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       95000 | PA      | $101316.93    | 0.01%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENER 3.5% 12/01/29  | DIAMONDBACK ENERGY INC REGD 3.50000000                                                         | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      694000 | PA      | $679782.70    | 0.04%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK EN 3.125% 03/24/31  | DIAMONDBACK ENERGY INC REGD 3.12500000                                                         | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189838.23    | 0.01%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING  4.1% 01/15/52  | DICK'S SPORTING GOODS REGD 4.10000000                                                          | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18244.57     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/D 8.625% 08/01/32  | DIG INTL FIN/DIFL US LLC REGD 144A P/P 8.62500000                                              | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |      200000 | PA      | $207966.80    | 0.01%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| DIGITAL REALTY  5.55% 01/15/28  | DIGITAL REALTY TRUST LP REGD 5.55000000                                                        | CUSIP: 25389JAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25741.37     | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMP 6.2% 12/15/34  | WALT DISNEY COMPANY/THE REGD SER WI 6.20000000                                                 | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       50000 | PA      | $56559.53     | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMP 6.4% 12/15/35  | WALT DISNEY COMPANY/THE REGD SER WI 6.40000000                                                 | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       25000 | PA      | $28479.18     | 0.00%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COM 2.75% 09/01/49  | WALT DISNEY COMPANY/THE REGD 2.75000000                                                        | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       50000 | PA      | $32327.89     | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMP 3.7% 03/23/27  | WALT DISNEY COMPANY/THE REGD 3.70000000                                                        | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200148.80    | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMP 2.2% 01/13/28  | WALT DISNEY COMPANY/THE REGD 2.20000000                                                        | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97712.91     | 0.01%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COM 2.65% 01/13/31  | WALT DISNEY COMPANY/THE REGD 2.65000000                                                        | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94759.16     | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMP 3.5% 05/13/40  | WALT DISNEY COMPANY/THE REGD 3.50000000                                                        | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42420.95     | 0.00%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMP 3.6% 01/13/51  | WALT DISNEY COMPANY/THE REGD 3.60000000                                                        | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      100000 | PA      | $75197.74     | 0.00%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINA 4.1% 02/09/27  | CAPITAL ONE FINANCIAL CO REGD 4.10000000                                                       | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50058.61     | 0.00%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK C 11.75% 11/15/27  | DISH NETWORK CORP REGD 144A P/P 11.75000000                                                    | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      205000 | PA      | $212335.31    | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP 5.25% 12/01/26    | DISH DBS CORP REGD 144A P/P 5.25000000                                                         | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $97228.13     | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DIVERSIFIED GAS 9.75% 04/09/29  | DIVERSIFIED GAS & OIL CO REGD 9.75000000                                                       | CUSIP: 255224AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1959880.86   | 0.10%             | 2029-04-09      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| DOLLAR GENERAL 4.125% 04/03/50  | DOLLAR GENERAL CORP REGD 4.12500000                                                            | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19910.32     | 0.00%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUB 6.95% 03/15/37  | DOMINICAN REPUBLIC REGD 144A P/P 6.95000000                                                    | CUSIP: 25714PFB9<br>LEI: N/A                  | Long             | DBT              | USGA              | DO        |      300000 | PA      | $322050.00    | 0.02%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY 6.25% 10/15/53  | DOMINION ENERGY SOUTH REGD 6.25000000                                                          | CUSIP: 25731VAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       83000 | PA      | $90307.24     | 0.00%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY  5.3% 01/15/35  | DOMINION ENERGY SOUTH REGD SER 2025 5.30000000                                                 | CUSIP: 25731VAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $52286.95     | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY 4.25% 06/01/28  | DOMINION ENERGY INC REGD 4.25000000                                                            | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100738.18    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY I V/R 05/15/55  | DOMINION ENERGY INC REGD V/R 6.62500000                                                        | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1661848.00   | 0.09%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY IN 5% 06/15/30  | DOMINION ENERGY INC REGD 5.00000000                                                            | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51643.22     | 0.00%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY I V/R 02/15/56  | DOMINION ENERGY INC REGD V/R SER ** 6.00000000                                                 | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      308000 | PA      | $312858.70    | 0.02%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO 5.25% 11/15/41  | DOW CHEMICAL CO/THE REGD 5.25000000                                                            | CUSIP: 260543CE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22434.26     | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/ 4.8% 05/15/49  | DOW CHEMICAL CO/THE REGD 4.80000000                                                            | CUSIP: 260543CV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $19677.49     | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/ 6.9% 05/15/53  | DOW CHEMICAL CO/THE REGD 6.90000000                                                            | CUSIP: 260543DH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25691.05     | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO 5.15% 02/15/34  | DOW CHEMICAL CO/THE REGD 5.15000000                                                            | CUSIP: 260543DJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24828.52     | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/ 5.6% 02/15/54  | DOW CHEMICAL CO/THE REGD 5.60000000                                                            | CUSIP: 260543DK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $21678.17     | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/ 4.8% 01/15/31  | DOW CHEMICAL CO/THE REGD 4.80000000                                                            | CUSIP: 260543DN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49960.59     | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMO 5.319% 11/15/38  | DUPONT DE NEMOURS INC REGD 5.31900000                                                          | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32499.43     | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMO 5.419% 11/15/48  | DUPONT DE NEMOURS INC REGD 5.41900000                                                          | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10552.89     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 D 5.41% 09/15/32   | DRIVE AUTO RECEIVABLES TRUST 2025-1 SER 2025-1 CL D REGD 5.41000000                            | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1019340.30   | 0.05%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EIDP INC 4.8% 05/15/33          | EIDP INC REGD 4.80000000                                                                       | CUSIP: 263534CR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25318.95     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 6.05% 04/15/38  | DUKE ENERGY CAROLINAS REGD 6.05000000                                                          | CUSIP: 26442CAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27493.08     | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 4.25% 12/15/41  | DUKE ENERGY CAROLINAS REGD 4.25000000                                                          | CUSIP: 26442CAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $448323.77    | 0.02%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 3.95% 11/15/28  | DUKE ENERGY CAROLINAS REGD 3.95000000                                                          | CUSIP: 26442CAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      104000 | PA      | $104518.77    | 0.01%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CARO 3.2% 08/15/49  | DUKE ENERGY CAROLINAS REGD 3.20000000                                                          | CUSIP: 26442CAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $73857.81     | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 3.55% 03/15/52  | DUKE ENERGY CAROLINAS REGD 3.55000000                                                          | CUSIP: 26442CBH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $58784.87     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 4.95% 01/15/33  | DUKE ENERGY CAROLINAS REGD 4.95000000                                                          | CUSIP: 26442CBJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103696.06    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 5.35% 01/15/53  | DUKE ENERGY CAROLINAS REGD 5.35000000                                                          | CUSIP: 26442CBK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      202000 | PA      | $196644.67    | 0.01%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHI 3.65% 02/01/29  | DUKE ENERGY OHIO INC REGD 3.65000000                                                           | CUSIP: 26442EAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      529000 | PA      | $527215.80    | 0.03%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHI 5.65% 04/01/53  | DUKE ENERGY OHIO INC REGD 5.65000000                                                           | CUSIP: 26442EAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $20140.38     | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PRO 4.15% 12/01/44  | DUKE ENERGY PROGRESS LLC REGD 4.15000000                                                       | CUSIP: 26442RAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       81000 | PA      | $69114.57     | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PRO 3.45% 03/15/29  | DUKE ENERGY PROGRESS LLC REGD 3.45000000                                                       | CUSIP: 26442UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $128577.71    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 2.9% 08/15/51  | DUKE ENERGY PROGRESS LLC REGD 2.90000000                                                       | CUSIP: 26442UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       67000 | PA      | $43131.14     | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PRO 5.25% 03/15/33  | DUKE ENERGY PROGRESS LLC REGD 5.25000000                                                       | CUSIP: 26442UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $45129.38     | 0.00%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY 3.92% 06/01/47  | DUKE UNIVERSITY HEALTH REGD SER 2017 3.92000000                                                | CUSIP: 26443CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $41846.06     | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND 2.75% 04/01/50  | DUKE ENERGY INDIANA LLC REGD 2.75000000                                                        | CUSIP: 26443TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      380000 | PA      | $240855.89    | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDI 5.4% 04/01/53  | DUKE ENERGY INDIANA LLC REGD 5.40000000                                                        | CUSIP: 26443TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $484513.78    | 0.03%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLOR 4.2% 07/15/48  | DUKE ENERGY FLORIDA LLC REGD 4.20000000                                                        | CUSIP: 26444HAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       24000 | PA      | $19873.74     | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLOR 2.5% 12/01/29  | DUKE ENERGY FLORIDA LLC REGD 2.50000000                                                        | CUSIP: 26444HAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $138193.38    | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLO 1.75% 06/15/30  | DUKE ENERGY FLORIDA LLC REGD 1.75000000                                                        | CUSIP: 26444HAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      133000 | PA      | $121289.55    | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLO 5.95% 11/15/52  | DUKE ENERGY FLORIDA LLC REGD 5.95000000                                                        | CUSIP: 26444HAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       26000 | PA      | $27273.73     | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLOR 6.2% 11/15/53  | DUKE ENERGY FLORIDA LLC REGD 6.20000000                                                        | CUSIP: 26444HAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $381492.56    | 0.02%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLO 4.85% 12/01/35  | DUKE ENERGY FLORIDA LLC REGD 4.85000000                                                        | CUSIP: 26444HAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      495000 | PA      | $499311.64    | 0.03%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES 4.5% 04/15/29  | DYCOM INDUSTRIES INC REGD 144A P/P 4.50000000                                                  | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |      120000 | PA      | $118253.96    | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ECMC 2017-2A A V/R 05/25/67     | ECMC GROUP STUDENT LOAN TRUST 2017-2 SER 2017-2A CL A V/R 144A P/P 4.83169000                  | CUSIP: 26828VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      781466 | PA      | $787695.23    | 0.04%             | 2067-05-25      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2025-NQM3 A V/R 08/25/70   | EFMT 2025-NQM3 SER 2025-NQM3 CL A1 V/R REGD 144A P/P 0.00000000                                | CUSIP: 26846YAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1308227 | PA      | $1323792.04   | 0.07%             | 2070-08-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA 5.95% 05/15/54          | ENI SPA REGD 144A P/P 5.95000000                                                               | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      220000 | PA      | $225784.03    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| EOG RESOURCES  4.375% 04/15/30  | EOG RESOURCES INC REGD 4.37500000                                                              | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      190000 | PA      | $192829.88    | 0.01%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP 3.5% 03/01/28  | ERP OPERATING LP REGD 3.50000000                                                               | CUSIP: 26884ABJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24844.21     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING L 4.15% 12/01/28  | ERP OPERATING LP REGD 4.15000000                                                               | CUSIP: 26884ABK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25185.91     | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP 3% 07/01/29    | ERP OPERATING LP REGD 3.00000000                                                               | CUSIP: 26884ABL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24309.71     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP 2.5% 02/15/30  | ERP OPERATING LP REGD 2.50000000                                                               | CUSIP: 26884ABM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23714.34     | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING L 1.85% 08/01/31  | ERP OPERATING LP REGD 1.85000000                                                               | CUSIP: 26884ABN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22335.87     | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| EQT CORP 3.9% 10/01/27          | EQT CORP REGD 3.90000000                                                                       | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      236000 | PA      | $235761.13    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP 5% 01/15/29            | EQT CORP REGD 5.00000000                                                                       | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      201000 | PA      | $205027.14    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP 3.625% 05/15/31        | EQT CORP REGD 144A P/P 3.62500000                                                              | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191673.17    | 0.01%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP 5.7% 04/01/28          | EQT CORP REGD 5.70000000                                                                       | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       52000 | PA      | $53782.79     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP 5.75% 02/01/34         | EQT CORP REGD 5.75000000                                                                       | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      128000 | PA      | $135621.84    | 0.01%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP 4.75% 01/15/31         | EQT CORP REGD SER WI 4.75000000                                                                | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      462000 | PA      | $468822.42    | 0.03%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES 3.75% 08/15/29   | EPR PROPERTIES REGD 3.75000000                                                                 | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24401.19     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES 3.6% 11/15/31    | EPR PROPERTIES REGD 3.60000000                                                                 | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      305000 | PA      | $286591.45    | 0.02%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY G 6.2% 01/15/55  | EASTERN ENERGY GAS REGD 6.20000000                                                             | CUSIP: 27636AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $53413.52     | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL 4.5% 12/01/28  | EASTMAN CHEMICAL CO REGD 4.50000000                                                            | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      176000 | PA      | $178135.73    | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMIC 5.625% 02/20/34  | EASTMAN CHEMICAL CO REGD 5.62500000                                                            | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26113.10     | 0.00%             | 2034-02-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EATON CORP 4.15% 11/02/42       | EATON CORP REGD 4.15000000                                                                     | CUSIP: 278062AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $102385.65    | 0.01%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP 4.7% 08/23/52        | EATON CORP REGD 4.70000000                                                                     | CUSIP: 278062AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22932.86     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EBAY INC 3.65% 05/10/51         | EBAY INC REGD 3.65000000                                                                       | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18585.05     | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP 10.75% 11/30/29   | ECHOSTAR CORP REGD SER . 10.75000000                                                           | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       80000 | PA      | $87424.00     | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOLAB INC 3.95% 12/01/47       | ECOLAB INC REGD SER WI 3.95000000                                                              | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20976.25     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC 2.125% 08/15/50      | ECOLAB INC REGD 2.12500000                                                                     | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       25000 | PA      | $14079.24     | 0.00%             | 2050-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC 2.75% 08/18/55       | ECOLAB INC REGD SER WI 2.75000000                                                              | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15482.50     | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC 2.7% 12/15/51        | ECOLAB INC REGD 2.70000000                                                                     | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15782.62     | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA 8.375% 01/19/36    | ECOPETROL SA REGD 8.37500000                                                                   | CUSIP: 279158AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      100000 | PA      | $102891.10    | 0.01%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUA S/UP 07/31/35  | REPUBLIC OF ECUADOR REGD S/UP 144A P/P 6.90000000                                              | CUSIP: 27927IAF0<br>LEI: N/A                  | Long             | DBT              | USGA              | EC        |      412624 | PA      | $375487.84    | 0.02%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUA S/UP 07/31/40  | REPUBLIC OF ECUADOR REGD S/UP P/P 5.00000000                                                   | CUSIP: 27927IAG8<br>LEI: N/A                  | Long             | DBT              | USGA              | EC        |       85734 | PA      | $70259.01     | 0.00%             | 2040-07-31      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECU 9.25% 01/29/39  | REPUBLIC OF ECUADOR REGD 144A P/P 9.25000000                                                   | CUSIP: 27927WAR3<br>LEI: N/A                  | Long             | DBT              | USGA              | EC        |      400000 | PA      | $407000.00    | 0.02%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| EDGEWELL PERSONA 5.5% 06/01/28  | EDGEWELL PERSONAL CARE REGD 144A P/P 5.50000000                                                | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      125000 | PA      | $125057.53    | 0.01%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNAT 6.95% 11/15/29  | EDISON INTERNATIONAL REGD 6.95000000                                                           | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      180000 | PA      | $193798.09    | 0.01%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIO V/R 06/15/53  | EDISON INTERNATIONAL REGD V/R 8.12500000                                                       | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      142000 | PA      | $147650.46    | 0.01%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL  9.65% 11/21/54  | REPUBLIC OF EL SALVADOR REGD 144A P/P 9.65000000                                               | CUSIP: 283875CG5<br>LEI: N/A                  | Long             | DBT              | USGA              | SV        |      150000 | PA      | $171000.00    | 0.01%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| ELASTIC NV 4.125% 07/15/29      | ELASTIC NV REGD 144A P/P 4.12500000                                                            | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | US        |      115000 | PA      | $108320.84    | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ELEMENT SOLUTI 3.875% 09/01/28  | ELEMENT SOLUTIONS INC REGD 144A P/P 3.87500000                                                 | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63929.26     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| EMERA INC V/R 06/15/76          | EMERA INC REGD V/R SER 16-A 6.75000000                                                         | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      781000 | PA      | $787548.69    | 0.04%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRI 2.75% 10/15/50  | EMERSON ELECTRIC CO REGD 2.75000000                                                            | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16283.60     | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC 2.8% 12/21/51  | EMERSON ELECTRIC CO REGD 2.80000000                                                            | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16231.70     | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EM 6.625% 12/15/30  | EMRLD BOR / EMRLD CO-ISS REGD 144A P/P 6.62500000                                              | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $544021.80    | 0.03%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| EMERA US FINAN 2.639% 06/15/31  | EMERA US FINANCE LP REGD 2.63900000                                                            | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      770000 | PA      | $707838.38    | 0.04%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC V/R 07/15/80       | ENBRIDGE INC REGD V/R SER 20-A 5.75000000                                                      | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      725000 | PA      | $738759.78    | 0.04%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 3.4% 08/01/51      | ENBRIDGE INC REGD 3.40000000                                                                   | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $34968.59     | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 2.5% 08/01/33      | ENBRIDGE INC REGD 2.50000000                                                                   | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $43654.94     | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.7% 03/08/33      | ENBRIDGE INC REGD 5.70000000                                                                   | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $106350.06    | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC V/R 01/15/84       | ENBRIDGE INC REGD V/R SER NC5 8.25000000                                                       | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      435000 | PA      | $468953.93    | 0.03%             | 2084-01-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 6.7% 11/15/53      | ENBRIDGE INC REGD 6.70000000                                                                   | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $56179.10     | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.625% 04/05/34    | ENBRIDGE INC REGD 5.62500000                                                                   | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $26472.37     | 0.00%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALT 4.75% 02/01/30  | ENCOMPASS HEALTH CORP REGD 4.75000000                                                          | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199068.10    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDI 4.75% 06/15/28  | ENERGIZER HOLDINGS INC REGD 144A P/P 4.75000000                                                | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119312.96    | 0.01%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.3% 04/15/47  | ENERGY TRANSFER LP REGD 5.30000000                                                             | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       18000 | PA      | $16470.67     | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.55% 02/15/28  | ENERGY TRANSFER LP REGD 5.55000000                                                             | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       76000 | PA      | $78268.00     | 0.00%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.95% 05/15/54  | ENERGY TRANSFER LP REGD 5.95000000                                                             | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1799663.23   | 0.10%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L V/R 05/15/54  | ENERGY TRANSFER LP REGD V/R 8.00000000                                                         | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      405000 | PA      | $434927.07    | 0.02%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.55% 05/15/34  | ENERGY TRANSFER LP REGD 5.55000000                                                             | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      280000 | PA      | $291452.15    | 0.02%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.2% 04/01/55  | ENERGY TRANSFER LP REGD 6.20000000                                                             | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      675000 | PA      | $675402.08    | 0.04%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L V/R 02/15/56  | ENERGY TRANSFER LP REGD V/R 6.50000000                                                         | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      380000 | PA      | $384186.61    | 0.02%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERSYS 6.625% 01/15/32         | ENERSYS REGD 144A P/P 6.62500000                                                               | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |       85000 | PA      | $87813.16     | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL  5% 09/30/35  | ENEL FINANCE INTL NV REGD 144A P/P 5.00000000                                                  | CUSIP: 29278GBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      450000 | PA      | $449786.55    | 0.02%             | 2035-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE IN 5.75% 09/30/55  | ENEL FINANCE INTL NV REGD 144A P/P 5.75000000                                                  | CUSIP: 29278GBJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      310000 | PA      | $304204.20    | 0.02%             | 2055-09-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.8% 06/15/38  | ENERGY TRANSFER LP REGD SER 20Y 5.80000000                                                     | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26025.19     | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 4.95% 06/15/28  | ENERGY TRANSFER LP REGD SER 10Y 4.95000000                                                     | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30614.23     | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.25% 04/15/29  | ENERGY TRANSFER LP REGD 5.25000000                                                             | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      340000 | PA      | $351258.61    | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.5% 06/01/27  | ENERGY TRANSFER LP REGD SER * 5.50000000                                                       | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       49000 | PA      | $49770.63     | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 3.75% 05/15/30  | ENERGY TRANSFER LP REGD 3.75000000                                                             | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      800000 | PA      | $787394.38    | 0.04%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5% 05/15/50  | ENERGY TRANSFER LP REGD 5.00000000                                                             | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      147000 | PA      | $125914.66    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.25% 04/15/49  | ENERGY TRANSFER LP REGD 6.25000000                                                             | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      750000 | PA      | $760312.56    | 0.04%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP V/R 12/01/54       | ENTERGY CORP REGD V/R 7.12500000                                                               | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      486000 | PA      | $508864.36    | 0.03%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP V/R 06/15/56       | ENTERGY CORP REGD V/R SER .. 5.87500000                                                        | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30154.47     | 0.00%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIAN 4.2% 09/01/48  | ENTERGY LOUISIANA LLC REGD 4.20000000                                                          | CUSIP: 29364WBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $20573.25     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIAN 2.9% 03/15/51  | ENTERGY LOUISIANA LLC REGD 2.90000000                                                          | CUSIP: 29364WBD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $16016.11     | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIA 5.15% 09/15/34  | ENTERGY LOUISIANA LLC REGD 5.15000000                                                          | CUSIP: 29364WBP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25865.24     | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIA 5.65% 04/15/56  | ENTERGY LOUISIANA LLC REGD 5.65000000                                                          | CUSIP: 29364WBS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      615000 | PA      | $610588.59    | 0.03%             | 2056-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC 4.75% 04/15/29     | ENTEGRIS INC REGD 144A P/P 4.75000000                                                          | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1101762.40   | 0.06%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ENTEGRIS INC 5.95% 06/15/30     | ENTEGRIS INC REGD 144A P/P 5.95000000                                                          | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      235000 | PA      | $239875.28    | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY TEXAS I 5.55% 09/15/54  | ENTERGY TEXAS INC REGD 5.55000000                                                              | CUSIP: 29365TAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      565000 | PA      | $553312.33    | 0.03%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS I 5.25% 04/15/35  | ENTERGY TEXAS INC REGD 5.25000000                                                              | CUSIP: 29365TAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51933.46     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSA 3.35% 06/15/52  | ENTERGY ARKANSAS LLC REGD 3.35000000                                                           | CUSIP: 29366MAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       87000 | PA      | $60634.40     | 0.00%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPP 5% 09/01/33  | ENTERGY MISSISSIPPI LLC REGD 5.00000000                                                        | CUSIP: 29366WAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $381772.20    | 0.02%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSI 5.8% 04/15/55  | ENTERGY MISSISSIPPI LLC REGD 5.80000000                                                        | CUSIP: 29366WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $533058.31    | 0.03%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EFF 2025-2 A4 4.58% 02/20/30    | ENTERPRISE FLEET FINANCING 2025-2 LLC SER 2025-2 CL A4 REGD 144A P/P 4.58000000                | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1440000 | PA      | $1473694.85   | 0.08%             | 2031-12-22      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PROD 6.65% 10/15/34  | ENTERPRISE PRODUCTS OPER REGD SER H 6.65000000                                                 | CUSIP: 293791AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $170836.22    | 0.01%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.85% 03/15/44  | ENTERPRISE PRODUCTS OPER REGD 4.85000000                                                       | CUSIP: 29379VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $234226.36    | 0.01%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 5.1% 02/15/45  | ENTERPRISE PRODUCTS OPER REGD 5.10000000                                                       | CUSIP: 29379VBC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23999.05     | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 3.95% 02/15/27  | ENTERPRISE PRODUCTS OPER REGD 3.95000000                                                       | CUSIP: 29379VBL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100072.29    | 0.01%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.25% 02/15/48  | ENTERPRISE PRODUCTS OPER REGD 4.25000000                                                       | CUSIP: 29379VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $20865.21     | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUC V/R 02/15/78  | ENTERPRISE PRODUCTS OPER REGD V/R 5.37500000                                                   | CUSIP: 29379VBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $60516.60     | 0.00%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.15% 10/16/28  | ENTERPRISE PRODUCTS OPER REGD 4.15000000                                                       | CUSIP: 29379VBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      660000 | PA      | $666407.13    | 0.04%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 4.8% 02/01/49  | ENTERPRISE PRODUCTS OPER REGD 4.80000000                                                       | CUSIP: 29379VBU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $45098.63     | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 4.2% 01/31/50  | ENTERPRISE PRODUCTS OPER REGD 4.20000000                                                       | CUSIP: 29379VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $41112.56     | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 3.7% 01/31/51  | ENTERPRISE PRODUCTS OPER REGD 3.70000000                                                       | CUSIP: 29379VBY8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $97809.84     | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 3.95% 01/31/60  | ENTERPRISE PRODUCTS OPER REGD 3.95000000                                                       | CUSIP: 29379VBZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $134725.40    | 0.01%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 3.2% 02/15/52  | ENTERPRISE PRODUCTS OPER REGD 3.20000000                                                       | CUSIP: 29379VCA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $16855.09     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 3.3% 02/15/53  | ENTERPRISE PRODUCTS OPER REGD 3.30000000                                                       | CUSIP: 29379VCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $17062.43     | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.85% 01/31/34  | ENTERPRISE PRODUCTS OPER REGD 4.85000000                                                       | CUSIP: 29379VCF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51157.26     | 0.00%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.95% 02/15/35  | ENTERPRISE PRODUCTS OPER REGD 4.95000000                                                       | CUSIP: 29379VCG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51285.10     | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 5.55% 02/16/55  | ENTERPRISE PRODUCTS OPER REGD 5.55000000                                                       | CUSIP: 29379VCH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $178402.81    | 0.01%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODU 5.2% 01/15/36  | ENTERPRISE PRODUCTS OPER REGD 5.20000000                                                       | CUSIP: 29379VCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $113496.41    | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC 5.1% 06/01/28       | EQUIFAX INC REGD 5.10000000                                                                    | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25550.03     | 0.00%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 3.2% 11/18/29       | EQUINIX INC REGD 3.20000000                                                                    | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      183000 | PA      | $176999.01    | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 1.55% 03/15/28      | EQUINIX INC REGD 1.55000000                                                                    | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      130000 | PA      | $124073.00    | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 2% 05/15/28         | EQUINIX INC REGD 2.00000000                                                                    | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      183000 | PA      | $175501.68    | 0.01%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 2.5% 05/15/31       | EQUINIX INC REGD 2.50000000                                                                    | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      170000 | PA      | $155283.97    | 0.01%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.625% 09/10/28     | EQUINOR ASA REGD 3.62500000                                                                    | CUSIP: 29446MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       50000 | PA      | $50067.36     | 0.00%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.25% 11/18/49      | EQUINOR ASA REGD 3.25000000                                                                    | CUSIP: 29446MAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       50000 | PA      | $35877.31     | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.7% 04/06/50       | EQUINOR ASA REGD 3.70000000                                                                    | CUSIP: 29446MAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |       25000 | PA      | $19389.48     | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERI 4.95% 06/09/30  | EQUITABLE AMERICA GLOBAL REGD 144A P/P 4.95000000                                              | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1687465.99   | 0.09%             | 2030-06-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX ASIA FIN 4.4% 03/15/31  | EQUINIX ASIA FIN CORP REGD 4.40000000                                                          | CUSIP: 29447KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     1100000 | PA      | $1099686.98   | 0.06%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLD 5.594% 01/11/33  | EQUITABLE HOLDINGS INC REGD 5.59400000                                                         | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26058.30     | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ESAB CORP 6.25% 04/15/29        | ESAB CORP REGD 144A P/P 6.25000000                                                             | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |       90000 | PA      | $92362.77     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ESSENTIAL PROPE 2.95% 07/15/31  | ESSENTIAL PROPER REGD 2.95000000                                                               | CUSIP: 29670VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1331000 | PA      | $1230977.95   | 0.07%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLI 3.625% 05/01/27  | ESSEX PORTFOLIO LP REGD 3.62500000                                                             | CUSIP: 29717PAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24940.29     | 0.00%             | 2027-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP 4% 03/01/29  | ESSEX PORTFOLIO LP REGD 4.00000000                                                             | CUSIP: 29717PAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24960.73     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO  5.5% 04/01/34  | ESSEX PORTFOLIO LP REGD 5.50000000                                                             | CUSIP: 29717PBA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $177439.21    | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO 4.15% 03/15/47  | ESTEE LAUDER CO INC REGD 4.15000000                                                            | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20584.83     | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER C 3.125% 12/01/49  | ESTEE LAUDER CO INC REGD 3.12500000                                                            | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17122.80     | 0.00%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO 5.15% 05/15/53  | ESTEE LAUDER CO INC REGD 5.15000000                                                            | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23441.56     | 0.00%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVES 4.125% 02/13/34  | EUROPEAN INVESTMENT BANK REGD 4.12500000                                                       | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $306179.98    | 0.02%             | 2034-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVES 4.375% 03/19/27  | EUROPEAN INVESTMENT BANK REGD 4.37500000                                                       | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $201864.66    | 0.01%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVEST 3.75% 11/15/29  | EUROPEAN INVESTMENT BANK REGD 3.75000000                                                       | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $404048.46    | 0.02%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTM 4.5% 03/14/30  | EUROPEAN INVESTMENT BANK REGD 4.50000000                                                       | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $207626.18    | 0.01%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVES 4.625% 02/12/35  | EUROPEAN INVESTMENT BANK REGD 4.62500000                                                       | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $210586.35    | 0.01%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVEST 3.75% 03/13/31  | EUROPEAN INVESTMENT BANK REGD 3.75000000                                                       | CUSIP: 298785KN5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $201745.30    | 0.01%             | 2031-03-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC V/R 12/15/54  | EUSHI FINANCE INC REGD V/R 7.62500000                                                          | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      855000 | PA      | $903085.20    | 0.05%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURA 3.5% 10/15/50  | EVEREST REINSURANCE HLDG REGD 3.50000000                                                       | CUSIP: 299808AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $17572.14     | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSU 3.125% 10/15/52  | EVEREST REINSURANCE HLDG REGD 3.12500000                                                       | CUSIP: 299808AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $16001.74     | 0.00%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EVERGY INC V/R 06/01/55         | EVERGY INC REGD V/R 6.65000000                                                                 | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      725000 | PA      | $749534.73    | 0.04%             | 2055-06-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENER 5.45% 03/01/28  | EVERSOURCE ENERGY REGD 5.45000000                                                              | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      128000 | PA      | $131416.44    | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENER 4.45% 12/15/30  | EVERSOURCE ENERGY REGD 4.45000000                                                              | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100649.09    | 0.01%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN 5.6% 06/15/42  | CONSTELLATION EN GEN LLC REGD SER WI 5.60000000                                                | CUSIP: 30161MAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      174000 | PA      | $177189.57    | 0.01%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ESART 2025-1 B 4.87% 08/15/28   | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1 SER 2025-1 CL B REGD 4.87000000              | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1522467.60   | 0.08%             | 2031-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ESART 2025-1 C 5.4% 05/15/29    | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1 SER 2025-1 CL C REGD 5.40000000              | CUSIP: 30185AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1230678.72   | 0.07%             | 2031-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT B 5.25% 01/14/35  | EXPORT-IMPORT BANK KOREA REGD 5.25000000                                                       | CUSIP: 302154EL9<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      200000 | PA      | $214712.02    | 0.01%             | 2035-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT  3% 05/25/27  | EXPORT DEVELOPMNT CANADA REGD 3.00000000                                                       | CUSIP: 30216BJR4<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |      200000 | PA      | $198877.15    | 0.01%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 5.7% 04/01/28  | EXTRA SPACE STORAGE LP REGD 5.70000000                                                         | CUSIP: 30225VAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      106000 | PA      | $109519.91    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 5.5% 07/01/30  | EXTRA SPACE STORAGE LP REGD 5.50000000                                                         | CUSIP: 30225VAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $52350.12     | 0.00%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CO 4.114% 03/01/46  | EXXON MOBIL CORPORATION REGD 4.11400000                                                        | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       75000 | PA      | $64114.18     | 0.00%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CO 4.227% 03/19/40  | EXXON MOBIL CORPORATION REGD 4.22700000                                                        | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      460000 | PA      | $429492.65    | 0.02%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CO 4.327% 03/19/50  | EXXON MOBIL CORPORATION REGD 4.32700000                                                        | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      185000 | PA      | $158587.18    | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CO 3.482% 03/19/30  | EXXON MOBIL CORPORATION REGD 3.48200000                                                        | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      180000 | PA      | $177676.01    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CO 3.452% 04/15/51  | EXXON MOBIL CORPORATION REGD 3.45200000                                                        | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $146798.62    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL 3.125% 10/12/28  | FS KKR CAPITAL CORP REGD 3.12500000                                                            | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22777.64     | 0.00%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL 6.125% 01/15/30  | FS KKR CAPITAL CORP REGD 6.12500000                                                            | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24036.58     | 0.00%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS  4.45% 08/15/52  | META PLATFORMS INC REGD SER WI 4.45000000                                                      | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      225000 | PA      | $185306.76    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  4.65% 08/15/62  | META PLATFORMS INC REGD SER WI 4.65000000                                                      | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      115000 | PA      | $93613.58     | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  4.75% 08/15/34  | META PLATFORMS INC REGD 4.75000000                                                             | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      450000 | PA      | $457558.45    | 0.02%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS I 5.4% 08/15/54  | META PLATFORMS INC REGD 5.40000000                                                             | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      260000 | PA      | $246976.57    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS I 5.5% 11/15/45  | META PLATFORMS INC REGD 5.50000000                                                             | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      485000 | PA      | $479755.59    | 0.03%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS I 4.2% 11/15/30  | META PLATFORMS INC REGD 4.20000000                                                             | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100950.33    | 0.01%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS I 4.6% 11/15/32  | META PLATFORMS INC REGD 4.60000000                                                             | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101783.45    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS 4.875% 11/15/35  | META PLATFORMS INC REGD 4.87500000                                                             | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     2023000 | PA      | $2042710.30   | 0.11%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS 5.625% 11/15/55  | META PLATFORMS INC REGD SER . 5.62500000                                                       | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     2160000 | PA      | $2115943.58   | 0.11%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARC 3.45% 03/01/32  | FACTSET RESEARCH SYSTEMS REGD 3.45000000                                                       | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |      321000 | PA      | $294322.91    | 0.02%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG  8.625% 06/25/33  | FS LUXEMBOURG SARL REGD 144A P/P 8.62500000                                                    | CUSIP: 30315XAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      200000 | PA      | $197706.00    | 0.01%             | 2033-06-25      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FAIR ISAAC CORP 6% 05/15/33     | FAIR ISAAC CORP REGD 144A P/P 6.00000000                                                       | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25293.69     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FS 2026-HULA B V/R 03/15/28     | FS TRUST 2026-HULA SER 2026-HULA CL B V/R REGD 144A P/P 0.00000000                             | CUSIP: 30345AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      725000 | PA      | $726316.31    | 0.04%             | 2041-03-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS 6% 12/07/33  | FAIRFAX FINL HLDGS LTD REGD 6.00000000                                                         | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $26729.45     | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HL 6.35% 03/22/54  | FAIRFAX FINL HLDGS LTD REGD 6.35000000                                                         | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $25940.09     | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G01169 5.5% 01/01/30    | FREDDIE MAC GOLD POOL P#G01169 5.50000000                                                      | CUSIP: 31283HJN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          40 | PA      | $40.30        | 0.00%             | 2030-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G01644 5.5% 02/01/34    | FREDDIE MAC GOLD POOL P#G01644 5.50000000                                                      | CUSIP: 31283HZH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36103 | PA      | $37293.57     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A60881 5.5% 05/01/37    | FREDDIE MAC GOLD POOL P#A60881 5.50000000                                                      | CUSIP: 3128KQ6S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6527 | PA      | $6769.96      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A78602 6% 06/01/38      | FREDDIE MAC GOLD POOL P#A78602 6.00000000                                                      | CUSIP: 3128LCRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2043 | PA      | $2096.28      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G03812 5.5% 02/01/38    | FREDDIE MAC GOLD POOL P#G03812 5.50000000                                                      | CUSIP: 3128M5R93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |           3 | PA      | $2.82         | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04316 6% 05/01/38      | FREDDIE MAC GOLD POOL P#G04316 6.00000000                                                      | CUSIP: 3128M6DV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1545 | PA      | $1651.03      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G05518 5% 02/01/39      | FREDDIE MAC GOLD POOL P#G05518 5.00000000                                                      | CUSIP: 3128M7PB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4979 | PA      | $5135.73      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G05519 6% 06/01/39      | FREDDIE MAC GOLD POOL P#G05519 6.00000000                                                      | CUSIP: 3128M7PC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3250 | PA      | $3440.83      | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G05665 6% 10/01/38      | FREDDIE MAC GOLD POOL P#G05665 6.00000000                                                      | CUSIP: 3128M7TW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7040 | PA      | $7447.17      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G06012 4% 09/01/40      | FREDDIE MAC GOLD POOL P#G06012 4.00000000                                                      | CUSIP: 3128M8AM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      527015 | PA      | $527927.79    | 0.03%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07784 4% 07/01/44      | FREDDIE MAC GOLD POOL P#G07784 4.00000000                                                      | CUSIP: 3128M96V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35712 | PA      | $35568.49     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07028 4% 06/01/42      | FREDDIE MAC GOLD POOL P#G07028 4.00000000                                                      | CUSIP: 3128M9D90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36517 | PA      | $36452.22     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G16728 2.5% 11/01/31    | FREDDIE MAC GOLD POOL P#G16728 2.50000000                                                      | CUSIP: 3128MFVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      158477 | PA      | $154624.03    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G16756 3.5% 01/01/34    | FREDDIE MAC GOLD POOL P#G16756 3.50000000                                                      | CUSIP: 3128MFWR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       88609 | PA      | $88164.11     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08779 3.5% 09/01/47    | FREDDIE MAC GOLD POOL P#G08779 3.50000000                                                      | CUSIP: 3128MJ2M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       99346 | PA      | $94574.30     | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08784 3.5% 10/01/47    | FREDDIE MAC GOLD POOL P#G08784 3.50000000                                                      | CUSIP: 3128MJ2S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      302725 | PA      | $289784.93    | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08795 3% 01/01/48      | FREDDIE MAC GOLD POOL P#G08795 3.00000000                                                      | CUSIP: 3128MJ3D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39096 | PA      | $36161.72     | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08800 3.5% 02/01/48    | FREDDIE MAC GOLD POOL P#G08800 3.50000000                                                      | CUSIP: 3128MJ3J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      183281 | PA      | $174462.84    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08801 4% 02/01/48      | FREDDIE MAC GOLD POOL P#G08801 4.00000000                                                      | CUSIP: 3128MJ3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12591 | PA      | $12439.19     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08833 5% 07/01/48      | FREDDIE MAC GOLD POOL P#G08833 5.00000000                                                      | CUSIP: 3128MJ4T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40211 | PA      | $41253.95     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08843 4.5% 10/01/48    | FREDDIE MAC GOLD POOL P#G08843 4.50000000                                                      | CUSIP: 3128MJ5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      118889 | PA      | $119843.46    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08844 5% 10/01/48      | FREDDIE MAC GOLD POOL P#G08844 5.00000000                                                      | CUSIP: 3128MJ5E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37773 | PA      | $38620.35     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08849 5% 11/01/48      | FREDDIE MAC GOLD POOL P#G08849 5.00000000                                                      | CUSIP: 3128MJ5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43097 | PA      | $44063.66     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08026 5% 12/01/34      | FREDDIE MAC GOLD POOL P#G08026 5.00000000                                                      | CUSIP: 3128MJA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8089 | PA      | $8300.71      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08348 5% 06/01/39      | FREDDIE MAC GOLD POOL P#G08348 5.00000000                                                      | CUSIP: 3128MJL65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19045 | PA      | $19643.93     | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08698 3.5% 03/01/46    | FREDDIE MAC GOLD POOL P#G08698 3.50000000                                                      | CUSIP: 3128MJX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      266397 | PA      | $256999.93    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08676 3.5% 11/01/45    | FREDDIE MAC GOLD POOL P#G08676 3.50000000                                                      | CUSIP: 3128MJXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      113334 | PA      | $109452.72    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08732 3% 11/01/46      | FREDDIE MAC GOLD POOL P#G08732 3.00000000                                                      | CUSIP: 3128MJY61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      262380 | PA      | $243747.02    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08716 3.5% 08/01/46    | FREDDIE MAC GOLD POOL P#G08716 3.50000000                                                      | CUSIP: 3128MJYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      136420 | PA      | $132280.37    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08721 3% 09/01/46      | FREDDIE MAC GOLD POOL P#G08721 3.00000000                                                      | CUSIP: 3128MJYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      571175 | PA      | $531055.88    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08726 3% 10/01/46      | FREDDIE MAC GOLD POOL P#G08726 3.00000000                                                      | CUSIP: 3128MJYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      194620 | PA      | $180849.07    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08741 3% 01/01/47      | FREDDIE MAC GOLD POOL P#G08741 3.00000000                                                      | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      345938 | PA      | $320015.95    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18592 3% 03/01/31      | FREDDIE MAC GOLD POOL P#G18592 3.00000000                                                      | CUSIP: 3128MMUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43500 | PA      | $42826.76     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18691 3% 06/01/33      | FREDDIE MAC GOLD POOL P#G18691 3.00000000                                                      | CUSIP: 3128MMXV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15328 | PA      | $15065.94     | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18716 3.5% 12/01/33    | FREDDIE MAC GOLD POOL P#G18716 3.50000000                                                      | CUSIP: 3128MMYN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       99817 | PA      | $99342.14     | 0.01%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#H00790 5.5% 05/01/37    | FREDDIE MAC GOLD POOL P#H00790 5.50000000                                                      | CUSIP: 3128MS2X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14634 | PA      | $14803.35     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91244 4.5% 04/01/29    | FREDDIE MAC GOLD POOL P#C91244 4.50000000                                                      | CUSIP: 3128P7LZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5044 | PA      | $5085.69      | 0.00%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A81872 6% 09/01/38      | FREDDIE MAC GOLD POOL P#A81872 6.00000000                                                      | CUSIP: 312928CH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         169 | PA      | $174.11       | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A90798 5% 01/01/40      | FREDDIE MAC GOLD POOL P#A90798 5.00000000                                                      | CUSIP: 3129383F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15068 | PA      | $15486.30     | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A96286 4% 01/01/41      | FREDDIE MAC GOLD POOL P#A96286 4.00000000                                                      | CUSIP: 3129446X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12811 | PA      | $12832.88     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A96478 4% 01/01/41      | FREDDIE MAC GOLD POOL P#A96478 4.00000000                                                      | CUSIP: 312945FT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4927 | PA      | $4914.43      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A97052 5% 02/01/41      | FREDDIE MAC GOLD POOL P#A97052 5.00000000                                                      | CUSIP: 312945ZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4100 | PA      | $4228.25      | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A97420 4% 03/01/41      | FREDDIE MAC GOLD POOL P#A97420 4.00000000                                                      | CUSIP: 312946G59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       84874 | PA      | $84863.88     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA4692 3.5% 06/01/46     | FREDDIE MAC POOL UMBS P#ZA4692 3.50000000                                                      | CUSIP: 31329NF94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      120199 | PA      | $115861.22    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4739 3.5% 10/01/47     | FREDDIE MAC POOL UMBS P#ZS4739 3.50000000                                                      | CUSIP: 3132A5HQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      116085 | PA      | $110998.51    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1403 3.5% 11/01/33     | FREDDIE MAC POOL UMBS P#ZT1403 3.50000000                                                      | CUSIP: 3132ADRY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19918 | PA      | $19805.80     | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1546 4.5% 12/01/48     | FREDDIE MAC POOL UMBS P#ZT1546 4.50000000                                                      | CUSIP: 3132ADWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      112333 | PA      | $112827.95    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0921 3.5% 07/01/38     | FREDDIE MAC POOL UMBS P#SB0921 3.50000000                                                      | CUSIP: 3132CXAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      888478 | PA      | $869652.27    | 0.05%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB1008 4% 04/01/38       | FREDDIE MAC POOL UMBS P#SB1008 4.00000000                                                      | CUSIP: 3132CXDM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2910731 | PA      | $2889044.85   | 0.15%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB1093 3% 07/01/38       | FREDDIE MAC POOL UMBS P#SB1093 3.00000000                                                      | CUSIP: 3132CXGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      113586 | PA      | $109992.75    | 0.01%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8027 3% 01/01/35       | FREDDIE MAC POOL UMBS P#SB8027 3.00000000                                                      | CUSIP: 3132D54L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      120670 | PA      | $117764.93    | 0.01%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8103 2% 05/01/36       | FREDDIE MAC POOL UMBS P#SB8103 2.00000000                                                      | CUSIP: 3132D6AC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       80517 | PA      | $75090.14     | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8187 3% 11/01/37       | FREDDIE MAC POOL UMBS P#SB8187 3.00000000                                                      | CUSIP: 3132D6CY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      308445 | PA      | $298684.08    | 0.02%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8346 4% 12/01/39       | FREDDIE MAC POOL UMBS P#SB8346 4.00000000                                                      | CUSIP: 3132D6HX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      109176 | PA      | $108360.49    | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0478 4% 01/01/45       | FREDDIE MAC POOL UMBS P#SD0478 4.00000000                                                      | CUSIP: 3132DMQ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      724000 | PA      | $721640.54    | 0.04%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0507 4% 09/01/45       | FREDDIE MAC POOL UMBS P#SD0507 4.00000000                                                      | CUSIP: 3132DMR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       83065 | PA      | $82794.31     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0508 3.5% 01/01/48     | FREDDIE MAC POOL UMBS P#SD0508 3.50000000                                                      | CUSIP: 3132DMR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      418332 | PA      | $404454.78    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0482 3.5% 10/01/45     | FREDDIE MAC POOL UMBS P#SD0482 3.50000000                                                      | CUSIP: 3132DMRB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      566240 | PA      | $548714.91    | 0.03%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0490 4% 01/01/45       | FREDDIE MAC POOL UMBS P#SD0490 4.00000000                                                      | CUSIP: 3132DMRK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      420220 | PA      | $419455.83    | 0.02%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0493 3.5% 06/01/48     | FREDDIE MAC POOL UMBS P#SD0493 3.50000000                                                      | CUSIP: 3132DMRN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      299146 | PA      | $288510.19    | 0.02%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0494 3.5% 06/01/49     | FREDDIE MAC POOL UMBS P#SD0494 3.50000000                                                      | CUSIP: 3132DMRP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      692938 | PA      | $664126.62    | 0.04%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0496 3% 02/01/47       | FREDDIE MAC POOL UMBS P#SD0496 3.00000000                                                      | CUSIP: 3132DMRR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      241335 | PA      | $226168.31    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0502 3% 08/01/50       | FREDDIE MAC POOL UMBS P#SD0502 3.00000000                                                      | CUSIP: 3132DMRX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1975723 | PA      | $1821217.38   | 0.10%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0728 2.5% 10/01/51     | FREDDIE MAC POOL UMBS P#SD0728 2.50000000                                                      | CUSIP: 3132DMYZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1465042 | PA      | $1291572.95   | 0.07%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1764 5% 10/01/52       | FREDDIE MAC POOL UMBS P#SD1764 5.00000000                                                      | CUSIP: 3132DN5Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      445579 | PA      | $453924.06    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0907 3% 02/01/52       | FREDDIE MAC POOL UMBS P#SD0907 3.00000000                                                      | CUSIP: 3132DNAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10364736 | PA      | $9403557.80   | 0.50%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1071 3.5% 04/01/52     | FREDDIE MAC POOL UMBS P#SD1071 3.50000000                                                      | CUSIP: 3132DNFL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1513588 | PA      | $1444197.16   | 0.08%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2676 4% 10/01/48       | FREDDIE MAC POOL UMBS P#SD2676 4.00000000                                                      | CUSIP: 3132DP6M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      204606 | PA      | $201913.60    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1899 5% 11/01/52       | FREDDIE MAC POOL UMBS P#SD1899 5.00000000                                                      | CUSIP: 3132DPDC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      512757 | PA      | $523322.87    | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1949 5.5% 12/01/52     | FREDDIE MAC POOL UMBS P#SD1949 5.50000000                                                      | CUSIP: 3132DPEW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      300865 | PA      | $310832.12    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2760 6% 04/01/53       | FREDDIE MAC POOL UMBS P#SD2760 6.00000000                                                      | CUSIP: 3132DQB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      645584 | PA      | $673405.93    | 0.04%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3016 3% 06/01/52       | FREDDIE MAC POOL UMBS P#SD3016 3.00000000                                                      | CUSIP: 3132DQK54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2509344 | PA      | $2288516.07   | 0.12%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3400 4.5% 10/01/52     | FREDDIE MAC POOL UMBS P#SD3400 4.50000000                                                      | CUSIP: 3132DQX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      969780 | PA      | $966578.86    | 0.05%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5389 5% 04/01/54       | FREDDIE MAC POOL UMBS P#SD5389 5.00000000                                                      | CUSIP: 3132DS7A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      209152 | PA      | $212006.80    | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5401 6% 04/01/54       | FREDDIE MAC POOL UMBS P#SD5401 6.00000000                                                      | CUSIP: 3132DTAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      220677 | PA      | $230838.10    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6306 6.5% 09/01/54     | FREDDIE MAC POOL UMBS P#SD6306 6.50000000                                                      | CUSIP: 3132DUAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      145601 | PA      | $153318.48    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8003 4% 07/01/49       | FREDDIE MAC POOL UMBS P#SD8003 4.00000000                                                      | CUSIP: 3132DV3L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      107005 | PA      | $105508.26    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8027 4.5% 11/01/49     | FREDDIE MAC POOL UMBS P#SD8027 4.50000000                                                      | CUSIP: 3132DV4L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      170435 | PA      | $170836.82    | 0.01%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7509 3% 11/01/49       | FREDDIE MAC POOL UMBS P#SD7509 3.00000000                                                      | CUSIP: 3132DVKW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1178876 | PA      | $1088226.93   | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7551 3% 01/01/52       | FREDDIE MAC POOL UMBS P#SD7551 3.00000000                                                      | CUSIP: 3132DVL86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1233396 | PA      | $1135126.77   | 0.06%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7554 2.5% 04/01/52     | FREDDIE MAC POOL UMBS P#SD7554 2.50000000                                                      | CUSIP: 3132DVMB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1752133 | PA      | $1551097.21   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7574 6% 09/01/54       | FREDDIE MAC POOL UMBS P#SD7574 6.00000000                                                      | CUSIP: 3132DVMX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      714474 | PA      | $744946.33    | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8128 2% 02/01/51       | FREDDIE MAC POOL UMBS P#SD8128 2.00000000                                                      | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2940724 | PA      | $2460524.19   | 0.13%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8104 1.5% 11/01/50     | FREDDIE MAC POOL UMBS P#SD8104 1.50000000                                                      | CUSIP: 3132DWAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1252538 | PA      | $999191.33    | 0.05%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8112 1.5% 12/01/50     | FREDDIE MAC POOL UMBS P#SD8112 1.50000000                                                      | CUSIP: 3132DWAM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1176979 | PA      | $938262.70    | 0.05%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8155 2% 07/01/51       | FREDDIE MAC POOL UMBS P#SD8155 2.00000000                                                      | CUSIP: 3132DWBY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4933648 | PA      | $4117221.06   | 0.22%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8189 2.5% 01/01/52     | FREDDIE MAC POOL UMBS P#SD8189 2.50000000                                                      | CUSIP: 3132DWC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1814539 | PA      | $1584433.76   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8194 2.5% 02/01/52     | FREDDIE MAC POOL UMBS P#SD8194 2.50000000                                                      | CUSIP: 3132DWC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1989828 | PA      | $1736874.80   | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8199 2% 03/01/52       | FREDDIE MAC POOL UMBS P#SD8199 2.00000000                                                      | CUSIP: 3132DWDC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1719701 | PA      | $1432414.17   | 0.08%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8200 2.5% 03/01/52     | FREDDIE MAC POOL UMBS P#SD8200 2.50000000                                                      | CUSIP: 3132DWDD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2063687 | PA      | $1800699.24   | 0.10%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8205 2.5% 04/01/52     | FREDDIE MAC POOL UMBS P#SD8205 2.50000000                                                      | CUSIP: 3132DWDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2026721 | PA      | $1768441.19   | 0.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8211 2% 05/01/52       | FREDDIE MAC POOL UMBS P#SD8211 2.00000000                                                      | CUSIP: 3132DWDQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1872579 | PA      | $1557433.42   | 0.08%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8212 2.5% 05/01/52     | FREDDIE MAC POOL UMBS P#SD8212 2.50000000                                                      | CUSIP: 3132DWDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3070597 | PA      | $2678329.90   | 0.14%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8246 5% 09/01/52       | FREDDIE MAC POOL UMBS P#SD8246 5.00000000                                                      | CUSIP: 3132DWET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      380375 | PA      | $384260.44    | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8286 4% 01/01/53       | FREDDIE MAC POOL UMBS P#SD8286 4.00000000                                                      | CUSIP: 3132DWF32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      822983 | PA      | $800934.48    | 0.04%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8268 5.5% 11/01/52     | FREDDIE MAC POOL UMBS P#SD8268 5.50000000                                                      | CUSIP: 3132DWFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      135527 | PA      | $138501.12    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8324 5.5% 05/01/53     | FREDDIE MAC POOL UMBS P#SD8324 5.50000000                                                      | CUSIP: 3132DWG98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1077439 | PA      | $1099090.99   | 0.06%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8300 5.5% 02/01/53     | FREDDIE MAC POOL UMBS P#SD8300 5.50000000                                                      | CUSIP: 3132DWGH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      530386 | PA      | $541274.28    | 0.03%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8395 5.5% 01/01/54     | FREDDIE MAC POOL UMBS P#SD8395 5.50000000                                                      | CUSIP: 3132DWKG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1627000 | PA      | $1657086.97   | 0.09%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8428 4% 05/01/54       | FREDDIE MAC POOL UMBS P#SD8428 4.00000000                                                      | CUSIP: 3132DWLH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1453769 | PA      | $1414814.92   | 0.08%             | 2054-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8432 6% 05/01/54       | FREDDIE MAC POOL UMBS P#SD8432 6.00000000                                                      | CUSIP: 3132DWLM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3058772 | PA      | $3139572.39   | 0.17%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8490 4.5% 01/01/55     | FREDDIE MAC POOL UMBS P#SD8490 4.50000000                                                      | CUSIP: 3132DWNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      394969 | PA      | $391102.24    | 0.02%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3636 6% 08/01/53       | FREDDIE MAC POOL UMBS P#SD3636 6.00000000                                                      | CUSIP: 3132E0BD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      840971 | PA      | $876673.29    | 0.05%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3983 5.5% 09/01/53     | FREDDIE MAC POOL UMBS P#SD3983 5.50000000                                                      | CUSIP: 3132E0M82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15680231 | PA      | $16079852.39  | 0.86%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q00179 5% 04/01/41      | FREDDIE MAC GOLD POOL P#Q00179 5.00000000                                                      | CUSIP: 3132GDFU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       96269 | PA      | $98944.42     | 0.01%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q09011 4% 06/01/42      | FREDDIE MAC GOLD POOL P#Q09011 4.00000000                                                      | CUSIP: 3132GUKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       85743 | PA      | $85560.67     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q15884 3% 02/01/43      | FREDDIE MAC GOLD POOL P#Q15884 3.00000000                                                      | CUSIP: 3132J66W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      111000 | PA      | $104857.14    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#V80024 3% 04/01/43      | FREDDIE MAC GOLD POOL P#V80024 3.00000000                                                      | CUSIP: 3132L5AZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      187161 | PA      | $176646.74    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#V83224 3.5% 07/01/47    | FREDDIE MAC GOLD POOL P#V83224 3.50000000                                                      | CUSIP: 3132L8SM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      132249 | PA      | $127612.35    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67707 3.5% 01/01/48    | FREDDIE MAC GOLD POOL P#G67707 3.50000000                                                      | CUSIP: 3132XCR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      908107 | PA      | $874749.80    | 0.05%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67711 4% 03/01/48      | FREDDIE MAC GOLD POOL P#G67711 4.00000000                                                      | CUSIP: 3132XCR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      111787 | PA      | $110299.08    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67700 3.5% 08/01/46    | FREDDIE MAC GOLD POOL P#G67700 3.50000000                                                      | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      125600 | PA      | $121050.68    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67714 4% 07/01/48      | FREDDIE MAC GOLD POOL P#G67714 4.00000000                                                      | CUSIP: 3132XCSB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56072 | PA      | $55394.54     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67718 4% 01/01/49      | FREDDIE MAC GOLD POOL P#G67718 4.00000000                                                      | CUSIP: 3132XCSF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      190794 | PA      | $188490.58    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA2244 3% 07/01/46       | FREDDIE MAC POOL UMBS P#QA2244 3.00000000                                                      | CUSIP: 31334YP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       76450 | PA      | $71378.89     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60038 3.5% 01/01/44    | FREDDIE MAC GOLD POOL P#G60038 3.50000000                                                      | CUSIP: 31335ABF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      230024 | PA      | $223206.78    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60138 3.5% 08/01/45    | FREDDIE MAC GOLD POOL P#G60138 3.50000000                                                      | CUSIP: 31335AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      602438 | PA      | $585331.14    | 0.03%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60278 4% 10/01/45      | FREDDIE MAC GOLD POOL P#G60278 4.00000000                                                      | CUSIP: 31335AJX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      236680 | PA      | $235469.89    | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60440 3.5% 03/01/46    | FREDDIE MAC GOLD POOL P#G60440 3.50000000                                                      | CUSIP: 31335APZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      205046 | PA      | $198602.92    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QC7086 2.5% 09/01/51     | FREDDIE MAC POOL UMBS P#QC7086 2.50000000                                                      | CUSIP: 3133AR2T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5205866 | PA      | $4557522.14   | 0.24%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD5748 2% 02/01/52       | FREDDIE MAC POOL UMBS P#QD5748 2.00000000                                                      | CUSIP: 3133B3L54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1557823 | PA      | $1296386.18   | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE0312 2% 04/01/52       | FREDDIE MAC POOL UMBS P#QE0312 2.00000000                                                      | CUSIP: 3133B9KZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1190525 | PA      | $987944.67    | 0.05%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF2362 4% 11/01/52       | FREDDIE MAC POOL UMBS P#QF2362 4.00000000                                                      | CUSIP: 3133BPTT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2459822 | PA      | $2393923.59   | 0.13%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FFCB 1.65% 07/23/35             | FEDERAL FARM CREDIT BANKS FUNDING CORP 1.65000000                                              | CUSIP: 3133ELY65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      150000 | PA      | $120871.68    | 0.01%             | 2035-07-23      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN7685 2% 09/01/36       | FREDDIE MAC POOL UMBS P#QN7685 2.00000000                                                      | CUSIP: 3133GERE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      689499 | PA      | $645789.72    | 0.03%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA1665 3% 02/01/47       | FREDDIE MAC POOL UMBS P#RA1665 3.00000000                                                      | CUSIP: 3133KGZ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      102277 | PA      | $95249.38     | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5040 2% 04/01/51       | FREDDIE MAC POOL UMBS P#RA5040 2.00000000                                                      | CUSIP: 3133KLS57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      811395 | PA      | $676494.26    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7186 4% 04/01/52       | FREDDIE MAC POOL UMBS P#RA7186 4.00000000                                                      | CUSIP: 3133KN6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1143821 | PA      | $1121041.52   | 0.06%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6815 2.5% 02/01/52     | FREDDIE MAC POOL UMBS P#RA6815 2.50000000                                                      | CUSIP: 3133KNSC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      418948 | PA      | $368217.58    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6989 3% 03/01/52       | FREDDIE MAC POOL UMBS P#RA6989 3.00000000                                                      | CUSIP: 3133KNXS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2366956 | PA      | $2143911.90   | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9368 5% 07/01/53       | FREDDIE MAC POOL UMBS P#RA9368 5.00000000                                                      | CUSIP: 3133KRMR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1677534 | PA      | $1703197.67   | 0.09%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9469 6.5% 07/01/53     | FREDDIE MAC POOL UMBS P#RA9469 6.50000000                                                      | CUSIP: 3133KRQW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      757977 | PA      | $792921.80    | 0.04%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC1887 2% 03/01/36       | FREDDIE MAC POOL UMBS P#RC1887 2.00000000                                                      | CUSIP: 3133L8CY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      752931 | PA      | $703589.06    | 0.04%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RD5057 1.5% 05/01/31     | FREDDIE MAC POOL UMBS P#RD5057 1.50000000                                                      | CUSIP: 3133LPTN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      669642 | PA      | $638033.21    | 0.03%             | 2031-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RD5059 1.5% 06/01/31     | FREDDIE MAC POOL UMBS P#RD5059 1.50000000                                                      | CUSIP: 3133LPTQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      103495 | PA      | $98725.02     | 0.01%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC 1.5% 10/29/32             | FEDERAL HOME LOAN MORTGAGE CORP 1.50000000                                                     | CUSIP: 3134GWZW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      300000 | PA      | $259189.48    | 0.01%             | 2032-10-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNR 2020-57 NI 2.5% 08/25/50    | FANNIE MAE REMICS SER 2020-57 CL NI 2.50000000                                                 | CUSIP: 3136BBEL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3878682 | PA      | $652947.83    | 0.03%             | 2050-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2020-73 KI 3% 10/25/50      | FANNIE MAE REMICS SER 2020-73 CL KI 3.00000000                                                 | CUSIP: 3136BCER7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      544166 | PA      | $94337.26     | 0.01%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2021-61 KI 2.5% 04/25/49    | FANNIE MAE REMICS SER 2021-61 CL KI 2.50000000                                                 | CUSIP: 3136BGVA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      463875 | PA      | $68347.77     | 0.00%             | 2049-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNA 2021-M2S A2 V/R 07/25/31    | FANNIE MAE-ACES SER 2021-M2S CL A2 V/R 1.80700000                                              | CUSIP: 3136BJZQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      245000 | PA      | $221290.03    | 0.01%             | 2031-10-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| FNA 2022-M10 A2 V/R 01/25/32    | FANNIE MAE-ACES SER 2022-M10 CL A2 V/R 1.92500000                                              | CUSIP: 3136BMXZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      253612 | PA      | $228660.18    | 0.01%             | 2032-01-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| FNA 2023-M2 3A2 V/R 04/25/32    | FANNIE MAE-ACES SER 2023-M2 CL 3A2 V/R 2.00600000                                              | CUSIP: 3136BPWE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2035000 | PA      | $1818149.79   | 0.10%             | 2032-04-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#257125 5.5% 03/01/28     | FANNIE MAE POOL UMBS P#257125 5.50000000                                                       | CUSIP: 31371NSN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1514 | PA      | $1538.17      | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#257595 5% 03/01/29       | FANNIE MAE POOL UMBS P#257595 5.00000000                                                       | CUSIP: 31371PC81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         262 | PA      | $264.33       | 0.00%             | 2029-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHMS K154 A2 3.424% 04/25/32    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K154 CL A2 3.42400000         | CUSIP: 3137FDES7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $247759.90    | 0.01%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FHMS K104 XAM V/R 01/25/30      | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K104 CL XAM V/R 1.37913500         | CUSIP: 3137FREM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2700000 | PA      | $130889.52    | 0.01%             | 2030-01-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| FHR 4995 QE 1.25% 07/25/50      | FREDDIE MAC REMICS SER 4995 CL QE 1.25000000                                                   | CUSIP: 3137FUXT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6482110 | PA      | $5186685.95   | 0.28%             | 2050-07-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FHMS K144 A2 2.45% 04/25/32     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K144 CL A2 2.45000000         | CUSIP: 3137H7M91<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      440000 | PA      | $405324.22    | 0.02%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FHMS K146 A2 2.92% 06/25/32     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K146 CL A2 2.92000000         | CUSIP: 3137H7ZB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $472230.40    | 0.03%             | 2032-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| FHMS K148 A2 V/R 07/25/32       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K148 CL A2 V/R 3.50000000          | CUSIP: 3137H8U90<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      736000 | PA      | $718386.05    | 0.04%             | 2032-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FHMS K541 A2 V/R 02/25/30       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K541 CL A2 V/R 4.34800000          | CUSIP: 3137HLXV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1021023.40   | 0.05%             | 2030-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL0054 4.5% 02/01/41     | FANNIE MAE POOL UMBS P#AL0054 4.50000000                                                       | CUSIP: 3138EGBY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       61487 | PA      | $62326.26     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA P#AL1704 6.5% 5/01/40      | FANNIE MAE POOL UMBS P#AL1704 6.50000000                                                       | CUSIP: 3138EH3N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11075 | PA      | $11806.47     | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL1779 5.5% 12/01/38     | FANNIE MAE POOL UMBS P#AL1779 5.50000000                                                       | CUSIP: 3138EH6R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64300 | PA      | $66346.41     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL2499 4.5% 01/01/42     | FANNIE MAE POOL UMBS P#AL2499 4.50000000                                                       | CUSIP: 3138EJX52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9462 | PA      | $9600.44      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3183 5.5% 08/01/41     | FANNIE MAE POOL UMBS P#AL3183 5.50000000                                                       | CUSIP: 3138EKRD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59550 | PA      | $61994.14     | 0.00%             | 2041-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL4464 2.5% 06/01/28     | FANNIE MAE POOL UMBS P#AL4464 2.50000000                                                       | CUSIP: 3138EL6A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21126 | PA      | $20842.82     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3650 5% 02/01/41       | FANNIE MAE POOL UMBS P#AL3650 5.00000000                                                       | CUSIP: 3138ELBU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       81373 | PA      | $83839.32     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6672 5% 05/01/42       | FANNIE MAE POOL UMBS P#AL6672 5.00000000                                                       | CUSIP: 3138EPMW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33296 | PA      | $34304.30     | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6854 3% 02/01/44       | FANNIE MAE POOL UMBS P#AL6854 3.00000000                                                       | CUSIP: 3138EPTL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       52887 | PA      | $49904.97     | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7046 3.5% 06/01/45     | FANNIE MAE POOL UMBS P#AL7046 3.50000000                                                       | CUSIP: 3138EPZL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      175742 | PA      | $170122.16    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7430 3.5% 08/01/30     | FANNIE MAE POOL UMBS P#AL7430 3.50000000                                                       | CUSIP: 3138EQHG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      198043 | PA      | $197128.85    | 0.01%             | 2030-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN9700 3.67% 07/01/33    | FANNIE MAE POOL UMBS P#AN9700 3.67000000                                                       | CUSIP: 3138LNX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8000000 | PA      | $7846118.56   | 0.42%             | 2033-07-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ4372 2.5% 11/01/27     | FANNIE MAE POOL UMBS P#AQ4372 2.50000000                                                       | CUSIP: 3138MK2E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12828 | PA      | $12668.37     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ8684 3% 12/01/42       | FANNIE MAE POOL UMBS P#AQ8684 3.00000000                                                       | CUSIP: 3138MQUJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76378 | PA      | $72071.86     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR2627 3% 02/01/43       | FANNIE MAE POOL UMBS P#AR2627 3.00000000                                                       | CUSIP: 3138NY4M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       69081 | PA      | $65186.63     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR7721 2.5% 02/01/28     | FANNIE MAE POOL UMBS P#AR7721 2.50000000                                                       | CUSIP: 3138W5SK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9912 | PA      | $9772.50      | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS0190 2.5% 08/01/28     | FANNIE MAE POOL UMBS P#AS0190 2.50000000                                                       | CUSIP: 3138W9F88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30318 | PA      | $29883.95     | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4489 2.5% 03/01/30     | FANNIE MAE POOL UMBS P#AS4489 2.50000000                                                       | CUSIP: 3138WD7B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51838 | PA      | $50723.93     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4752 2.5% 04/01/30     | FANNIE MAE POOL UMBS P#AS4752 2.50000000                                                       | CUSIP: 3138WEH69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17452 | PA      | $17065.01     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4786 3% 04/01/45       | FANNIE MAE POOL UMBS P#AS4786 3.00000000                                                       | CUSIP: 3138WEJ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      268030 | PA      | $251762.01    | 0.01%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS5138 3% 06/01/30       | FANNIE MAE POOL UMBS P#AS5138 3.00000000                                                       | CUSIP: 3138WEV89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57016 | PA      | $56279.54     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8392 2.5% 11/01/31     | FANNIE MAE POOL UMBS P#AS8392 2.50000000                                                       | CUSIP: 3138WJKE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      122389 | PA      | $119017.62    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8487 3% 12/01/46       | FANNIE MAE POOL UMBS P#AS8487 3.00000000                                                       | CUSIP: 3138WJND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      223551 | PA      | $208307.90    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8489 3% 12/01/46       | FANNIE MAE POOL UMBS P#AS8489 3.00000000                                                       | CUSIP: 3138WJNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      206782 | PA      | $192299.08    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9830 4% 06/01/47       | FANNIE MAE POOL UMBS P#AS9830 4.00000000                                                       | CUSIP: 3138WK4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       54656 | PA      | $53954.60     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9326 3% 03/01/32       | FANNIE MAE POOL UMBS P#AS9326 3.00000000                                                       | CUSIP: 3138WKLG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25560 | PA      | $25092.50     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT0059 2.5% 03/01/28     | FANNIE MAE POOL UMBS P#AT0059 2.50000000                                                       | CUSIP: 3138WMB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4510 | PA      | $4447.68      | 0.00%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT0969 3% 04/01/43       | FANNIE MAE POOL UMBS P#AT0969 3.00000000                                                       | CUSIP: 3138WNCF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55955 | PA      | $52654.91     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT2720 3% 05/01/43       | FANNIE MAE POOL UMBS P#AT2720 3.00000000                                                       | CUSIP: 3138WQAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      387956 | PA      | $365999.14    | 0.02%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AU1633 3.5% 07/01/43     | FANNIE MAE POOL UMBS P#AU1633 3.50000000                                                       | CUSIP: 3138X0Y77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      229464 | PA      | $222749.55    | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AV0634 3% 11/01/28       | FANNIE MAE POOL UMBS P#AV0634 3.00000000                                                       | CUSIP: 3138XBV43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39179 | PA      | $38781.19     | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AV9187 4% 03/01/44       | FANNIE MAE POOL UMBS P#AV9187 4.00000000                                                       | CUSIP: 3138XMF54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       91126 | PA      | $90604.33     | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AW3557 3% 05/01/29       | FANNIE MAE POOL UMBS P#AW3557 3.00000000                                                       | CUSIP: 3138XS5T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15339 | PA      | $15168.79     | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AY6262 3% 03/01/30       | FANNIE MAE POOL UMBS P#AY6262 3.00000000                                                       | CUSIP: 3138YK5Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10285 | PA      | $10081.97     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#725423 5.5% 05/01/34     | FANNIE MAE POOL UMBS P#725423 5.50000000                                                       | CUSIP: 31402C4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59552 | PA      | $61472.42     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#735402 5% 04/01/35       | FANNIE MAE POOL UMBS P#735402 5.00000000                                                       | CUSIP: 31402RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19067 | PA      | $19490.59     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#745148 5% 01/01/36       | FANNIE MAE POOL UMBS P#745148 5.00000000                                                       | CUSIP: 31403CZM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57582 | PA      | $59262.70     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#766768 V/R 03/01/34      | FANNIE MAE POOL UMBS P#766768 V/R 6.40200000                                                   | CUSIP: 31404EZ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38313 | PA      | $39115.16     | 0.00%             | 2034-03-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC0853 3% 04/01/31       | FANNIE MAE POOL UMBS P#BC0853 3.00000000                                                       | CUSIP: 3140EU5P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70017 | PA      | $68891.26     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC1509 3% 08/01/46       | FANNIE MAE POOL UMBS P#BC1509 3.00000000                                                       | CUSIP: 3140EVVB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       54807 | PA      | $50959.68     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC1832 2.5% 04/01/31     | FANNIE MAE POOL UMBS P#BC1832 2.50000000                                                       | CUSIP: 3140EWBA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       88831 | PA      | $86532.12     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC4752 3% 10/01/46       | FANNIE MAE POOL UMBS P#BC4752 3.00000000                                                       | CUSIP: 3140F0H64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      151680 | PA      | $142303.01    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD6102 3% 10/01/46       | FANNIE MAE POOL UMBS P#BD6102 3.00000000                                                       | CUSIP: 3140FDX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16397 | PA      | $15291.35     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD6533 3% 10/01/46       | FANNIE MAE POOL UMBS P#BD6533 3.00000000                                                       | CUSIP: 3140FEHK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38585 | PA      | $36086.91     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD6718 3% 09/01/46       | FANNIE MAE POOL UMBS P#BD6718 3.00000000                                                       | CUSIP: 3140FEPC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7144 | PA      | $6679.19      | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BE7172 3% 03/01/32       | FANNIE MAE POOL UMBS P#BE7172 3.00000000                                                       | CUSIP: 3140FS6J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60420 | PA      | $59130.50     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0546 2.5% 07/01/61     | FANNIE MAE POOL UMBS P#BF0546 2.50000000                                                       | CUSIP: 3140FXTC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1065205 | PA      | $901590.65    | 0.05%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0561 3% 09/01/61       | FANNIE MAE POOL UMBS P#BF0561 3.00000000                                                       | CUSIP: 3140FXTT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1228712 | PA      | $1088039.19   | 0.06%             | 2061-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH0187 2.5% 04/01/32     | FANNIE MAE POOL UMBS P#BH0187 2.50000000                                                       | CUSIP: 3140GNF57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46761 | PA      | $45436.82     | 0.00%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH4101 3.5% 10/01/47     | FANNIE MAE POOL UMBS P#BH4101 3.50000000                                                       | CUSIP: 3140GSRX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      822689 | PA      | $789340.22    | 0.04%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ3644 3% 01/01/33       | FANNIE MAE POOL UMBS P#BJ3644 3.00000000                                                       | CUSIP: 3140H5BN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64280 | PA      | $63147.04     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL6075 2.44% 04/01/35    | FANNIE MAE POOL UMBS P#BL6075 2.44000000                                                       | CUSIP: 3140HXXD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $3482610.68   | 0.19%             | 2035-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL6933 1.89% 05/01/35    | FANNIE MAE POOL UMBS P#BL6933 1.89000000                                                       | CUSIP: 3140HYV39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2199000 | PA      | $1825512.01   | 0.10%             | 2035-05-01      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM1145 3% 03/01/43       | FANNIE MAE POOL UMBS P#BM1145 3.00000000                                                       | CUSIP: 3140J5HX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      248211 | PA      | $234218.31    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM2006 4% 01/01/48       | FANNIE MAE POOL UMBS P#BM2006 4.00000000                                                       | CUSIP: 3140J6GQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      323876 | PA      | $319618.01    | 0.02%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3848 4.5% 03/01/46     | FANNIE MAE POOL UMBS P#BM3848 4.50000000                                                       | CUSIP: 3140J8H22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      222864 | PA      | $225929.11    | 0.01%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4299 3% 03/01/30       | FANNIE MAE POOL UMBS P#BM4299 3.00000000                                                       | CUSIP: 3140J8X57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24132 | PA      | $23980.52     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4304 3% 02/01/30       | FANNIE MAE POOL UMBS P#BM4304 3.00000000                                                       | CUSIP: 3140J8YA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15439 | PA      | $15305.89     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5822 3% 11/01/48       | FANNIE MAE POOL UMBS P#BM5822 3.00000000                                                       | CUSIP: 3140JAPG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1166427 | PA      | $1081161.06   | 0.06%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP3082 3% 03/01/50       | FANNIE MAE POOL UMBS P#BP3082 3.00000000                                                       | CUSIP: 3140KAM86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      387417 | PA      | $355431.61    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ6855 2% 12/01/51       | FANNIE MAE POOL UMBS P#BQ6855 2.00000000                                                       | CUSIP: 3140KSTM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1116907 | PA      | $944341.93    | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ6913 2% 12/01/51       | FANNIE MAE POOL UMBS P#BQ6913 2.00000000                                                       | CUSIP: 3140KSVF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1825869 | PA      | $1520878.30   | 0.08%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ7009 2.5% 01/01/52     | FANNIE MAE POOL UMBS P#BQ7009 2.50000000                                                       | CUSIP: 3140KSYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3678953 | PA      | $3199892.20   | 0.17%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS4628 2.06% 01/01/34    | FANNIE MAE POOL UMBS P#BS4628 2.06000000                                                       | CUSIP: 3140LFEA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $2606986.68   | 0.14%             | 2034-01-01      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS5172 2.59% 09/01/30    | FANNIE MAE POOL UMBS P#BS5172 2.59000000                                                       | CUSIP: 3140LFXA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6363848 | PA      | $6065068.99   | 0.32%             | 2030-09-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT1825 2% 06/01/36       | FANNIE MAE POOL UMBS P#BT1825 2.00000000                                                       | CUSIP: 3140LQA34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      514146 | PA      | $479484.72    | 0.03%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT6179 2.5% 07/01/51     | FANNIE MAE POOL UMBS P#BT6179 2.50000000                                                       | CUSIP: 3140LU2M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2829696 | PA      | $2473509.41   | 0.13%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU7089 2% 12/01/51       | FANNIE MAE POOL UMBS P#BU7089 2.00000000                                                       | CUSIP: 3140M82X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2042321 | PA      | $1701171.21   | 0.09%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV2994 2.5% 04/01/52     | FANNIE MAE POOL UMBS P#BV2994 2.50000000                                                       | CUSIP: 3140MGKG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2072706 | PA      | $1807537.27   | 0.10%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV4226 2.5% 03/01/52     | FANNIE MAE POOL UMBS P#BV4226 2.50000000                                                       | CUSIP: 3140MHVU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      306920 | PA      | $266950.61    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV8477 3% 05/01/52       | FANNIE MAE POOL UMBS P#BV8477 3.00000000                                                       | CUSIP: 3140MNM37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1716267 | PA      | $1565230.34   | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV8515 3% 05/01/52       | FANNIE MAE POOL UMBS P#BV8515 3.00000000                                                       | CUSIP: 3140MNN93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1948512 | PA      | $1767757.08   | 0.09%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX0388 4.5% 11/01/52     | FANNIE MAE POOL UMBS P#BX0388 4.50000000                                                       | CUSIP: 3140N4NE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2921812 | PA      | $2903743.34   | 0.15%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX1768 6% 11/01/52       | FANNIE MAE POOL UMBS P#BX1768 6.00000000                                                       | CUSIP: 3140N56E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      317139 | PA      | $327695.78    | 0.02%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY2978 5% 05/01/53       | FANNIE MAE POOL UMBS P#BY2978 5.00000000                                                       | CUSIP: 3140NKJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5748142 | PA      | $5855247.25   | 0.31%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3747 4.33% 06/01/30    | FANNIE MAE POOL UMBS P#BZ3747 4.33000000                                                       | CUSIP: 3140NYEV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4155000 | PA      | $4251429.53   | 0.23%             | 2030-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3763 4.29% 05/01/35    | FANNIE MAE POOL UMBS P#BZ3763 4.29000000                                                       | CUSIP: 3140NYFD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $4020442.24   | 0.21%             | 2035-05-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3797 4.69% 05/01/30    | FANNIE MAE POOL UMBS P#BZ3797 4.69000000                                                       | CUSIP: 3140NYGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1757000 | PA      | $1812051.92   | 0.10%             | 2030-05-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3877 5.18% 05/01/35    | FANNIE MAE POOL UMBS P#BZ3877 5.18000000                                                       | CUSIP: 3140NYJX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1097000 | PA      | $1171861.63   | 0.06%             | 2035-05-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ5590 4.635% 10/01/33   | FANNIE MAE POOL UMBS P#BZ5590 4.63500000                                                       | CUSIP: 3140Q1F88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1995494 | PA      | $2044322.75   | 0.11%             | 2033-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0684 3.5% 11/01/47     | FANNIE MAE POOL UMBS P#CA0684 3.50000000                                                       | CUSIP: 3140Q7XN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      603946 | PA      | $581918.29    | 0.03%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1710 4.5% 05/01/48     | FANNIE MAE POOL UMBS P#CA1710 4.50000000                                                       | CUSIP: 3140Q83U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      203957 | PA      | $205149.76    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1711 4.5% 05/01/48     | FANNIE MAE POOL UMBS P#CA1711 4.50000000                                                       | CUSIP: 3140Q83V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      138931 | PA      | $139658.27    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0996 3.5% 01/01/48     | FANNIE MAE POOL UMBS P#CA0996 3.50000000                                                       | CUSIP: 3140Q8DA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70557 | PA      | $67717.08     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1182 3.5% 02/01/48     | FANNIE MAE POOL UMBS P#CA1182 3.50000000                                                       | CUSIP: 3140Q8J48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16897 | PA      | $16213.47     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2208 4.5% 08/01/48     | FANNIE MAE POOL UMBS P#CA2208 4.50000000                                                       | CUSIP: 3140Q9N25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46371 | PA      | $46472.05     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2327 4% 09/01/48       | FANNIE MAE POOL UMBS P#CA2327 4.00000000                                                       | CUSIP: 3140Q9SR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       89390 | PA      | $88412.90     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA3633 3.5% 06/01/49     | FANNIE MAE POOL UMBS P#CA3633 3.50000000                                                       | CUSIP: 3140QBBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      124569 | PA      | $119692.92    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0609 2.5% 05/01/51     | FANNIE MAE POOL UMBS P#CB0609 2.50000000                                                       | CUSIP: 3140QKVB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      578423 | PA      | $512249.89    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1917 3% 10/01/51       | FANNIE MAE POOL UMBS P#CB1917 3.00000000                                                       | CUSIP: 3140QMDX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      955789 | PA      | $873301.94    | 0.05%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2488 1.5% 12/01/36     | FANNIE MAE POOL UMBS P#CB2488 1.50000000                                                       | CUSIP: 3140QMXS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      656439 | PA      | $601023.73    | 0.03%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2766 2% 02/01/52       | FANNIE MAE POOL UMBS P#CB2766 2.00000000                                                       | CUSIP: 3140QNCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1417156 | PA      | $1191425.96   | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2767 2% 01/01/52       | FANNIE MAE POOL UMBS P#CB2767 2.00000000                                                       | CUSIP: 3140QNCD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2111322 | PA      | $1760631.67   | 0.09%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2802 2% 02/01/52       | FANNIE MAE POOL UMBS P#CB2802 2.00000000                                                       | CUSIP: 3140QNDG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1590883 | PA      | $1336000.56   | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3901 3.5% 06/01/52     | FANNIE MAE POOL UMBS P#CB3901 3.50000000                                                       | CUSIP: 3140QPKP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5890904 | PA      | $5559408.89   | 0.30%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5675 4.5% 02/01/53     | FANNIE MAE POOL UMBS P#CB5675 4.50000000                                                       | CUSIP: 3140QRJV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2717414 | PA      | $2707091.05   | 0.14%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6326 5.5% 05/01/53     | FANNIE MAE POOL UMBS P#CB6326 5.50000000                                                       | CUSIP: 3140QSA43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1067289 | PA      | $1088894.04   | 0.06%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6348 4.5% 05/01/53     | FANNIE MAE POOL UMBS P#CB6348 4.50000000                                                       | CUSIP: 3140QSBS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1098486 | PA      | $1091126.77   | 0.06%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8354 6.5% 04/01/54     | FANNIE MAE POOL UMBS P#CB8354 6.50000000                                                       | CUSIP: 3140QUH82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      314392 | PA      | $332980.44    | 0.02%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8756 6% 06/01/54       | FANNIE MAE POOL UMBS P#CB8756 6.00000000                                                       | CUSIP: 3140QUWS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      134019 | PA      | $138388.00    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8823 6.5% 07/01/54     | FANNIE MAE POOL UMBS P#CB8823 6.50000000                                                       | CUSIP: 3140QUYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      252720 | PA      | $266897.00    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9217 6% 09/01/54       | FANNIE MAE POOL UMBS P#CB9217 6.00000000                                                       | CUSIP: 3140QVG32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      813551 | PA      | $836773.08    | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9418 6.5% 11/01/54     | FANNIE MAE POOL UMBS P#CB9418 6.50000000                                                       | CUSIP: 3140QVPC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3424993 | PA      | $3559335.68   | 0.19%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9481 5.5% 11/01/54     | FANNIE MAE POOL UMBS P#CB9481 5.50000000                                                       | CUSIP: 3140QVRB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      300160 | PA      | $310901.00    | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0380 5% 01/01/55       | FANNIE MAE POOL UMBS P#FA0380 5.00000000                                                       | CUSIP: 3140W0M69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      185203 | PA      | $188050.14    | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0382 5% 01/01/55       | FANNIE MAE POOL UMBS P#FA0382 5.00000000                                                       | CUSIP: 3140W0M85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      209935 | PA      | $212750.07    | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1766 5.5% 02/01/55     | FANNIE MAE POOL UMBS P#FA1766 5.50000000                                                       | CUSIP: 3140W16C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      488442 | PA      | $503053.58    | 0.03%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1797 6% 06/01/55       | FANNIE MAE POOL UMBS P#FA1797 6.00000000                                                       | CUSIP: 3140W17K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      367431 | PA      | $379065.85    | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1020 3% 04/01/52       | FANNIE MAE POOL UMBS P#FA1020 3.00000000                                                       | CUSIP: 3140W1D26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11349968 | PA      | $10374762.63  | 0.55%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2035 6% 11/01/54       | FANNIE MAE POOL UMBS P#FA2035 6.00000000                                                       | CUSIP: 3140W2HM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      139188 | PA      | $145249.27    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2073 2.5% 10/01/51     | FANNIE MAE POOL UMBS P#FA2073 2.50000000                                                       | CUSIP: 3140W2JT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1870885 | PA      | $1644655.77   | 0.09%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA3042 5.5% 09/01/55     | FANNIE MAE POOL UMBS P#FA3042 5.50000000                                                       | CUSIP: 3140W3LY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      878167 | PA      | $899573.71    | 0.05%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA4076 5.5% 12/01/55     | FANNIE MAE POOL UMBS P#FA4076 5.50000000                                                       | CUSIP: 3140W4Q67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      397804 | PA      | $406518.30    | 0.02%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1628 3.5% 09/01/33     | FANNIE MAE POOL UMBS P#FM1628 3.50000000                                                       | CUSIP: 3140X4Y26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128721 | PA      | $127975.11    | 0.01%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5291 3% 07/01/46       | FANNIE MAE POOL UMBS P#FM5291 3.00000000                                                       | CUSIP: 3140X82Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      228400 | PA      | $215435.46    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4874 2.5% 11/01/50     | FANNIE MAE POOL UMBS P#FM4874 2.50000000                                                       | CUSIP: 3140X8MY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      989957 | PA      | $881078.28    | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5183 2.5% 12/01/50     | FANNIE MAE POOL UMBS P#FM5183 2.50000000                                                       | CUSIP: 3140X8XM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      817879 | PA      | $720445.31    | 0.04%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5840 4.5% 11/01/49     | FANNIE MAE POOL UMBS P#FM5840 4.50000000                                                       | CUSIP: 3140X9P25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      204172 | PA      | $206039.72    | 0.01%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7626 2.5% 12/01/33     | FANNIE MAE POOL UMBS P#FM7626 2.50000000                                                       | CUSIP: 3140XBPL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      163842 | PA      | $158799.39    | 0.01%             | 2033-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7771 2% 07/01/36       | FANNIE MAE POOL UMBS P#FM7771 2.00000000                                                       | CUSIP: 3140XBT59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       69034 | PA      | $64658.29     | 0.00%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8446 2% 08/01/51       | FANNIE MAE POOL UMBS P#FM8446 2.00000000                                                       | CUSIP: 3140XCL48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      714057 | PA      | $603540.68    | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8851 1.5% 09/01/36     | FANNIE MAE POOL UMBS P#FM8851 1.50000000                                                       | CUSIP: 3140XCZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1180632 | PA      | $1081548.42   | 0.06%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9832 2.5% 12/01/46     | FANNIE MAE POOL UMBS P#FM9832 2.50000000                                                       | CUSIP: 3140XD4S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1074888 | PA      | $945237.08    | 0.05%             | 2046-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9530 2.5% 07/01/51     | FANNIE MAE POOL UMBS P#FM9530 2.50000000                                                       | CUSIP: 3140XDSU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2688444 | PA      | $2333448.27   | 0.12%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0388 3% 06/01/51       | FANNIE MAE POOL UMBS P#FS0388 3.00000000                                                       | CUSIP: 3140XFNE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      310866 | PA      | $285624.98    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0461 2% 01/01/52       | FANNIE MAE POOL UMBS P#FS0461 2.00000000                                                       | CUSIP: 3140XFQP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      788177 | PA      | $666919.84    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0739 3.5% 02/01/52     | FANNIE MAE POOL UMBS P#FS0739 3.50000000                                                       | CUSIP: 3140XFZD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      704099 | PA      | $669190.31    | 0.04%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1237 3.5% 12/01/51     | FANNIE MAE POOL UMBS P#FS1237 3.50000000                                                       | CUSIP: 3140XGLT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1404714 | PA      | $1344358.06   | 0.07%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1598 2% 04/01/52       | FANNIE MAE POOL UMBS P#FS1598 2.00000000                                                       | CUSIP: 3140XGX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2199851 | PA      | $1829967.82   | 0.10%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1609 2.5% 04/01/37     | FANNIE MAE POOL UMBS P#FS1609 2.50000000                                                       | CUSIP: 3140XGYF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      368808 | PA      | $353663.16    | 0.02%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2043 2.5% 04/01/52     | FANNIE MAE POOL UMBS P#FS2043 2.50000000                                                       | CUSIP: 3140XHHV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1837113 | PA      | $1616765.82   | 0.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2463 3% 02/01/52       | FANNIE MAE POOL UMBS P#FS2463 3.00000000                                                       | CUSIP: 3140XHWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1302033 | PA      | $1192239.98   | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3205 2.5% 04/01/52     | FANNIE MAE POOL UMBS P#FS3205 2.50000000                                                       | CUSIP: 3140XJR39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1957581 | PA      | $1720948.15   | 0.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3350 4.5% 09/01/52     | FANNIE MAE POOL UMBS P#FS3350 4.50000000                                                       | CUSIP: 3140XJWL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      514400 | PA      | $512702.23    | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3756 3% 05/01/51       | FANNIE MAE POOL UMBS P#FS3756 3.00000000                                                       | CUSIP: 3140XKE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      412567 | PA      | $380370.02    | 0.02%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4039 5.5% 02/01/53     | FANNIE MAE POOL UMBS P#FS4039 5.50000000                                                       | CUSIP: 3140XKPZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1075923 | PA      | $1105235.86   | 0.06%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4335 2.5% 11/01/51     | FANNIE MAE POOL UMBS P#FS4335 2.50000000                                                       | CUSIP: 3140XKY95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      810301 | PA      | $717259.23    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5342 5.5% 07/01/53     | FANNIE MAE POOL UMBS P#FS5342 5.50000000                                                       | CUSIP: 3140XL5C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      594888 | PA      | $611969.01    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4524 5% 05/01/53       | FANNIE MAE POOL UMBS P#FS4524 5.00000000                                                       | CUSIP: 3140XLA24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1015286 | PA      | $1034203.59   | 0.06%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5059 3.5% 11/01/48     | FANNIE MAE POOL UMBS P#FS5059 3.50000000                                                       | CUSIP: 3140XLTR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1636216 | PA      | $1577929.50   | 0.08%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7129 5% 02/01/54       | FANNIE MAE POOL UMBS P#FS7129 5.00000000                                                       | CUSIP: 3140XN4P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      391528 | PA      | $397192.33    | 0.02%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6928 2.5% 05/01/52     | FANNIE MAE POOL UMBS P#FS6928 2.50000000                                                       | CUSIP: 3140XNVW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      939367 | PA      | $826255.93    | 0.04%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7979 2% 12/01/53       | FANNIE MAE POOL UMBS P#FS7979 2.00000000                                                       | CUSIP: 3140XP2M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2703508 | PA      | $2243918.75   | 0.12%             | 2053-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7835 5.5% 10/01/53     | FANNIE MAE POOL UMBS P#FS7835 5.50000000                                                       | CUSIP: 3140XPV55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1109857 | PA      | $1130933.37   | 0.06%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8674 6.5% 08/01/54     | FANNIE MAE POOL UMBS P#FS8674 6.50000000                                                       | CUSIP: 3140XQT80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      227585 | PA      | $237329.02    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8795 6% 08/01/54       | FANNIE MAE POOL UMBS P#FS8795 6.00000000                                                       | CUSIP: 3140XQXZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1241178 | PA      | $1274886.08   | 0.07%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#888412 7% 04/01/37       | FANNIE MAE POOL UMBS P#888412 7.00000000                                                       | CUSIP: 31410GAM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6291 | PA      | $6471.43      | 0.00%             | 2037-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#890877 3.5% 07/01/48     | FANNIE MAE POOL UMBS P#890877 3.50000000                                                       | CUSIP: 31410LXE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      187263 | PA      | $179678.49    | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#931368 4.5% 06/01/29     | FANNIE MAE POOL UMBS P#931368 4.50000000                                                       | CUSIP: 31412PW56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1349 | PA      | $1356.27      | 0.00%             | 2029-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#939419 V/R 05/01/37      | FANNIE MAE POOL UMBS P#939419 V/R 6.26500000                                                   | CUSIP: 31413ADY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33093 | PA      | $33646.88     | 0.00%             | 2037-05-01      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| FNMA P#995112 05.500% 07/01/36  | FANNIE MAE POOL UMBS P#995112 5.50000000                                                       | CUSIP: 31416BN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20186 | PA      | $20900.52     | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#995203 5% 07/01/35       | FANNIE MAE POOL UMBS P#995203 5.00000000                                                       | CUSIP: 31416BRY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7308 | PA      | $7460.75      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#995243 4.5% 08/01/38     | FANNIE MAE POOL UMBS P#995243 4.50000000                                                       | CUSIP: 31416BS82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49078 | PA      | $49807.96     | 0.00%             | 2038-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AA2953 5% 04/01/39       | FANNIE MAE POOL UMBS P#AA2953 5.00000000                                                       | CUSIP: 31416LH74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3497 | PA      | $3593.90      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AA4298 4.5% 03/01/29     | FANNIE MAE POOL UMBS P#AA4298 4.50000000                                                       | CUSIP: 31416MX41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8540 | PA      | $8598.84      | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB3493 4.5% 09/01/41     | FANNIE MAE POOL UMBS P#AB3493 4.50000000                                                       | CUSIP: 31416Y3B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1103 | PA      | $1117.77      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7426 3% 12/01/42       | FANNIE MAE POOL UMBS P#AB7426 3.00000000                                                       | CUSIP: 31417EHC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      162949 | PA      | $153761.10    | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7795 2.5% 02/01/28     | FANNIE MAE POOL UMBS P#AB7795 2.50000000                                                       | CUSIP: 31417EUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8695 | PA      | $8586.86      | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB8862 2.5% 04/01/28     | FANNIE MAE POOL UMBS P#AB8862 2.50000000                                                       | CUSIP: 31417FZ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1624 | PA      | $1602.96      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB9351 3% 05/01/43       | FANNIE MAE POOL UMBS P#AB9351 3.00000000                                                       | CUSIP: 31417GL95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       97443 | PA      | $91766.08     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1281 3% 12/01/27       | FANNIE MAE POOL UMBS P#MA1281 3.00000000                                                       | CUSIP: 31418AM70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8603 | PA      | $8533.92      | 0.00%             | 2027-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1363 3% 02/01/43       | FANNIE MAE POOL UMBS P#MA1363 3.00000000                                                       | CUSIP: 31418AQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       73571 | PA      | $69422.41     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1527 3% 08/01/33       | FANNIE MAE POOL UMBS P#MA1527 3.00000000                                                       | CUSIP: 31418AVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      281062 | PA      | $274455.77    | 0.01%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1964 3.5% 07/01/29     | FANNIE MAE POOL UMBS P#MA1964 3.50000000                                                       | CUSIP: 31418BFE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6667 | PA      | $6630.01      | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3521 4% 11/01/48       | FANNIE MAE POOL UMBS P#MA3521 4.00000000                                                       | CUSIP: 31418C4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51319 | PA      | $50633.50     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3564 4.5% 01/01/49     | FANNIE MAE POOL UMBS P#MA3564 4.50000000                                                       | CUSIP: 31418C6A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       79209 | PA      | $79681.24     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2806 3% 11/01/46       | FANNIE MAE POOL UMBS P#MA2806 3.00000000                                                       | CUSIP: 31418CDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      183422 | PA      | $170017.46    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2863 3% 01/01/47       | FANNIE MAE POOL UMBS P#MA2863 3.00000000                                                       | CUSIP: 31418CFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      104607 | PA      | $96955.60     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3027 4% 06/01/47       | FANNIE MAE POOL UMBS P#MA3027 4.00000000                                                       | CUSIP: 31418CLH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       54755 | PA      | $53818.82     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3042 2.5% 06/01/32     | FANNIE MAE POOL UMBS P#MA3042 2.50000000                                                       | CUSIP: 31418CLY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71551 | PA      | $69451.97     | 0.00%             | 2032-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3088 4% 08/01/47       | FANNIE MAE POOL UMBS P#MA3088 4.00000000                                                       | CUSIP: 31418CNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5297 | PA      | $5227.61      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3124 2.5% 09/01/32     | FANNIE MAE POOL UMBS P#MA3124 2.50000000                                                       | CUSIP: 31418CPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      321378 | PA      | $312105.30    | 0.02%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3182 3.5% 11/01/47     | FANNIE MAE POOL UMBS P#MA3182 3.50000000                                                       | CUSIP: 31418CRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13513 | PA      | $12913.88     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3240 4.5% 01/01/48     | FANNIE MAE POOL UMBS P#MA3240 4.50000000                                                       | CUSIP: 31418CS62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23183 | PA      | $23312.92     | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3305 3.5% 03/01/48     | FANNIE MAE POOL UMBS P#MA3305 3.50000000                                                       | CUSIP: 31418CU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35502 | PA      | $33901.48     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3276 3.5% 02/01/48     | FANNIE MAE POOL UMBS P#MA3276 3.50000000                                                       | CUSIP: 31418CUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      178320 | PA      | $170723.45    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3277 4% 02/01/48       | FANNIE MAE POOL UMBS P#MA3277 4.00000000                                                       | CUSIP: 31418CUB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76897 | PA      | $75353.78     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3282 2.5% 02/01/33     | FANNIE MAE POOL UMBS P#MA3282 2.50000000                                                       | CUSIP: 31418CUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29393 | PA      | $28509.77     | 0.00%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3332 3.5% 04/01/48     | FANNIE MAE POOL UMBS P#MA3332 3.50000000                                                       | CUSIP: 31418CV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      238677 | PA      | $227193.15    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3444 4.5% 08/01/48     | FANNIE MAE POOL UMBS P#MA3444 4.50000000                                                       | CUSIP: 31418CZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64398 | PA      | $64702.76     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4379 2.5% 07/01/51     | FANNIE MAE POOL UMBS P#MA4379 2.50000000                                                       | CUSIP: 31418D2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2365747 | PA      | $2069060.83   | 0.11%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4389 1.5% 07/01/31     | FANNIE MAE POOL UMBS P#MA4389 1.50000000                                                       | CUSIP: 31418D2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      301190 | PA      | $287117.50    | 0.02%             | 2031-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4397 1.5% 08/01/51     | FANNIE MAE POOL UMBS P#MA4397 1.50000000                                                       | CUSIP: 31418D3F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      871175 | PA      | $693062.56    | 0.04%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4398 2% 08/01/51       | FANNIE MAE POOL UMBS P#MA4398 2.00000000                                                       | CUSIP: 31418D3G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1573860 | PA      | $1312924.48   | 0.07%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4399 2.5% 08/01/51     | FANNIE MAE POOL UMBS P#MA4399 2.50000000                                                       | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1697992 | PA      | $1484517.19   | 0.08%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4437 2% 10/01/51       | FANNIE MAE POOL UMBS P#MA4437 2.00000000                                                       | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4260903 | PA      | $3550500.71   | 0.19%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4465 2% 11/01/51       | FANNIE MAE POOL UMBS P#MA4465 2.00000000                                                       | CUSIP: 31418D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      219631 | PA      | $182944.08    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3630 5% 04/01/49       | FANNIE MAE POOL UMBS P#MA3630 5.00000000                                                       | CUSIP: 31418DA85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23472 | PA      | $24109.63     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3657 3% 05/01/34       | FANNIE MAE POOL UMBS P#MA3657 3.00000000                                                       | CUSIP: 31418DB35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55108 | PA      | $54024.09     | 0.00%             | 2034-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3693 4% 07/01/49       | FANNIE MAE POOL UMBS P#MA3693 4.00000000                                                       | CUSIP: 31418DC75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      732171 | PA      | $721932.54    | 0.04%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3685 3% 06/01/49       | FANNIE MAE POOL UMBS P#MA3685 3.00000000                                                       | CUSIP: 31418DCX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      715730 | PA      | $657626.03    | 0.04%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4077 2% 07/01/50       | FANNIE MAE POOL UMBS P#MA4077 2.00000000                                                       | CUSIP: 31418DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1100141 | PA      | $922554.64    | 0.05%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4128 2% 09/01/40       | FANNIE MAE POOL UMBS P#MA4128 2.00000000                                                       | CUSIP: 31418DSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70767 | PA      | $64055.54     | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4152 2% 10/01/40       | FANNIE MAE POOL UMBS P#MA4152 2.00000000                                                       | CUSIP: 31418DTJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      844730 | PA      | $763589.87    | 0.04%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4158 2% 10/01/50       | FANNIE MAE POOL UMBS P#MA4158 2.00000000                                                       | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      584309 | PA      | $489504.27    | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4204 2% 12/01/40       | FANNIE MAE POOL UMBS P#MA4204 2.00000000                                                       | CUSIP: 31418DU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      218513 | PA      | $196427.76    | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4176 2% 11/01/40       | FANNIE MAE POOL UMBS P#MA4176 2.00000000                                                       | CUSIP: 31418DUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      794262 | PA      | $714896.72    | 0.04%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4325 2% 05/01/51       | FANNIE MAE POOL UMBS P#MA4325 2.00000000                                                       | CUSIP: 31418DYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4968673 | PA      | $4151135.36   | 0.22%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4326 2.5% 05/01/51     | FANNIE MAE POOL UMBS P#MA4326 2.50000000                                                       | CUSIP: 31418DYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      936490 | PA      | $819339.87    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4367 1.5% 06/01/31     | FANNIE MAE POOL UMBS P#MA4367 1.50000000                                                       | CUSIP: 31418DZ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      162312 | PA      | $154834.59    | 0.01%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4356 2.5% 06/01/51     | FANNIE MAE POOL UMBS P#MA4356 2.50000000                                                       | CUSIP: 31418DZW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      600200 | PA      | $525023.74    | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4513 3% 01/01/52       | FANNIE MAE POOL UMBS P#MA4513 3.00000000                                                       | CUSIP: 31418EAP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7206676 | PA      | $6531719.68   | 0.35%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4562 2% 03/01/52       | FANNIE MAE POOL UMBS P#MA4562 2.00000000                                                       | CUSIP: 31418EB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      520566 | PA      | $433120.61    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4563 2.5% 03/01/52     | FANNIE MAE POOL UMBS P#MA4563 2.50000000                                                       | CUSIP: 31418EB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1931855 | PA      | $1685668.83   | 0.09%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4582 2% 04/01/37       | FANNIE MAE POOL UMBS P#MA4582 2.00000000                                                       | CUSIP: 31418ECU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      666263 | PA      | $620932.82    | 0.03%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4583 2.5% 04/01/37     | FANNIE MAE POOL UMBS P#MA4583 2.50000000                                                       | CUSIP: 31418ECV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      223823 | PA      | $213357.16    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4627 2% 06/01/37       | FANNIE MAE POOL UMBS P#MA4627 2.00000000                                                       | CUSIP: 31418ED98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      587045 | PA      | $547105.00    | 0.03%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4761 5% 09/01/52       | FANNIE MAE POOL UMBS P#MA4761 5.00000000                                                       | CUSIP: 31418EJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      439182 | PA      | $443690.38    | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4876 6% 12/01/52       | FANNIE MAE POOL UMBS P#MA4876 6.00000000                                                       | CUSIP: 31418EM23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48991 | PA      | $50735.03     | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5135 4% 09/01/53       | FANNIE MAE POOL UMBS P#MA5135 4.00000000                                                       | CUSIP: 31418EV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2758876 | PA      | $2688374.08   | 0.14%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5556 4% 12/01/39       | FANNIE MAE POOL UMBS P#MA5556 4.00000000                                                       | CUSIP: 31418FE60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      189822 | PA      | $188404.67    | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5533 4% 11/01/39       | FANNIE MAE POOL UMBS P#MA5533 4.00000000                                                       | CUSIP: 31418FEF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      191380 | PA      | $189950.56    | 0.01%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5586 5.5% 01/01/55     | FANNIE MAE POOL UMBS P#MA5586 5.50000000                                                       | CUSIP: 31418FF44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6048466 | PA      | $6151393.97   | 0.33%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5611 4% 02/01/55       | FANNIE MAE POOL UMBS P#MA5611 4.00000000                                                       | CUSIP: 31418FGV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      987832 | PA      | $961361.31    | 0.05%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5701 6% 05/01/55       | FANNIE MAE POOL UMBS P#MA5701 6.00000000                                                       | CUSIP: 31418FKP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5643806 | PA      | $5792906.13   | 0.31%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5736 6% 06/01/55       | FANNIE MAE POOL UMBS P#MA5736 6.00000000                                                       | CUSIP: 31418FLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2366479 | PA      | $2428997.61   | 0.13%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5737 6.5% 06/01/55     | FANNIE MAE POOL UMBS P#MA5737 6.50000000                                                       | CUSIP: 31418FLT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      863265 | PA      | $896867.92    | 0.05%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5880 6% 11/01/55       | FANNIE MAE POOL UMBS P#MA5880 6.00000000                                                       | CUSIP: 31418FRA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1420805 | PA      | $1458434.11   | 0.08%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5884 4% 11/01/40       | FANNIE MAE POOL UMBS P#MA5884 4.00000000                                                       | CUSIP: 31418FRE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1130236 | PA      | $1121191.24   | 0.06%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5944 5% 01/01/56       | FANNIE MAE POOL UMBS P#MA5944 5.00000000                                                       | CUSIP: 31418FTA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      991269 | PA      | $996638.86    | 0.05%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5945 5.5% 01/01/56     | FANNIE MAE POOL UMBS P#MA5945 5.50000000                                                       | CUSIP: 31418FTB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1235133 | PA      | $1256084.81   | 0.07%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD0836 5.5% 11/01/28     | FANNIE MAE POOL UMBS P#AD0836 5.50000000                                                       | CUSIP: 31418M4W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5182 | PA      | $5265.57      | 0.00%             | 2028-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD5335 5% 07/01/40       | FANNIE MAE POOL UMBS P#AD5335 5.00000000                                                       | CUSIP: 31418S4V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2412 | PA      | $2485.47      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD6374 5% 05/01/40       | FANNIE MAE POOL UMBS P#AD6374 5.00000000                                                       | CUSIP: 31418UCL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1649 | PA      | $1698.49      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD6404 4.5% 06/01/30     | FANNIE MAE POOL UMBS P#AD6404 4.50000000                                                       | CUSIP: 31418UDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6340 | PA      | $6372.21      | 0.00%             | 2030-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD8529 4.5% 08/01/40     | FANNIE MAE POOL UMBS P#AD8529 4.50000000                                                       | CUSIP: 31418WPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       62149 | PA      | $63004.23     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD9638 4.5% 09/01/40     | FANNIE MAE POOL UMBS P#AD9638 4.50000000                                                       | CUSIP: 31418XV88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76484 | PA      | $77543.89     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE0212 5.5% 12/01/27     | FANNIE MAE POOL UMBS P#AE0212 5.50000000                                                       | CUSIP: 31419AGW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3341 | PA      | $3394.51      | 0.00%             | 2027-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE3049 4.5% 09/01/40     | FANNIE MAE POOL UMBS P#AE3049 4.50000000                                                       | CUSIP: 31419DL74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      343967 | PA      | $348769.63    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE6061 4.5% 10/01/40     | FANNIE MAE POOL UMBS P#AE6061 4.50000000                                                       | CUSIP: 31419GWX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32219 | PA      | $32662.65     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QY8740 6.5% 07/01/55     | FREDDIE MAC POOL UMBS P#QY8740 6.50000000                                                      | CUSIP: 31426TWA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3094332 | PA      | $3215429.92   | 0.17%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0425 6% 02/01/55       | FREDDIE MAC POOL UMBS P#SL0425 6.00000000                                                      | CUSIP: 31427MPK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      134515 | PA      | $140910.89    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0722 5.5% 03/01/55     | FREDDIE MAC POOL UMBS P#SL0722 5.50000000                                                      | CUSIP: 31427MYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      132477 | PA      | $135858.26    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1865 5.5% 08/01/55     | FREDDIE MAC POOL UMBS P#SL1865 5.50000000                                                      | CUSIP: 31427PCB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      559369 | PA      | $573562.98    | 0.03%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1901 6% 08/01/55       | FREDDIE MAC POOL UMBS P#SL1901 6.00000000                                                      | CUSIP: 31427PDF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      765491 | PA      | $787214.85    | 0.04%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2513 2% 08/01/52       | FREDDIE MAC POOL UMBS P#SL2513 2.00000000                                                      | CUSIP: 31427PYK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1468959 | PA      | $1222202.39   | 0.07%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 4.1% 04/15/43        | FEDEX CORP REGD 4.10000000                                                                     | CUSIP: 31428XAU0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21106.57     | 0.00%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 5.1% 01/15/44        | FEDEX CORP REGD 5.10000000                                                                     | CUSIP: 31428XAW6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23860.36     | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 4.75% 11/15/45       | FEDEX CORP REGD 4.75000000                                                                     | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22444.79     | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 4.4% 01/15/47        | FEDEX CORP REGD 4.40000000                                                                     | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20330.35     | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 5.25% 05/15/50       | FEDEX CORP REGD 5.25000000                                                                     | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23076.69     | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 3.25% 05/15/41       | FEDEX CORP REGD 3.25000000                                                                     | CUSIP: 31428XCE4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19731.87     | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0858 6.5% 02/01/54     | FREDDIE MAC POOL UMBS P#RJ0858 6.50000000                                                      | CUSIP: 3142GQ5U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      176907 | PA      | $184573.81    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0707 6.5% 01/01/54     | FREDDIE MAC POOL UMBS P#RJ0707 6.50000000                                                      | CUSIP: 3142GQYD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      432854 | PA      | $458720.52    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4033 6% 04/01/55       | FREDDIE MAC POOL UMBS P#RJ4033 6.00000000                                                      | CUSIP: 3142GUPT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      186915 | PA      | $195068.01    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RQ0049 5.5% 09/01/55     | FREDDIE MAC POOL UMBS P#RQ0049 5.50000000                                                      | CUSIP: 3142J6BT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2005278 | PA      | $2038832.31   | 0.11%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RQ0064 5.5% 11/01/55     | FREDDIE MAC POOL UMBS P#RQ0064 5.50000000                                                      | CUSIP: 3142J6CA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5788587 | PA      | $5887070.46   | 0.31%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL I 1.65% 03/01/28  | FIDELITY NATL INFO SERV REGD 1.65000000                                                        | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23876.07     | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL IN 3.1% 03/01/41  | FIDELITY NATL INFO SERV REGD 3.10000000                                                        | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18594.20     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FI 3.4% 06/15/30  | FIDELITY NATL FINANCIAL REGD 3.40000000                                                        | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23975.63     | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BAN 2.55% 05/05/27  | FIFTH THIRD BANCORP REGD 2.55000000                                                            | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98510.34     | 0.01%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCO V/R 07/27/29  | FIFTH THIRD BANCORP REGD V/R 6.33900000                                                        | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105186.92    | 0.01%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCO V/R 04/29/32  | FIFTH THIRD BANCORP REGD V/R 4.56600000                                                        | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      175000 | PA      | $176106.55    | 0.01%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 2.389% 08/17/26   | FIRSTKEY HOMES 2021-SFR1 TRUST SER 2021-SFR1 CL E1 REGD 144A P/P 2.38900000                    | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      805000 | PA      | $794452.97    | 0.04%             | 2038-08-17      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| FKH 2021-SFR1 2.489% 08/17/26   | FIRSTKEY HOMES 2021-SFR1 TRUST SER 2021-SFR1 CL E2 REGD 144A P/P 2.48900000                    | CUSIP: 33767WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1974197.00   | 0.11%             | 2038-08-17      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| FKH 2021-SFR1 3.238% 08/17/26   | FIRSTKEY HOMES 2021-SFR1 TRUST SER 2021-SFR1 CL F1 REGD 144A P/P 3.23800000                    | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2474306.75   | 0.13%             | 2038-08-17      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC 4.2% 10/01/28        | FISERV INC REGD 4.20000000                                                                     | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25023.86     | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC 3.5% 07/01/29        | FISERV INC REGD 3.50000000                                                                     | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97175.67     | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC 4.4% 07/01/49        | FISERV INC REGD 4.40000000                                                                     | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39618.70     | 0.00%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FISERV INC 2.65% 06/01/30       | FISERV INC REGD 2.65000000                                                                     | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23211.47     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.45% 03/02/28       | FISERV INC REGD 5.45000000                                                                     | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25587.67     | 0.00%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.375% 08/21/28      | FISERV INC REGD 5.37500000                                                                     | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25632.67     | 0.00%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP 4.15% 07/15/27 | FIRSTENERGY CORP REGD SER B 3.90000000                                                         | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      470000 | PA      | $472427.90    | 0.03%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY COR 4.85% 07/15/47  | FIRSTENERGY CORP REGD SER C 4.85000000                                                         | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      240000 | PA      | $214477.55    | 0.01%             | 2047-07-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| GUYS 2023-1A  7.549% 01/27/31   | FIVE GUYS HOLDINGS INC SER 2023-1A CL A2 REGD 144A P/P 7.54900000                              | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-CBDO         | CORP              | US        |     2009562 | PA      | $2069659.67   | 0.11%             | 2054-01-26      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| FLX 2021-1A A2 3.25% 11/25/26   | FLEXENTIAL ISSUER 2021-1 SER 2021-1A CL A2 REGD 144A P/P 3.25000000                            | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      198857 | PA      | $196633.08    | 0.01%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FLEX LTD 5.375% 11/13/35        | FLEX LTD REGD 5.37500000                                                                       | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1144216.69   | 0.06%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & 5.65% 02/01/37  | FLORIDA POWER & LIGHT CO REGD 5.65000000                                                       | CUSIP: 341081EV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27060.26     | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & 3.95% 03/01/48  | FLORIDA POWER & LIGHT CO REGD 3.95000000                                                       | CUSIP: 341081FQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      251000 | PA      | $203363.49    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER  2.875% 12/04/51  | FLORIDA POWER & LIGHT CO REGD 2.87500000                                                       | CUSIP: 341081GE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      122000 | PA      | $79277.11     | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLOR 6.4% 06/15/38  | DUKE ENERGY FLORIDA LLC REGD 6.40000000                                                        | CUSIP: 341099CL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $28118.76     | 0.00%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD 5.526% 07/01/34  | FLORIDA ST BRD OF ADMIN FIN CO REGD B/E 5.52600000                                             | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |       50000 | PA      | $53903.02     | 0.00%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ZEGONA FIN 6.75% 07/15/29/EUR/  | ZEGONA FINANCE PLC /EUR/ REGD 144A P/P 6.75000000                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      540000 | PA      | $670224.08    | 0.04%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FORDF 2018-4 A 4.06% 11/15/28   | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2018-4 CL A REGD 4.06000000                     | CUSIP: 34528PAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      583000 | PA      | $588488.95    | 0.03%             | 2030-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMP 4.75% 01/15/43  | FORD MOTOR COMPANY REGD 4.75000000                                                             | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40257.03     | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COM 5.291% 12/08/46  | FORD MOTOR COMPANY REGD 5.29100000                                                             | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42810.17     | 0.00%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT  4% 11/13/30  | FORD MOTOR CREDIT CO LLC REGD 4.00000000                                                       | CUSIP: 345397B36<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $959148.92    | 0.05%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 2.9% 02/16/28  | FORD MOTOR CREDIT CO LLC REGD 2.90000000                                                       | CUSIP: 345397B51<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      460000 | PA      | $446476.47    | 0.02%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 2.9% 02/10/29  | FORD MOTOR CREDIT CO LLC REGD 2.90000000                                                       | CUSIP: 345397B93<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      220000 | PA      | $209761.42    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 7.122% 11/07/33  | FORD MOTOR CREDIT CO LLC REGD 7.12200000                                                       | CUSIP: 345397D67<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $251408.43    | 0.01%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 5.8% 03/05/27  | FORD MOTOR CREDIT CO LLC REGD 5.80000000                                                       | CUSIP: 345397D83<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $202763.87    | 0.01%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 5.125% 11/05/26  | FORD MOTOR CREDIT CO LLC REGD 5.12500000                                                       | CUSIP: 345397F81<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      890000 | PA      | $895330.41    | 0.05%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 5.875% 11/07/29  | FORD MOTOR CREDIT CO LLC REGD 5.87500000                                                       | CUSIP: 345397G49<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $206969.71    | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 5.869% 10/31/35  | FORD MOTOR CREDIT CO LLC REGD 5.86900000                                                       | CUSIP: 345397H89<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1296066.77   | 0.07%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 5.753% 04/06/33  | FORD MOTOR CREDIT CO LLC REGD 5.75300000                                                       | CUSIP: 345397J38<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      648000 | PA      | $660764.06    | 0.04%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN  2.625% 07/04/28/EUR/  | EUROPEAN UNION /EUR/ REGD REG S EMTN SER UFA 2.62500000                                        | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | USGA              | LU        |     3165000 | PA      | $3779396.27   | 0.20%             | 2028-07-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVE 7% 06/15/32  | FTAI AVIATION INVESTORS REGD 144A P/P 7.00000000                                               | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1985656.68   | 0.11%             | 2032-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOL 5.875% 01/25/34  | FOUNDRY JV HOLDCO LLC REGD 144A P/P 5.87500000                                                 | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      320000 | PA      | $334381.69    | 0.02%             | 2034-01-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDC 6.2% 01/25/37  | FOUNDRY JV HOLDCO LLC REGD 144A P/P 6.20000000                                                 | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2465951.00   | 0.13%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| FRANCISCAN HEA 3.914% 07/01/49  | FRANCISCAN HEALTH SYS REGD SER B 3.91400000                                                    | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |      140000 | PA      | $110409.22    | 0.01%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| MSCR 2021-MN1 M2 V/R 01/25/51   | FREDDIE MAC MSCR TRUST MN1 SER 2021-MN1 CL M2 V/R REGD 144A P/P 7.41721000                     | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2600195.50   | 0.14%             | 2051-01-25      | Variable      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| MSCR 2021-MN3 M2 V/R 11/25/51   | FREDDIE MAC MSCR TRUST MN3 SER 2021-MN3 CL M2 V/R REGD 144A P/P 7.66721000                     | CUSIP: 35563GAB5<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2075039.00   | 0.11%             | 2051-11-25      | Variable      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| MSCR 2025-MN11 M V/R 07/25/45   | FREDDIE MAC MSCR TRUST MN11 SER 2025-MN11 CL M2 V/R REGD 144A P/P 6.31721000                   | CUSIP: 35563YAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1252674.00   | 0.07%             | 2045-07-25      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| SLST 2025-2 A1 3% 10/25/35      | SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2025-2 SER 2025-2 CL A1 3.00000000          | CUSIP: 35564C2J5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1729976 | PA      | $1649810.85   | 0.09%             | 2035-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLST 2025-1 A1 3% 05/25/35      | SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2025-1 SER 2025-1 CL A1 3.00000000          | CUSIP: 35564CTW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4927687 | PA      | $4682206.44   | 0.25%             | 2035-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA6  V/R 10/25/41   | FREDDIE MAC STACR REMIC TRUST 2021-DNA6 SER 2021-DNA6 CL M2 V/R REGD 144A P/P 5.16721000       | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1148755 | PA      | $1152141.32   | 0.06%             | 2041-10-25      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| MSCR 2025-MN12 M V/R 11/25/45   | FREDDIE MAC MSCR TRUST MN12 SER MN12 CL M2 V/R REGD 144A P/P 6.41721000                        | CUSIP: 355913AB0<br>LEI: 529900KABSM46L5D1T20 | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1203711.84   | 0.06%             | 2045-11-25      | Variable      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT-MCMORA 5.45% 03/15/43  | FREEPORT-MCMORAN INC REGD SER WI 5.45000000                                                    | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24750.01     | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMOR 4.125% 03/01/28  | FREEPORT-MCMORAN INC REGD 4.12500000                                                           | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25001.92     | 0.00%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMOR 4.625% 08/01/30  | FREEPORT-MCMORAN INC REGD 4.62500000                                                           | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      290000 | PA      | $293514.04    | 0.02%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| F/C US 2YR NOTE (CBT) JUN26     | FUTURE CONTRACT ON           US 2YR NOTE (CBT) JUN26 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         611 | NC      | $127866070.62 | 6.82%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C EURO-BOBL FUTURE  MAR26     | FUTURE CONTRACT ON           EURO-BOBL FUTURE  MAR26 /EUR/ 0.00000000                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -47 | NC      | $-6523164.55  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C EURO-BUND FUTURE  MAR26     | FUTURE CONTRACT ON           EURO-BUND FUTURE  MAR26 /EUR/ 0.00000000                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -40 | NC      | $-6155190.68  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 5YR NOTE (CBT) JUN26     | FUTURE CONTRACT ON           US 5YR NOTE (CBT) JUN26 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         450 | NC      | $49563281.26  | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US LONG BOND(CBT) JUN26     | FUTURE CONTRACT ON           US LONG BOND(CBT) JUN26 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         157 | NC      | $18599593.75  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 10YR NOTE (CBT)JUN26     | FUTURE CONTRACT ON           US 10YR NOTE (CBT)JUN26 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         510 | NC      | $58044375.00  | 3.10%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US ULTRA BOND CBT JUN26     | FUTURE CONTRACT ON           US ULTRA BOND CBT JUN26 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         236 | NC      | $28696125.00  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 10YR ULTRA FUT JUN26     | FUTURE CONTRACT ON           US 10YR ULTRA FUT JUN26 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         -86 | NC      | $-10039156.26 | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORP 3.85% 03/30/27        | GATX CORP REGD 3.85000000                                                                      | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24983.92     | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GATX CORP 4.7% 04/01/29         | GATX CORP REGD 4.70000000                                                                      | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25473.40     | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX CORP 4% 06/30/30           | GATX CORP REGD 4.00000000                                                                      | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24875.30     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP 3.5% 06/01/32         | GATX CORP REGD 3.50000000                                                                      | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23675.12     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP 5.45% 09/15/33        | GATX CORP REGD 5.45000000                                                                      | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26241.59     | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP 6.9% 05/01/34         | GATX CORP REGD 6.90000000                                                                      | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       25000 | PA      | $28373.41     | 0.00%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP 5.4% 03/15/27         | GATX CORP REGD 5.40000000                                                                      | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25358.55     | 0.00%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/ 8.625% 04/15/29  | GEO GROUP INC/THE REGD 8.62500000                                                              | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      400000 | PA      | $417131.20    | 0.02%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/ 10.25% 04/15/31  | GEO GROUP INC/THE REGD SER WI 10.25000000                                                      | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      270000 | PA      | $290081.79    | 0.02%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENT 6.75% 01/15/31  | GFL ENVIRONMENTAL INC REGD 144A P/P 6.75000000                                                 | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      305000 | PA      | $320339.37    | 0.02%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA II P#MA0221 4% 07/20/42    | GINNIE MAE II POOL P#MA0221 4.00000000                                                         | CUSIP: 36179MG61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17709 | PA      | $17496.59     | 0.00%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0698 3% 01/20/43    | GINNIE MAE II POOL P#MA0698 3.00000000                                                         | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       58839 | PA      | $55427.03     | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1090 3.5% 06/20/43  | GINNIE MAE II POOL P#MA1090 3.50000000                                                         | CUSIP: 36179NF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      129549 | PA      | $125797.19    | 0.01%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1448 3.5% 11/20/43  | GINNIE MAE II POOL P#MA1448 3.50000000                                                         | CUSIP: 36179NTD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       80466 | PA      | $78093.45     | 0.00%             | 2043-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1601 4% 01/20/44    | GINNIE MAE II POOL P#MA1601 4.00000000                                                         | CUSIP: 36179NX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      485553 | PA      | $479512.33    | 0.03%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3521 3.5% 03/20/46  | GINNIE MAE II POOL P#MA3521 3.50000000                                                         | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      121688 | PA      | $117348.79    | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3523 4.5% 03/20/46  | GINNIE MAE II POOL P#MA3523 4.50000000                                                         | CUSIP: 36179R4G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21753 | PA      | $22001.65     | 0.00%             | 2046-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3597 3.5% 04/20/46  | GINNIE MAE II POOL P#MA3597 3.50000000                                                         | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      585014 | PA      | $564150.75    | 0.03%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2754 3.5% 04/20/45  | GINNIE MAE II POOL P#MA2754 3.50000000                                                         | CUSIP: 36179RBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19490 | PA      | $18809.52     | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4454 5% 05/20/47    | GINNIE MAE II POOL P#MA4454 5.00000000                                                         | CUSIP: 36179S5P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       87019 | PA      | $89477.37     | 0.00%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3735 3% 06/20/46    | GINNIE MAE II POOL P#MA3735 3.00000000                                                         | CUSIP: 36179SEG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      203459 | PA      | $189539.29    | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3802 3% 07/20/46    | GINNIE MAE II POOL P#MA3802 3.00000000                                                         | CUSIP: 36179SGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      401654 | PA      | $374174.00    | 0.02%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4069 3.5% 11/20/46  | GINNIE MAE II POOL P#MA4069 3.50000000                                                         | CUSIP: 36179SQW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      171139 | PA      | $164947.28    | 0.01%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4126 3% 12/20/46    | GINNIE MAE II POOL P#MA4126 3.00000000                                                         | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      255952 | PA      | $238027.55    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4196 3.5% 01/20/47  | GINNIE MAE II POOL P#MA4196 3.50000000                                                         | CUSIP: 36179SUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32171 | PA      | $30951.94     | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4261 3% 02/20/47    | GINNIE MAE II POOL P#MA4261 3.00000000                                                         | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      399040 | PA      | $370390.41    | 0.02%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5330 4% 07/20/48    | GINNIE MAE II POOL P#MA5330 4.00000000                                                         | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12753 | PA      | $12481.51     | 0.00%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5331 4.5% 07/20/48  | GINNIE MAE II POOL P#MA5331 4.50000000                                                         | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      138346 | PA      | $139311.94    | 0.01%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5397 3.5% 08/20/48  | GINNIE MAE II POOL P#MA5397 3.50000000                                                         | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34482 | PA      | $33102.38     | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5399 4.5% 08/20/48  | GINNIE MAE II POOL P#MA5399 4.50000000                                                         | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       78054 | PA      | $78496.90     | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4586 3.5% 07/20/47  | GINNIE MAE II POOL P#MA4586 3.50000000                                                         | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       98025 | PA      | $94345.39     | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4588 4.5% 07/20/47  | GINNIE MAE II POOL P#MA4588 4.50000000                                                         | CUSIP: 36179TCZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      204498 | PA      | $206450.01    | 0.01%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4719 3.5% 09/20/47  | GINNIE MAE II POOL P#MA4719 3.50000000                                                         | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       73333 | PA      | $70512.09     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4720 4% 09/20/47    | GINNIE MAE II POOL P#MA4720 4.00000000                                                         | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      164318 | PA      | $161266.93    | 0.01%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4722 5% 09/20/47    | GINNIE MAE II POOL P#MA4722 5.00000000                                                         | CUSIP: 36179TG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47403 | PA      | $48742.20     | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4778 3.5% 10/20/47  | GINNIE MAE II POOL P#MA4778 3.50000000                                                         | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37574 | PA      | $36128.80     | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4836 3% 11/20/47    | GINNIE MAE II POOL P#MA4836 3.00000000                                                         | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      230925 | PA      | $214486.40    | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4837 3.5% 11/20/47  | GINNIE MAE II POOL P#MA4837 3.50000000                                                         | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      440009 | PA      | $423629.11    | 0.02%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4838 4% 11/20/47    | GINNIE MAE II POOL P#MA4838 4.00000000                                                         | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       65455 | PA      | $64216.33     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4962 3.5% 01/20/48  | GINNIE MAE II POOL P#MA4962 3.50000000                                                         | CUSIP: 36179TQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34245 | PA      | $32886.03     | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4963 4% 01/20/48    | GINNIE MAE II POOL P#MA4963 4.00000000                                                         | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      158832 | PA      | $155767.36    | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5019 3.5% 02/20/48  | GINNIE MAE II POOL P#MA5019 3.50000000                                                         | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56745 | PA      | $54474.70     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5078 4% 03/20/48    | GINNIE MAE II POOL P#MA5078 4.00000000                                                         | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      120817 | PA      | $118464.40    | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5466 4% 09/20/48    | GINNIE MAE II POOL P#MA5466 4.00000000                                                         | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      148740 | PA      | $145686.17    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5467 4.5% 09/20/48  | GINNIE MAE II POOL P#MA5467 4.50000000                                                         | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74388 | PA      | $74926.19     | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5528 4% 10/20/48    | GINNIE MAE II POOL P#MA5528 4.00000000                                                         | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48195 | PA      | $47210.98     | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5530 5% 10/20/48    | GINNIE MAE II POOL P#MA5530 5.00000000                                                         | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13531 | PA      | $13866.79     | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5596 4.5% 11/20/48  | GINNIE MAE II POOL P#MA5596 4.50000000                                                         | CUSIP: 36179UGD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20042 | PA      | $20174.26     | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5816 3.5% 03/20/49  | GINNIE MAE II POOL P#MA5816 3.50000000                                                         | CUSIP: 36179UN99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      177303 | PA      | $169627.77    | 0.01%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6089 3% 08/20/49    | GINNIE MAE II POOL P#MA6089 3.00000000                                                         | CUSIP: 36179UXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      573516 | PA      | $529510.94    | 0.03%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7195 3.5% 02/20/51  | GINNIE MAE II POOL P#MA7195 3.50000000                                                         | CUSIP: 36179V7G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      326420 | PA      | $312265.56    | 0.02%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6339 3.5% 12/20/49  | GINNIE MAE II POOL P#MA6339 3.50000000                                                         | CUSIP: 36179VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      269203 | PA      | $256450.29    | 0.01%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6657 3.5% 05/20/50  | GINNIE MAE II POOL P#MA6657 3.50000000                                                         | CUSIP: 36179VME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      130914 | PA      | $125153.17    | 0.01%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6865 2.5% 09/20/50  | GINNIE MAE II POOL P#MA6865 2.50000000                                                         | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      759824 | PA      | $672121.06    | 0.04%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6930 2% 10/20/50    | GINNIE MAE II POOL P#MA6930 2.00000000                                                         | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      614006 | PA      | $521274.78    | 0.03%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6997 3.5% 11/20/50  | GINNIE MAE II POOL P#MA6997 3.50000000                                                         | CUSIP: 36179VX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      341663 | PA      | $326733.98    | 0.02%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7986 2% 04/20/52    | GINNIE MAE II POOL P#MA7986 2.00000000                                                         | CUSIP: 36179W2T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      804932 | PA      | $682628.03    | 0.04%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7987 2.5% 04/20/52  | GINNIE MAE II POOL P#MA7987 2.50000000                                                         | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      801164 | PA      | $707937.17    | 0.04%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7989 3.5% 04/20/52  | GINNIE MAE II POOL P#MA7989 3.50000000                                                         | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2718115 | PA      | $2579939.28   | 0.14%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8042 2.5% 05/20/52  | GINNIE MAE II POOL P#MA8042 2.50000000                                                         | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      235387 | PA      | $207996.39    | 0.01%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8098 3% 06/20/52    | GINNIE MAE II POOL P#MA8098 3.00000000                                                         | CUSIP: 36179W7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5635020 | PA      | $5174497.92   | 0.28%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7254 2% 03/20/51    | GINNIE MAE II POOL P#MA7254 2.00000000                                                         | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      279639 | PA      | $237175.31    | 0.01%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7255 2.5% 03/20/51  | GINNIE MAE II POOL P#MA7255 2.50000000                                                         | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      408465 | PA      | $360942.81    | 0.02%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7256 3% 03/20/51    | GINNIE MAE II POOL P#MA7256 3.00000000                                                         | CUSIP: 36179WBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      320029 | PA      | $294295.21    | 0.02%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7311 2% 04/20/51    | GINNIE MAE II POOL P#MA7311 2.00000000                                                         | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      872367 | PA      | $739871.37    | 0.04%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7313 3% 04/20/51    | GINNIE MAE II POOL P#MA7313 3.00000000                                                         | CUSIP: 36179WDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      927137 | PA      | $852334.01    | 0.05%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7366 2% 05/20/51    | GINNIE MAE II POOL P#MA7366 2.00000000                                                         | CUSIP: 36179WFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      785368 | PA      | $666063.52    | 0.04%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7367 2.5% 05/20/51  | GINNIE MAE II POOL P#MA7367 2.50000000                                                         | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      823130 | PA      | $727359.83    | 0.04%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7419 3% 06/20/51    | GINNIE MAE II POOL P#MA7419 3.00000000                                                         | CUSIP: 36179WG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      434960 | PA      | $399531.87    | 0.02%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7471 2% 07/20/51    | GINNIE MAE II POOL P#MA7471 2.00000000                                                         | CUSIP: 36179WJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1113028 | PA      | $943938.34    | 0.05%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7472 2.5% 07/20/51  | GINNIE MAE II POOL P#MA7472 2.50000000                                                         | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      442303 | PA      | $390862.38    | 0.02%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7534 2.5% 08/20/51  | GINNIE MAE II POOL P#MA7534 2.50000000                                                         | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      856004 | PA      | $756402.63    | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7590 3% 09/20/51    | GINNIE MAE II POOL P#MA7590 3.00000000                                                         | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      596390 | PA      | $547955.13    | 0.03%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7705 2.5% 11/20/51  | GINNIE MAE II POOL P#MA7705 2.50000000                                                         | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      869597 | PA      | $768409.30    | 0.04%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7704 2% 11/20/51    | GINNIE MAE II POOL P#MA7704 2.00000000                                                         | CUSIP: 36179WRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      564519 | PA      | $478752.59    | 0.03%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7767 2.5% 12/20/51  | GINNIE MAE II POOL P#MA7767 2.50000000                                                         | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9470433 | PA      | $8368420.14   | 0.45%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7768 3% 12/20/51    | GINNIE MAE II POOL P#MA7768 3.00000000                                                         | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      672084 | PA      | $617183.01    | 0.03%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7826 2% 01/20/52    | GINNIE MAE II POOL P#MA7826 2.00000000                                                         | CUSIP: 36179WVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3379160 | PA      | $2865746.18   | 0.15%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8873 2.5% 05/20/53  | GINNIE MAE II POOL P#MA8873 2.50000000                                                         | CUSIP: 36179X2E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9552715 | PA      | $8450629.45   | 0.45%             | 2053-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8877 4.5% 05/20/53  | GINNIE MAE II POOL P#MA8877 4.50000000                                                         | CUSIP: 36179X2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3359744 | PA      | $3340616.47   | 0.18%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8200 4% 08/20/52    | GINNIE MAE II POOL P#MA8200 4.00000000                                                         | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      902522 | PA      | $876367.00    | 0.05%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8201 4.5% 08/20/52  | GINNIE MAE II POOL P#MA8201 4.50000000                                                         | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      379874 | PA      | $378581.44    | 0.02%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8345 3.5% 10/20/52  | GINNIE MAE II POOL P#MA8345 3.50000000                                                         | CUSIP: 36179XHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2912515 | PA      | $2765797.06   | 0.15%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8426 4% 11/20/52    | GINNIE MAE II POOL P#MA8426 4.00000000                                                         | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1138264 | PA      | $1105145.56   | 0.06%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8427 4.5% 11/20/52  | GINNIE MAE II POOL P#MA8427 4.50000000                                                         | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      394124 | PA      | $392600.69    | 0.02%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8428 5% 11/20/52    | GINNIE MAE II POOL P#MA8428 5.00000000                                                         | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      341701 | PA      | $345560.87    | 0.02%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8492 6% 12/20/52    | GINNIE MAE II POOL P#MA8492 6.00000000                                                         | CUSIP: 36179XNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      270148 | PA      | $277956.40    | 0.01%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8799 4.5% 04/20/53  | GINNIE MAE II POOL P#MA8799 4.50000000                                                         | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      605110 | PA      | $602134.07    | 0.03%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8800 5% 04/20/53    | GINNIE MAE II POOL P#MA8800 5.00000000                                                         | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      517867 | PA      | $522083.23    | 0.03%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8801 5.5% 04/20/53  | GINNIE MAE II POOL P#MA8801 5.50000000                                                         | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      589202 | PA      | $602902.34    | 0.03%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9851 5.5% 08/20/54  | GINNIE MAE II POOL P#MA9851 5.50000000                                                         | CUSIP: 36179Y5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8747932 | PA      | $8879045.13   | 0.47%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9852 6% 08/20/54    | GINNIE MAE II POOL P#MA9852 6.00000000                                                         | CUSIP: 36179Y5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5006142 | PA      | $5119152.53   | 0.27%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9100 2.5% 08/20/53  | GINNIE MAE II POOL P#MA9100 2.50000000                                                         | CUSIP: 36179YDD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5205529 | PA      | $4610605.92   | 0.25%             | 2053-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9105 5% 08/20/53    | GINNIE MAE II POOL P#MA9105 5.00000000                                                         | CUSIP: 36179YDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4417070 | PA      | $4453689.52   | 0.24%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9171 5.5% 09/20/53  | GINNIE MAE II POOL P#MA9171 5.50000000                                                         | CUSIP: 36179YFL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      803338 | PA      | $816920.98    | 0.04%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9235 2.5% 10/20/53  | GINNIE MAE II POOL P#MA9235 2.50000000                                                         | CUSIP: 36179YHL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2986848 | PA      | $2644388.23   | 0.14%             | 2053-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9299 2.5% 10/20/53  | GINNIE MAE II POOL P#MA9299 2.50000000                                                         | CUSIP: 36179YKL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2324004 | PA      | $2057222.80   | 0.11%             | 2053-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9417 2.5% 12/20/53  | GINNIE MAE II POOL P#MA9417 2.50000000                                                         | CUSIP: 36179YPA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4883274 | PA      | $4320120.08   | 0.23%             | 2053-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9418 3% 01/20/54    | GINNIE MAE II POOL P#MA9418 3.00000000                                                         | CUSIP: 36179YPB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      760879 | PA      | $701770.17    | 0.04%             | 2054-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9604 5% 04/20/54    | GINNIE MAE II POOL P#MA9604 5.00000000                                                         | CUSIP: 36179YU51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3021811 | PA      | $3042936.47   | 0.16%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9599 2.5% 04/20/54  | GINNIE MAE II POOL P#MA9599 2.50000000                                                         | CUSIP: 36179YUY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3452241 | PA      | $3053926.30   | 0.16%             | 2054-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9725 5.5% 06/20/54  | GINNIE MAE II POOL P#MA9725 5.50000000                                                         | CUSIP: 36179YYW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1682799 | PA      | $1707250.04   | 0.09%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9907 6% 09/20/54    | GINNIE MAE II POOL P#MA9907 6.00000000                                                         | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      396363 | PA      | $405254.87    | 0.02%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / 5.3% 01/15/29  | GLP CAPITAL LP / FIN II REGD 5.30000000                                                        | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       87000 | PA      | $88884.86     | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / F 4% 01/15/30  | GLP CAPITAL LP / FIN II REGD 4.00000000                                                        | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      267000 | PA      | $260926.50    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / F 4% 01/15/31  | GLP CAPITAL LP / FIN II REGD 4.00000000                                                        | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $62696.52     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  3.25% 01/15/32  | GLP CAPITAL LP / FIN II REGD 3.25000000                                                        | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       86000 | PA      | $78528.47     | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA P#AP1362 4% 11/15/45       | GINNIE MAE I POOL P#AP1362 4.00000000                                                          | CUSIP: 36188MQP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21204 | PA      | $20798.71     | 0.00%             | 2045-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#DH0822 7.5% 04/20/55  | GINNIE MAE II POOL P#DH0822 7.50000000                                                         | CUSIP: 3618K84F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      991953 | PA      | $1060368.77   | 0.06%             | 2055-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#DM9173 6% 11/20/55    | GINNIE MAE II POOL P#DM9173 6.00000000                                                         | CUSIP: 3618M0FN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3048008 | PA      | $3182900.18   | 0.17%             | 2055-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#DN0965 5.5% 10/20/55  | GINNIE MAE II POOL P#DN0965 5.50000000                                                         | CUSIP: 3618M3CA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1990993 | PA      | $2041732.77   | 0.11%             | 2055-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#DN0966 6% 10/20/55    | GINNIE MAE II POOL P#DN0966 6.00000000                                                         | CUSIP: 3618M3CB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1992296 | PA      | $2064745.28   | 0.11%             | 2055-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0813 5% 12/20/55    | GINNIE MAE II POOL P#MB0813 5.00000000                                                         | CUSIP: 3618N53X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      497925 | PA      | $500371.90    | 0.03%             | 2055-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0814 5.5% 12/20/55  | GINNIE MAE II POOL P#MB0814 5.50000000                                                         | CUSIP: 3618N53Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      199040 | PA      | $202299.34    | 0.01%             | 2055-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0025 5% 11/20/54    | GINNIE MAE II POOL P#MB0025 5.00000000                                                         | CUSIP: 3618N5A33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12538609 | PA      | $12606677.43  | 0.67%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0092 5.5% 12/20/54  | GINNIE MAE II POOL P#MB0092 5.50000000                                                         | CUSIP: 3618N5C64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2088813 | PA      | $2124745.94   | 0.11%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0205 5.5% 02/20/55  | GINNIE MAE II POOL P#MB0205 5.50000000                                                         | CUSIP: 3618N5GP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      961858 | PA      | $975834.21    | 0.05%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0256 4% 03/20/55    | GINNIE MAE II POOL P#MB0256 4.00000000                                                         | CUSIP: 3618N5JA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      298935 | PA      | $287974.50    | 0.02%             | 2055-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0260 6% 03/20/55    | GINNIE MAE II POOL P#MB0260 6.00000000                                                         | CUSIP: 3618N5JE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      394226 | PA      | $402670.60    | 0.02%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0360 2.5% 05/20/55  | GINNIE MAE II POOL P#MB0360 2.50000000                                                         | CUSIP: 3618N5MJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1149798 | PA      | $1016353.15   | 0.05%             | 2055-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0365 5% 05/20/55    | GINNIE MAE II POOL P#MB0365 5.00000000                                                         | CUSIP: 3618N5MP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      480403 | PA      | $482791.88    | 0.03%             | 2055-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0485 5.5% 07/20/55  | GINNIE MAE II POOL P#MB0485 5.50000000                                                         | CUSIP: 3618N5RF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      294307 | PA      | $298514.86    | 0.02%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0487 6.5% 07/20/55  | GINNIE MAE II POOL P#MB0487 6.50000000                                                         | CUSIP: 3618N5RH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29237 | PA      | $30419.28     | 0.00%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0558 6.5% 08/20/55  | GINNIE MAE II POOL P#MB0558 6.50000000                                                         | CUSIP: 3618N5TQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48635 | PA      | $50596.58     | 0.00%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0624 6% 09/20/55    | GINNIE MAE II POOL P#MB0624 6.00000000                                                         | CUSIP: 3618N5VS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2815626 | PA      | $2878631.39   | 0.15%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0625 6.5% 09/20/55  | GINNIE MAE II POOL P#MB0625 6.50000000                                                         | CUSIP: 3618N5VT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5888 | PA      | $6128.96      | 0.00%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0686 5.5% 10/20/55  | GINNIE MAE II POOL P#MB0686 5.50000000                                                         | CUSIP: 3618N5XQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4589989 | PA      | $4657713.42   | 0.25%             | 2055-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0745 5% 11/20/55    | GINNIE MAE II POOL P#MB0745 5.00000000                                                         | CUSIP: 3618N5ZK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      993605 | PA      | $998487.45    | 0.05%             | 2055-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0747 6% 11/20/55    | GINNIE MAE II POOL P#MB0747 6.00000000                                                         | CUSIP: 3618N5ZM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      685060 | PA      | $700826.58    | 0.04%             | 2055-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0748 6.5% 11/20/55  | GINNIE MAE II POOL P#MB0748 6.50000000                                                         | CUSIP: 3618N5ZN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74363 | PA      | $77400.19     | 0.00%             | 2055-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#604841 6% 12/15/33       | GINNIE MAE I POOL P#604841 6.00000000                                                          | CUSIP: 36200M5A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2006 | PA      | $2031.32      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4291 6% 11/20/38      | GINNIE MAE II POOL P#4291 6.00000000                                                           | CUSIP: 36202EXU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7983 | PA      | $8426.17      | 0.00%             | 2038-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4882 4% 12/20/40      | GINNIE MAE II POOL P#4882 4.00000000                                                           | CUSIP: 36202FM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2343 | PA      | $2317.50      | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4884 5% 12/20/40      | GINNIE MAE II POOL P#4884 5.00000000                                                           | CUSIP: 36202FM94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20144 | PA      | $20823.78     | 0.00%             | 2040-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4853 4% 11/20/40      | GINNIE MAE II POOL P#4853 4.00000000                                                           | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8694 | PA      | $8642.03      | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4855 5% 11/20/40      | GINNIE MAE II POOL P#4855 5.00000000                                                           | CUSIP: 36202FMC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7523 | PA      | $7776.87      | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#5082 4.5% 06/20/41    | GINNIE MAE II POOL P#5082 4.50000000                                                           | CUSIP: 36202FUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      164738 | PA      | $166263.25    | 0.01%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#5116 5% 07/20/41      | GINNIE MAE II POOL P#5116 5.00000000                                                           | CUSIP: 36202FVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7261 | PA      | $7493.02      | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#5204 4.5% 10/20/41    | GINNIE MAE II POOL P#5204 4.50000000                                                           | CUSIP: 36202FX92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11654 | PA      | $11824.89     | 0.00%             | 2041-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#5259 4% 12/20/41      | GINNIE MAE II POOL P#5259 4.00000000                                                           | CUSIP: 36202FZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40062 | PA      | $39582.11     | 0.00%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#729038 5% 02/15/40       | GINNIE MAE I POOL P#729038 5.00000000                                                          | CUSIP: 3620AF4X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17855 | PA      | $18463.04     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#731669 5% 09/15/40       | GINNIE MAE I POOL P#731669 5.00000000                                                          | CUSIP: 3620AJ2A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       62498 | PA      | $64048.33     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#740493 5% 07/15/40       | GINNIE MAE I POOL P#740493 5.00000000                                                          | CUSIP: 3620AUUS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      115984 | PA      | $119837.47    | 0.01%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#741682 4% 07/15/41       | GINNIE MAE I POOL P#741682 4.00000000                                                          | CUSIP: 3620AV6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6884 | PA      | $6771.83      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#745057 5% 11/15/39       | GINNIE MAE I POOL P#745057 5.00000000                                                          | CUSIP: 3620C0WS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1814 | PA      | $1867.17      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#781811 5% 10/15/34       | GINNIE MAE I POOL P#781811 5.00000000                                                          | CUSIP: 36241KAL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16677 | PA      | $17198.03     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#782167 6% 06/15/37       | GINNIE MAE I POOL P#782167 6.00000000                                                          | CUSIP: 36241KMQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1143 | PA      | $1205.88      | 0.00%             | 2037-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#782333 5.5% 06/15/38     | GINNIE MAE I POOL P#782333 5.50000000                                                          | CUSIP: 36241KSW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9213 | PA      | $9614.50      | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#783295 4.5% 03/15/41     | GINNIE MAE I POOL P#783295 4.50000000                                                          | CUSIP: 36241LUU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32142 | PA      | $32548.10     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#783449 5% 09/20/41    | GINNIE MAE II POOL P#783449 5.00000000                                                         | CUSIP: 36241LZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7337 | PA      | $7576.88      | 0.00%             | 2041-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE T 4.15% 12/15/28  | GE HEALTHCARE TECH INC REGD 4.15000000                                                         | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201185.20    | 0.01%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GCAR 2025-4A D 5.13% 08/15/31   | GLS AUTO RECEIVABLES ISSUER TRUST 2025-4 SER 2025-4A CL D REGD 144A P/P 5.13000000             | CUSIP: 36273HAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1522292.70   | 0.08%             | 2031-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GNMA P#617567 6% 06/15/37       | GINNIE MAE I POOL P#617567 6.00000000                                                          | CUSIP: 36290UCC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         375 | PA      | $394.23       | 0.00%             | 2037-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#646496 6% 05/15/36       | GINNIE MAE I POOL P#646496 6.00000000                                                          | CUSIP: 36292EGD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         446 | PA      | $451.84       | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-HE2 M V/R 12/25/65   | GS MORTGAGE-BACKED SECURITIES TRUST 2025-HE2 SER 2025-HE2 CL M1 V/R REGD 144A P/P 5.56721000   | CUSIP: 362934AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1723311.08   | 0.09%             | 2065-12-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| GNMA P#659726 5% 11/15/36       | GINNIE MAE I POOL P#659726 5.00000000                                                          | CUSIP: 36294T4K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7239 | PA      | $7395.18      | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#661598 6% 01/15/37       | GINNIE MAE I POOL P#661598 6.00000000                                                          | CUSIP: 36294V7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5577 | PA      | $5766.33      | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#667703 5.5% 05/15/37     | GINNIE MAE I POOL P#667703 5.50000000                                                          | CUSIP: 36295DX87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5058 | PA      | $5244.48      | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#675065 6.5% 01/15/38     | GINNIE MAE I POOL P#675065 6.50000000                                                          | CUSIP: 36295M6A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10301 | PA      | $10972.90     | 0.00%             | 2038-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#683353 5% 04/15/38       | GINNIE MAE I POOL P#683353 5.00000000                                                          | CUSIP: 36295XE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         550 | PA      | $566.56       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-SL1 A V/R 11/25/67   | GS MORTGAGE-BACKED SECURITIES TRUST 2025-SL1 SER 2025-SL1 CL A1 V/R REGD 144A P/P 5.84700000   | CUSIP: 362960AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2291299 | PA      | $2323258.59   | 0.12%             | 2067-11-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GNMA P#688031 6.5% 10/15/38     | GINNIE MAE I POOL P#688031 6.50000000                                                          | CUSIP: 36296DLL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3302 | PA      | $3511.47      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#689876 6.5% 09/15/38     | GINNIE MAE I POOL P#689876 6.50000000                                                          | CUSIP: 36296FMZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9203 | PA      | $9666.87      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#711577 4% 06/15/41       | GINNIE MAE I POOL P#711577 4.00000000                                                          | CUSIP: 36297GQ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      256155 | PA      | $255934.17    | 0.01%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGH 3.5% 05/20/51  | ARTHUR J GALLAGHER & CO REGD 3.50000000                                                        | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17390.70     | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GAM 2022-FRR3 BK ZCP 11/27/49   | GAM RE-REMIC TRUST 2022-FRR3 SER 2022-FRR3 CL BK61 ZCP REGD 144A P/P 0.00000000                | CUSIP: 36459DAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1914736.70   | 0.10%             | 2049-11-27      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GAM 2022-FRR3 CK ZCP 01/27/52   | GAM RE-REMIC TRUST 2022-FRR3 SER 2022-FRR3 CL CK89 ZCP REGD 144A P/P 0.00000000                | CUSIP: 36459DCS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1650058.20   | 0.09%             | 2052-01-27      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GAM 2021-FRR2 CK ZCP 09/27/51   | GAM RE-REMIC TRUST 2021-FRR2 SER 2021-FRR2 CL CK78 ZCP REGD 144A P/P 0.00000000                | CUSIP: 36459TCA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      799000 | PA      | $642075.36    | 0.03%             | 2051-09-27      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GAM 2021-FRR1 2C ZCP 11/29/50   | GAM RE-REMIC TRUST 2021-FRR1 SER 2021-FRR1 CL 2C ZCP REGD 144A P/P 0.00000000                  | CUSIP: 364614AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2352000 | PA      | $2115023.65   | 0.11%             | 2050-11-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GAP INC/THE 3.625% 10/01/29     | GAP INC/THE REGD 144A P/P 3.62500000                                                           | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      130000 | PA      | $123801.67    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GENERAL DYNAMIC 4.25% 04/01/50  | GENERAL DYNAMICS CORP REGD 4.25000000                                                          | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21697.44     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMIC 2.85% 06/01/41  | GENERAL DYNAMICS CORP REGD 2.85000000                                                          | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19340.72     | 0.00%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTR 5.875% 01/14/38  | GENERAL ELECTRIC CO REGD MTN 5.87500000                                                        | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54972.27     | 0.00%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS IN 3.2% 02/10/27  | GENERAL MILLS INC REGD 3.20000000                                                              | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49722.37     | 0.00%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC 3% 02/01/51   | GENERAL MILLS INC REGD 3.00000000                                                              | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16424.66     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  6.25% 10/02/43  | GENERAL MOTORS CO REGD SER WI 6.25000000                                                       | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      260000 | PA      | $267439.75    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 5.2% 04/01/45  | GENERAL MOTORS CO REGD 5.20000000                                                              | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22810.90     | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 6.6% 04/01/36  | GENERAL MOTORS CO REGD 6.60000000                                                              | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54897.08     | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  6.75% 04/01/46  | GENERAL MOTORS CO REGD 6.75000000                                                              | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27062.26     | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  5.15% 04/01/38  | GENERAL MOTORS CO REGD 5.15000000                                                              | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48792.48     | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 5.4% 04/01/48  | GENERAL MOTORS CO REGD 5.40000000                                                              | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23060.36     | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 5.6% 10/15/32  | GENERAL MOTORS CO REGD 5.60000000                                                              | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52707.94     | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 3.6% 06/21/30  | GENERAL MOTORS FINL CO REGD 3.60000000                                                         | CUSIP: 37045XCY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $97209.38     | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  2.35% 02/26/27  | GENERAL MOTORS FINL CO REGD 2.35000000                                                         | CUSIP: 37045XDR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $98457.02     | 0.01%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  5.95% 04/04/34  | GENERAL MOTORS FINL CO REGD 5.95000000                                                         | CUSIP: 37045XEV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $53062.59     | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  5.35% 01/07/30  | GENERAL MOTORS FINL CO REGD 5.35000000                                                         | CUSIP: 37045XFB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103831.52    | 0.01%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 5.9% 01/07/35  | GENERAL MOTORS FINL CO REGD 5.90000000                                                         | CUSIP: 37045XFC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $52626.20     | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  6.15% 07/15/35  | GENERAL MOTORS FINL CO REGD 6.15000000                                                         | CUSIP: 37045XFK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $53545.13     | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMI 6.25% 04/15/32  | GENESEE & WYOMING INC REGD 144A P/P 6.25000000                                                 | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |      145000 | PA      | $149653.05    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY  7.75% 02/01/28  | GENESIS ENERGY LP/FIN REGD 7.75000000                                                          | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $105220.40    | 0.01%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER C 4.95% 05/17/33  | GEORGIA POWER CO REGD 4.95000000                                                               | CUSIP: 373334KT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      278000 | PA      | $287219.75    | 0.02%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER  5.004% 02/23/27  | GEORGIA POWER CO REGD 5.00400000                                                               | CUSIP: 373334KV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50570.40     | 0.00%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER C 5.25% 03/15/34  | GEORGIA POWER CO REGD 5.25000000                                                               | CUSIP: 373334KW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $449315.95    | 0.02%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDC 6.625% 04/01/32  | WRANGLER HOLDCO CORP REGD 144A P/P 6.62500000                                                  | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      315000 | PA      | $328808.03    | 0.02%             | 2032-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES  4.8% 04/01/44  | GILEAD SCIENCES INC REGD 4.80000000                                                            | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      142000 | PA      | $132993.89    | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES  4.5% 02/01/45  | GILEAD SCIENCES INC REGD 4.50000000                                                            | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       99000 | PA      | $88750.57     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES 4.75% 03/01/46  | GILEAD SCIENCES INC REGD 4.75000000                                                            | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       70000 | PA      | $64240.88     | 0.00%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES IN 4% 09/01/36  | GILEAD SCIENCES INC REGD 4.00000000                                                            | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       90000 | PA      | $85075.72     | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES  2.6% 10/01/40  | GILEAD SCIENCES INC REGD 2.60000000                                                            | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      100000 | PA      | $74965.53     | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES 1.65% 10/01/30  | GILEAD SCIENCES INC REGD 1.65000000                                                            | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      474000 | PA      | $428932.77    | 0.02%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEA 5.4% 10/07/35  | GILDAN ACTIVEWEAR INC REGD 144A P/P 5.40000000                                                 | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      495000 | PA      | $501481.27    | 0.03%             | 2035-10-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| GLAXOSMITHKLIN 6.375% 05/15/38  | GLAXOSMITHKLINE CAP INC REGD 6.37500000                                                        | CUSIP: 377372AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $57102.20     | 0.00%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.634% 04/04/34  | GLENCORE FUNDING LLC REGD 144A P/P 5.63400000                                                  | CUSIP: 378272BU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1116960.58   | 0.06%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  3.2% 08/15/29  | GLOBAL PAYMENTS INC REGD 3.20000000                                                            | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       44000 | PA      | $42245.31     | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  2.9% 11/15/31  | GLOBAL PAYMENTS INC REGD 2.90000000                                                            | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       97000 | PA      | $87436.63     | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS 5.95% 08/15/52  | GLOBAL PAYMENTS INC REGD 5.95000000                                                            | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      780000 | PA      | $744040.37    | 0.04%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENT 4.875% 11/15/30  | GLOBAL PAYMENTS INC REGD 4.87500000                                                            | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $2024343.11   | 0.11%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  5.2% 11/15/32  | GLOBAL PAYMENTS INC REGD 5.20000000                                                            | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1132553.23   | 0.06%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS 5.55% 11/15/35  | GLOBAL PAYMENTS INC REGD 5.55000000                                                            | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      140000 | PA      | $139308.82    | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRAST 5.625% 06/01/29  | GLOBAL INFRASTRUCTURE SO REGD 144A P/P 5.62500000                                              | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      220000 | PA      | $220812.90    | 0.01%             | 2029-06-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-2A D 5.59% 07/15/29   | GLS AUTO RECEIVABLES ISSUER TRUST 2025-2 SER 2025-2A CL D REGD 144A P/P 5.59000000             | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1800000 | PA      | $1854437.04   | 0.10%             | 2031-01-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/24/29  | GOLDMAN SACHS GROUP INC REGD V/R 6.48400000                                                    | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      174000 | PA      | $184303.27    | 0.01%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/24/34  | GOLDMAN SACHS GROUP INC REGD V/R 6.56100000                                                    | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      284000 | PA      | $316884.26    | 0.02%             | 2034-10-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP V/R /PERP/  | GOLDMAN SACHS GROUP INC REGD V/R /PERP/ SER X 7.50000000                                       | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      590000 | PA      | $628378.32    | 0.03%             | 2174-11-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/23/35  | GOLDMAN SACHS GROUP INC REGD V/R 5.33000000                                                    | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      340000 | PA      | $351149.60    | 0.02%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/28/56  | GOLDMAN SACHS GROUP INC REGD V/R 5.73400000                                                    | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101505.40    | 0.01%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/23/31  | GOLDMAN SACHS GROUP INC REGD V/R 5.21800000                                                    | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207117.40    | 0.01%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/31  | GOLDMAN SACHS GROUP INC REGD V/R SER . 4.36900000                                              | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1952038.96   | 0.10%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/36  | GOLDMAN SACHS GROUP INC REGD V/R 4.93900000                                                    | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      430000 | PA      | $428630.85    | 0.02%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS G 6.75% 10/01/37  | GOLDMAN SACHS GROUP INC REGD 6.75000000                                                        | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      150000 | PA      | $168544.26    | 0.01%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS G 6.25% 02/01/41  | GOLDMAN SACHS GROUP INC REGD 6.25000000                                                        | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      210000 | PA      | $229596.36    | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/23/29  | GOLDMAN SACHS GROUP INC REGD V/R 3.81400000                                                    | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      791000 | PA      | $786738.50    | 0.04%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 05/01/29  | GOLDMAN SACHS GROUP INC REGD V/R 4.22300000                                                    | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2394000 | PA      | $2401880.50   | 0.13%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/23/39  | GOLDMAN SACHS GROUP INC REGD V/R 4.41100000                                                    | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46585.58     | 0.00%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/27/32  | GOLDMAN SACHS GROUP INC REGD V/R 1.99200000                                                    | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       57000 | PA      | $51026.46     | 0.00%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/22/32  | GOLDMAN SACHS GROUP INC REGD V/R 2.61500000                                                    | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      984000 | PA      | $904549.89    | 0.05%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/22/42  | GOLDMAN SACHS GROUP INC REGD V/R 3.21000000                                                    | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      330000 | PA      | $255077.67    | 0.01%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/21/32  | GOLDMAN SACHS GROUP INC REGD V/R SER DMTN 2.38300000                                           | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1624453.63   | 0.09%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/21/42  | GOLDMAN SACHS GROUP INC REGD V/R 2.90800000                                                    | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       10000 | PA      | $7402.39      | 0.00%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/32  | GOLDMAN SACHS GROUP INC REGD V/R 2.65000000                                                    | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      288000 | PA      | $262471.12    | 0.01%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 02/24/43  | GOLDMAN SACHS GROUP INC REGD V/R 3.43600000                                                    | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      300000 | PA      | $236033.57    | 0.01%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 03/15/28  | GOLDMAN SACHS GROUP INC REGD V/R 3.61500000                                                    | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69681.98     | 0.00%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GR 3.5% 11/16/26  | GOLDMAN SACHS GROUP INC REGD 3.50000000                                                        | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149730.55    | 0.01%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/21/32  | GOLDMAN SACHS GROUP INC REGD V/R 4.51600000                                                    | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1082082.01   | 0.06%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/21/37  | GOLDMAN SACHS GROUP INC REGD V/R 5.06500000                                                    | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2027000 | PA      | $2041933.66   | 0.11%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS G 5.15% 05/22/45  | GOLDMAN SACHS GROUP INC REGD 5.15000000                                                        | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      290000 | PA      | $274188.00    | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/31/38  | GOLDMAN SACHS GROUP INC REGD V/R 4.01700000                                                    | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45210.79     | 0.00%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC 6% 07/15/29   | GOLUB CAPITAL BDC REGD 6.00000000                                                              | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25117.54     | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RU 5% 07/15/29  | GOODYEAR TIRE & RUBBER REGD 5.00000000                                                         | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      250000 | PA      | $245219.43    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2018-124 NW 3.5% 09/20/48   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-124 CL NW 3.50000000                         | CUSIP: 38380Y2X2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       61834 | PA      | $58984.04     | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-119 JG 1.5% 06/20/51   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-119 CL JG 1.50000000                         | CUSIP: 38382UX97<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3230620 | PA      | $2833300.46   | 0.15%             | 2051-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNR 2023-53 SL V/R 04/20/53     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-53 CL SL V/R 5.17692000                      | CUSIP: 38383XJ54<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1129123 | PA      | $1110529.54   | 0.06%             | 2053-04-20      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| GNR 2024-51 GC 3.5% 07/20/48    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-51 CL GC 3.50000000                          | CUSIP: 38384KG54<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6126219 | PA      | $6061555.45   | 0.32%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAG 6.375% 07/15/32  | GRAPHIC PACKAGING INTERN REGD 144A P/P 6.37500000                                              | CUSIP: 38869AAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $187623.67    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| GRAY MEDIA INC 10.5% 07/15/29   | GRAY MEDIA INC REGD 144A P/P 10.50000000                                                       | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       95000 | PA      | $101864.80    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC 7.25% 08/15/33   | GRAY MEDIA INC REGD 144A P/P 7.25000000                                                        | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       65000 | PA      | $67165.28     | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GRIFFON CORPORA 5.75% 03/01/28  | GRIFFON CORPORATION REGD 5.75000000                                                            | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      155000 | PA      | $155030.61    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE 4% 08/15/28  | GROUP 1 AUTOMOTIVE INC REGD 144A P/P 4.00000000                                                | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54009.24     | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GRUPO NUTRESA SA 9% 05/12/35    | GRUPO NUTRESA SA REGD 144A P/P 9.00000000                                                      | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $230100.00    | 0.01%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| GUARDIAN LIFE I 4.85% 01/24/77  | GUARDIAN LIFE INSURANCE REGD 144A P/P 4.85000000                                               | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |      615000 | PA      | $520675.70    | 0.03%             | 2077-01-24      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| GULFPORT ENERGY 6.75% 09/01/29  | GULFPORT ENERGY OP CORP REGD 144A P/P 6.75000000                                               | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |      125000 | PA      | $129596.13    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HCA INC 5.875% 02/01/29         | HCA INC REGD 5.87500000                                                                        | CUSIP: 404119BW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $93841.18     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC 4.125% 06/15/29         | HCA INC REGD 4.12500000                                                                        | CUSIP: 404119BX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      104000 | PA      | $104185.70    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.125% 06/15/39         | HCA INC REGD 5.12500000                                                                        | CUSIP: 404119BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24426.17     | 0.00%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.25% 06/15/49          | HCA INC REGD 5.25000000                                                                        | CUSIP: 404119BZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $55102.61     | 0.00%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.5% 09/01/30           | HCA INC REGD 3.50000000                                                                        | CUSIP: 404119CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      805000 | PA      | $780296.23    | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.5% 07/15/51           | HCA INC REGD 3.50000000                                                                        | CUSIP: 404119CB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      178000 | PA      | $122986.13    | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.2% 06/01/28           | HCA INC REGD 5.20000000                                                                        | CUSIP: 404119CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $205079.80    | 0.01%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC 6% 04/01/54             | HCA INC REGD 6.00000000                                                                        | CUSIP: 404119CV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $150314.24    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 6.2% 03/01/55           | HCA INC REGD 6.20000000                                                                        | CUSIP: 404119DC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51424.89     | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC 4.6% 11/15/32           | HCA INC REGD 4.60000000                                                                        | CUSIP: 404119DE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      286000 | PA      | $286692.12    | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.95% 09/15/54          | HCA INC REGD 5.95000000                                                                        | CUSIP: 404121AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       64000 | PA      | $63748.55     | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 03/13/28  | HSBC HOLDINGS PLC REGD V/R 4.04100000                                                          | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $200154.06    | 0.01%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/19/29  | HSBC HOLDINGS PLC REGD V/R 4.58300000                                                          | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202124.96    | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/24/32  | HSBC HOLDINGS PLC REGD V/R 2.80400000                                                          | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1030000 | PA      | $951766.89    | 0.05%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 03/29/33  | HSBC HOLDINGS PLC REGD V/R 4.76200000                                                          | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      220000 | PA      | $220616.84    | 0.01%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/11/33  | HSBC HOLDINGS PLC REGD V/R 5.40200000                                                          | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $417980.30    | 0.02%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PL 6.5% 09/15/37  | HSBC HOLDINGS PLC REGD SER ** 6.50000000                                                       | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $109711.57    | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 03/09/34  | HSBC HOLDINGS PLC REGD V/R 6.25400000                                                          | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $218777.35    | 0.01%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 03/09/44  | HSBC HOLDINGS PLC REGD V/R 6.33200000                                                          | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $221012.27    | 0.01%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/20/34  | HSBC HOLDINGS PLC REGD V/R 6.54700000                                                          | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $217387.14    | 0.01%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 11/19/30  | HSBC HOLDINGS PLC REGD V/R 5.28600000                                                          | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $933346.75    | 0.05%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/13/31  | HSBC HOLDINGS PLC REGD V/R 5.24000000                                                          | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2045000 | PA      | $2119367.65   | 0.11%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 11/06/31  | HSBC HOLDINGS PLC REGD V/R 4.61900000                                                          | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      295000 | PA      | $298513.47    | 0.02%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 11/06/36  | HSBC HOLDINGS PLC REGD V/R 5.13300000                                                          | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      305000 | PA      | $308176.76    | 0.02%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC 5.294% 03/04/27    | HSBC USA INC REGD 5.29400000                                                                   | CUSIP: 40428HA44<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $202980.32    | 0.01%             | 2027-03-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HP INC 4.75% 01/15/28           | HP INC REGD 4.75000000                                                                         | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25328.54     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HINTT 2024-A D 7% 03/15/43      | HINNT 2024-A LLC SER 2024-A CL D REGD 144A P/P 7.00000000                                      | CUSIP: 40472QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      869179 | PA      | $877743.60    | 0.05%             | 2043-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HALLIBURTON CO 5% 11/15/45      | HALLIBURTON CO REGD 5.00000000                                                                 | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91993.99     | 0.00%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY 6.327% 04/01/35  | HARBOUR ENERGY PLC REGD 144A P/P 6.32700000                                                    | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     1450000 | PA      | $1510828.73   | 0.08%             | 2035-04-01      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| HVMLT 2004-5 2A6 V/R 06/19/34   | HARBORVIEW MORTGAGE LOAN TRUST  2004-5 2A6 V/R REGD 4.72269000                                 | CUSIP: 41161PEX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       36677 | PA      | $35320.68     | 0.00%             | 2034-06-19      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH IN 4.4% 06/15/28  | L3HARRIS TECH INC REGD 4.40000000                                                              | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      160000 | PA      | $161232.52    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR  5.95% 10/15/36  | HARTFORD INSUR GRP INC/T REGD 5.95000000                                                       | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |       98000 | PA      | $106468.90    | 0.01%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR G 4.3% 04/15/43  | HARTFORD INSUR GRP INC/T REGD 4.30000000                                                       | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3549.86      | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREA 7.5% 05/15/32  | HARVEST MIDSTREAM I LP REGD 144A P/P 7.50000000                                                | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103864.27    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HASBRO INC 6.05% 05/14/34       | HASBRO INC REGD 6.05000000                                                                     | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |      460000 | PA      | $494170.62    | 0.03%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORD 5.75% 11/12/32  | KINGDOM OF JORDAN REGD 144A P/P 5.75000000                                                     | CUSIP: 418097AP6<br>LEI: N/A                  | Long             | DBT              | USGA              | JO        |      283000 | PA      | $278814.77    | 0.01%             | 2032-11-12      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC 3% 01/15/30   | HEALTHPEAK OP LLC REGD 3.00000000                                                              | CUSIP: 42250PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47886.28     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP  2.875% 01/15/31  | HEALTHPEAK OP LLC REGD 2.87500000                                                              | CUSIP: 42250PAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23443.75     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC 7% 06/15/30   | HERC HOLDINGS INC REGD 144A P/P 7.00000000                                                     | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      118000 | PA      | $123827.52    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HERTZ 2023-4A  6.15% 03/25/29   | HERTZ VEHICLE FINANCING III LLC SER 2023-4A CL A REGD 144A P/P 6.15000000                      | CUSIP: 42806MCE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      270000 | PA      | $284957.78    | 0.02%             | 2030-03-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| HESS CORP 5.8% 04/01/47         | HESS CORP REGD 5.80000000                                                                      | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78757.81     | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM 5.875% 03/01/28  | HESS MIDSTREAM OPERATION REGD 144A P/P 5.87500000                                              | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $147455.43    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM 5.125% 06/15/28  | HESS MIDSTREAM OPERATION REGD 144A P/P 5.12500000                                              | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $5006.74      | 0.00%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HP INC 6% 09/15/41              | HP INC REGD 6.00000000                                                                         | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25099.44     | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE C 5.25% 07/01/28  | HP ENTERPRISE CO REGD 5.25000000                                                               | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      248000 | PA      | $254672.04    | 0.01%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO 5% 10/15/34    | HP ENTERPRISE CO REGD 5.00000000                                                               | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24784.61     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO 5.6% 10/15/54  | HP ENTERPRISE CO REGD 5.60000000                                                               | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      815000 | PA      | $751925.85    | 0.04%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY  5.75% 02/01/29  | HILCORP ENERGY I/HILCORP REGD 144A P/P 5.75000000                                              | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $211019.97    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTI 3.625% 02/15/32  | HILTON DOMESTIC OPERATIN REGD 144A P/P 3.62500000                                              | CUSIP: 432833AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $251782.70    | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTI 5.875% 03/15/33  | HILTON DOMESTIC OPERATIN REGD 144A P/P 5.87500000                                              | CUSIP: 432833AR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $252339.71    | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HGVT 2025-3EXT 7.38% 10/25/44   | HILTON GRAND VACATIONS TRUST 2025-3EXT SER 2025-3EXT CL D REGD 144A P/P 7.38000000             | CUSIP: 43283DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      529744 | PA      | $543245.53    | 0.03%             | 2044-10-25      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HOAG MEMORIAL  3.803% 07/15/52  | HOAG MEMORIAL HOSPITAL REGD 3.80300000                                                         | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |       41000 | PA      | $32434.93     | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC 3.25% 02/15/29      | HOLOGIC INC REGD 144A P/P 3.25000000                                                           | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      140000 | PA      | $139357.61    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC 5.875% 12/16/36  | HOME DEPOT INC REGD 5.87500000                                                                 | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54743.38     | 0.00%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.2% 04/01/43    | HOME DEPOT INC REGD 4.20000000                                                                 | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22083.63     | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.875% 02/15/44  | HOME DEPOT INC REGD 4.87500000                                                                 | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23808.37     | 0.00%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.4% 03/15/45    | HOME DEPOT INC REGD 4.40000000                                                                 | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22176.77     | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.25% 04/01/46   | HOME DEPOT INC REGD 4.25000000                                                                 | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43095.62     | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 3.5% 09/15/56    | HOME DEPOT INC REGD 3.50000000                                                                 | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17759.49     | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.5% 12/06/48    | HOME DEPOT INC REGD 4.50000000                                                                 | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43865.11     | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 2.95% 06/15/29   | HOME DEPOT INC REGD 2.95000000                                                                 | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97545.65     | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 3.125% 12/15/49  | HOME DEPOT INC REGD 3.12500000                                                                 | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $34652.12     | 0.00%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 3.3% 04/15/40    | HOME DEPOT INC REGD 3.30000000                                                                 | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       70000 | PA      | $58237.37     | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 2.375% 03/15/51  | HOME DEPOT INC REGD 2.37500000                                                                 | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $29211.19     | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 2.75% 09/15/51   | HOME DEPOT INC REGD 2.75000000                                                                 | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31516.64     | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 3.625% 04/15/52  | HOME DEPOT INC REGD 3.62500000                                                                 | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37254.46     | 0.00%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.95% 09/15/52   | HOME DEPOT INC REGD 4.95000000                                                                 | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23160.72     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.95% 06/25/34   | HOME DEPOT INC REGD 4.95000000                                                                 | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51691.20     | 0.00%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 3.75% 09/15/28   | HOME DEPOT INC REGD 3.75000000                                                                 | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50254.11     | 0.00%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HPA 2022-1 D 4.73% 04/17/27     | HOME PARTNERS OF AMERICA 2022-1 TRUST SER 2022-1 CL D REGD 144A P/P 4.73000000                 | CUSIP: 43730NAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2384626 | PA      | $2367587.88   | 0.13%             | 2039-04-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| HONDA MOTOR CO 2.534% 03/10/27  | HONDA MOTOR CO LTD REGD 2.53400000                                                             | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $98750.71     | 0.01%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO 4.688% 07/08/30  | HONDA MOTOR CO LTD REGD 4.68800000                                                             | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $101991.01    | 0.01%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO 5.337% 07/08/35  | HONDA MOTOR CO LTD REGD 5.33700000                                                             | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |       50000 | PA      | $51782.50     | 0.00%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVER 8.625% 11/27/34  | HONDURAS GOVERNMENT REGD 144A P/P 8.62500000                                                   | CUSIP: 438180AK7<br>LEI: N/A                  | Long             | DBT              | USGA              | HN        |      150000 | PA      | $174435.00    | 0.01%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL INTE 3.812% 11/21/47  | HONEYWELL INTERNATIONAL REGD 3.81200000                                                        | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19959.45     | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERN 2.8% 06/01/50  | HONEYWELL INTERNATIONAL REGD 2.80000000                                                        | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       50000 | PA      | $33918.46     | 0.00%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERN 1.1% 03/01/27  | HONEYWELL INTERNATIONAL REGD 1.10000000                                                        | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97480.56     | 0.01%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNAT 5% 03/01/35  | HONEYWELL INTERNATIONAL REGD 5.00000000                                                        | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51618.74     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTER 5.25% 03/01/54  | HONEYWELL INTERNATIONAL REGD 5.25000000                                                        | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24100.90     | 0.00%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTER 5.35% 03/01/64  | HONEYWELL INTERNATIONAL REGD 5.35000000                                                        | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24262.92     | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RE 2.9% 12/15/31  | HOST HOTELS & RESORTS LP REGD SER J 2.90000000                                                 | CUSIP: 44107TBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22883.99     | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTRE 7.375% 07/15/32  | HOWARD MIDSTREAM ENERGY REGD 144A P/P 7.37500000                                               | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $73912.58     | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HOWARD MIDSTRE 6.625% 01/15/34  | HOWARD MIDSTREAM ENERGY REGD 144A P/P 6.62500000                                               | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $41412.28     | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATION 7.25% 06/15/30  | HUB INTERNATIONAL LTD REGD 144A P/P 7.25000000                                                 | CUSIP: 44332PAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $123881.16    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC 3.95% 03/15/27       | HUMANA INC REGD 3.95000000                                                                     | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49968.71     | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 3.95% 08/15/49       | HUMANA INC REGD 3.95000000                                                                     | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18413.86     | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 1.35% 02/03/27       | HUMANA INC REGD 1.35000000                                                                     | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       57000 | PA      | $55604.06     | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.875% 03/01/33      | HUMANA INC REGD 5.87500000                                                                     | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26189.87     | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.5% 03/15/53        | HUMANA INC REGD 5.50000000                                                                     | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22559.90     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.95% 03/15/34       | HUMANA INC REGD 5.95000000                                                                     | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26251.58     | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON ING 2.043% 08/16/28  | HUNTINGTON INGALLS INDUS REGD 2.04300000                                                       | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      137000 | PA      | $130792.68    | 0.01%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  5.8% 04/01/30  | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.80000000                                               | CUSIP: 44891ACE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $845741.64    | 0.05%             | 2030-04-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 5.65% 06/26/26  | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.65000000                                               | CUSIP: 44891ACG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $703664.19    | 0.04%             | 2026-06-26      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: —       |
| HYUNDAI CAPITAL  5.3% 03/19/27  | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.30000000                                               | CUSIP: 44891ACX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $309317.96    | 0.02%             | 2027-03-19      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  5.4% 06/23/32  | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.40000000                                               | CUSIP: 44891ADX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1544481.99   | 0.08%             | 2032-06-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  4.5% 09/18/30  | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.50000000                                               | CUSIP: 44891AEA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $808043.06    | 0.04%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HART 2023-C A3 5.54% 05/17/27   | HYUNDAI AUTO RECEIVABLES TRUST 2023-C SER 2023-C CL A3 REGD 5.54000000                         | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      236168 | PA      | $238559.41    | 0.01%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAP 4.9% 02/05/34  | IBM INTERNAT CAPITAL REGD 4.90000000                                                           | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |      100000 | PA      | $101239.57    | 0.01%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PL 7.5% 04/15/29  | INEOS FINANCE PLC REGD 144A P/P 7.50000000                                                     | CUSIP: 44984WAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      200000 | PA      | $178699.68    | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC 5% 10/15/26           | IQVIA INC REGD 144A P/P 5.00000000                                                             | CUSIP: 449934AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $200176.52    | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRIS 5.25% 05/15/27  | ICAHN ENTERPRISES/FIN REGD SER WI 5.25000000                                                   | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $73931.57     | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICAP 2025-RTL1 A V/R 01/25/28   | ICAP 2025-RTL1 TRUST SER 2025-RTL1 CL A1 V/R REGD 144A P/P 6.47200000                          | CUSIP: 45115QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1019157.80   | 0.05%             | 2030-07-25      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| IHEARTCOMMUNIC 9.125% 05/01/29  | IHEARTCOMMUNICATIONS INC REGD 144A P/P 9.12500000                                              | CUSIP: 45174HBJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $57912.40     | 0.00%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| IHEARTCOMMUNICA 7.75% 08/15/30  | IHEARTCOMMUNICATIONS INC REGD 144A P/P 7.75000000                                              | CUSIP: 45174HBM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $55732.93     | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS ST 5.1% 06/01/33       | ILLINOIS ST REGD N/C B/E 5.10000000                                                            | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      218137 | PA      | $226028.10    | 0.01%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CO 4.75% 05/15/29  | IMOLA MERGER CORP REGD 144A P/P 4.75000000                                                     | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $206567.75    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRAND 5.875% 07/01/34  | IMPERIAL BRANDS FIN PLC REGD 144A P/P MTN 5.87500000                                           | CUSIP: 45262BAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      690000 | PA      | $730584.16    | 0.04%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY 9.25% 02/15/28  | CRESCENT ENERGY FINANCE REGD 144A P/P 9.25000000                                               | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      180000 | PA      | $185372.46    | 0.01%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDO 4.1% 04/24/28  | REPUBLIC OF INDONESIA REGD 4.10000000                                                          | CUSIP: 455780CF1<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |       80000 | PA      | $80498.94     | 0.00%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IND 2.85% 02/14/30  | REPUBLIC OF INDONESIA REGD 2.85000000                                                          | CUSIP: 455780CQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |      445000 | PA      | $423991.53    | 0.02%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IND 3.05% 03/12/51  | REPUBLIC OF INDONESIA REGD 3.05000000                                                          | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |      200000 | PA      | $132763.43    | 0.01%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IND 2.15% 07/28/31  | REPUBLIC OF INDONESIA REGD 2.15000000                                                          | CUSIP: 455780CY0<br>LEI: N/A                  | Long             | DBT              | USGA              | ID        |      120000 | PA      | $107409.62    | 0.01%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERP 6.625% 05/15/32  | INSIGHT ENTERPRS REGD 144A P/P 6.62500000                                                      | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120420.14    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP 2.45% 11/15/29       | INTEL CORP REGD 2.45000000                                                                     | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94343.31     | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.25% 11/15/49       | INTEL CORP REGD 3.25000000                                                                     | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      735000 | PA      | $482622.55    | 0.03%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.75% 03/25/50       | INTEL CORP REGD 4.75000000                                                                     | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83595.33     | 0.00%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.15% 08/05/32       | INTEL CORP REGD 4.15000000                                                                     | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97921.02     | 0.01%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.9% 08/05/52        | INTEL CORP REGD 4.90000000                                                                     | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84555.87     | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.875% 02/10/28      | INTEL CORP REGD 4.87500000                                                                     | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101647.57    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.7% 02/10/53        | INTEL CORP REGD 5.70000000                                                                     | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47617.36     | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.9% 02/10/63        | INTEL CORP REGD 5.90000000                                                                     | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       64000 | PA      | $61648.00     | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.6% 02/21/54        | INTEL CORP REGD 5.60000000                                                                     | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23637.28     | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN 4.375% 02/01/27  | INTER-AMERICAN DEVEL BK REGD 4.37500000                                                        | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201461.07    | 0.01%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN 4.375% 07/17/34  | INTER-AMERICAN DEVEL BK REGD 4.37500000                                                        | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |      400000 | PA      | $413698.64    | 0.02%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN 4.125% 01/23/36  | INTER-AMERICAN DEVEL BK REGD 4.12500000                                                        | CUSIP: 4581X0EX2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201858.49    | 0.01%             | 2036-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTA 4.25% 09/21/48  | INTERCONTINENTALEXCHANGE REGD 4.25000000                                                       | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21028.08     | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL 2.1% 06/15/30  | INTERCONTINENTALEXCHANGE REGD 2.10000000                                                       | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12022.77     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEX 3% 06/15/50  | INTERCONTINENTALEXCHANGE REGD 3.00000000                                                       | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $33268.80     | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTA 2.65% 09/15/40  | INTERCONTINENTALEXCHANGE REGD 2.65000000                                                       | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18858.89     | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEX 3% 09/15/60  | INTERCONTINENTALEXCHANGE REGD 3.00000000                                                       | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $30399.88     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEX 4% 09/15/27  | INTERCONTINENTALEXCHANGE REGD 4.00000000                                                       | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50164.08     | 0.00%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTA 4.35% 06/15/29  | INTERCONTINENTALEXCHANGE REGD 4.35000000                                                       | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50646.45     | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL 4.6% 03/15/33  | INTERCONTINENTALEXCHANGE REGD 4.60000000                                                       | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50742.63     | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTA 4.95% 06/15/52  | INTERCONTINENTALEXCHANGE REGD 4.95000000                                                       | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46100.63     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IBRD 2.5% 11/22/27              | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GDIF 2.50000000                    | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | US        |      100000 | PA      | $98472.26     | 0.01%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IBRD 1.375% 04/20/28            | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GDIF 1.37500000                    | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | US        |      200000 | PA      | $191676.19    | 0.01%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IBRD 3.125% 06/15/27            | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 3.12500000                                 | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | US        |      100000 | PA      | $99589.56     | 0.01%             | 2027-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| IBRD 3.625% 09/21/29            | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 3.62500000                                 | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | US        |      100000 | PA      | $100559.10    | 0.01%             | 2029-09-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IBRD 3.5% 07/12/28              | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 3.50000000                                 | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | US        |      150000 | PA      | $150401.35    | 0.01%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBRD 4% 07/25/30                | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 4.00000000                                 | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | US        |      100000 | PA      | $102037.87    | 0.01%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBRD 4.5% 04/10/31              | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 4.50000000                                 | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | US        |      100000 | PA      | $104355.35    | 0.01%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBRD 3.875% 08/28/34            | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 3.87500000                                 | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | US        |      500000 | PA      | $499458.96    | 0.03%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IBRD 4.625% 01/15/32            | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GMTN 4.62500000                    | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | USGA              | US        |      300000 | PA      | $315587.24    | 0.02%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IBM CORP 4% 06/20/42            | IBM CORP REGD 4.00000000                                                                       | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84538.14     | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP 4.15% 05/15/39         | IBM CORP REGD 4.15000000                                                                       | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90001.61     | 0.00%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP 4.25% 05/15/49         | IBM CORP REGD 4.25000000                                                                       | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $81326.91     | 0.00%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP 1.7% 05/15/27          | IBM CORP REGD 1.70000000                                                                       | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97537.19     | 0.01%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR &  4.375% 06/01/47  | INTL FLAVOR & FRAGRANCES REGD 4.37500000                                                       | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20790.95     | 0.00%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPE 6% 11/15/41  | INTERNATIONAL PAPER CO REGD 6.00000000                                                         | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26090.63     | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PA 4.8% 06/15/44  | INTERNATIONAL PAPER CO REGD 4.80000000                                                         | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22381.65     | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL P 4.35% 08/15/48  | INTERNATIONAL PAPER CO REGD 4.35000000                                                         | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20536.40     | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER 2.3% 06/01/30  | INTERSTATE POWER & LIGHT REGD 2.30000000                                                       | CUSIP: 461070AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $93430.79     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO S V/R 06/01/42  | INTESA SANPAOLO SPA REGD V/R 144A P/P 4.95000000                                               | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      350000 | PA      | $312471.01    | 0.02%             | 2042-06-01      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| INTUIT INC 1.35% 07/15/27       | INTUIT INC REGD 1.35000000                                                                     | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24199.50     | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| INTUIT INC 1.65% 07/15/30       | INTUIT INC REGD 1.65000000                                                                     | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22581.84     | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTUIT INC 5.125% 09/15/28      | INTUIT INC REGD 5.12500000                                                                     | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25742.96     | 0.00%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INTUIT INC 5.5% 09/15/53        | INTUIT INC REGD 5.50000000                                                                     | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      900000 | PA      | $851899.79    | 0.05%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 2.3% 11/15/28  | INVITATION HOMES OP REGD 2.30000000                                                            | CUSIP: 46188BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      146000 | PA      | $139092.37    | 0.01%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| IQVIA INC 6.25% 06/01/32        | IQVIA INC REGD 144A P/P 6.25000000                                                             | CUSIP: 46266TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $334732.78    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN  4.875% 09/15/27  | IRON MOUNTAIN INC REGD 144A P/P 4.87500000                                                     | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      495000 | PA      | $495088.07    | 0.03%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO 5% 07/15/32  | IRON MOUNTAIN INFO MGMT REGD 144A P/P 5.00000000                                               | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1481780.32   | 0.08%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| STATE OF ISRAEL 2.75% 07/03/30  | STATE OF ISRAEL REGD SER 10Y 2.75000000                                                        | CUSIP: 46513JB34<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |      200000 | PA      | $187466.25    | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL 5.75% 03/12/54  | STATE OF ISRAEL REGD SER 30Y 5.75000000                                                        | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |     1735000 | PA      | $1701307.14   | 0.09%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAE 5.375% 02/19/30  | STATE OF ISRAEL REGD SER 5Y 5.37500000                                                         | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |      200000 | PA      | $207270.75    | 0.01%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL 4.5% 01/13/31   | STATE OF ISRAEL REGD SER 5Y 4.50000000                                                         | CUSIP: 46515CJY1<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |     1225000 | PA      | $1229827.31   | 0.07%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAE 5.875% 01/13/56  | STATE OF ISRAEL REGD SER 30Y 5.87500000                                                        | CUSIP: 46515CKR4<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |      725000 | PA      | $722656.10    | 0.04%             | 2056-01-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ISTANBUL METROP 10.5% 12/06/28  | ISTANBUL METROPOLITAN MU REGD 144A P/P 10.50000000                                             | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | USGA              | TR        |      200000 | PA      | $221058.64    | 0.01%             | 2028-12-06      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| ITALY GOV'T IN 3.875% 05/06/51  | ITALY GOV'T INT BOND REGD SER 30Y 3.87500000                                                   | CUSIP: 465410CC0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |      200000 | PA      | $152994.46    | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CO 5.65% 05/09/34  | ITC HOLDINGS CORP REGD 144A P/P 5.65000000                                                     | CUSIP: 465685AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1439423.85   | 0.08%             | 2034-05-09      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: —       |
| JBS NV/USA FOO 4.375% 02/02/52  | JBS NV/USA FOODS/FOOD CO REGD 4.37500000                                                       | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       50000 | PA      | $39566.46     | 0.00%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOO 3.625% 01/15/32  | JBS NV/USA FOODS/FOOD CO REGD 3.62500000                                                       | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      370000 | PA      | $350674.97    | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS 6.5% 12/01/52  | JBS NV/USA FOODS/FOOD CO REGD 6.50000000                                                       | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      225000 | PA      | $237971.25    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMDB 2018-C8 4.521% 05/15/28   | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8 SER 2018-C8 CL B REGD 4.52160000            | CUSIP: 46591ABF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      130000 | PA      | $124697.07    | 0.01%             | 2051-06-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| JPMMT 2021-13 A3 V/R 04/25/52   | JP MORGAN MORTGAGE TRUST 2021-13 SER 2021-13 CL A3 V/R REGD 144A P/P 2.50000000                | CUSIP: 46592XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1370436 | PA      | $1177331.80   | 0.06%             | 2052-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JACK 2019-1A A 4.97% 08/25/29   | JACK IN THE BOX FUNDING LLC SER 2019-1A CL A23 REGD 144A P/P 4.97000000                        | CUSIP: 466365AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4227500 | PA      | $4087515.64   | 0.22%             | 2049-08-25      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/24/38  | JPMORGAN CHASE & CO REGD V/R 3.88200000                                                        | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45318.17     | 0.00%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/15/30  | JPMORGAN CHASE & CO REGD V/R 2.73900000                                                        | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1272234.87   | 0.07%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/51  | JPMORGAN CHASE & CO REGD V/R 3.10900000                                                        | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      150000 | PA      | $103071.29    | 0.01%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/32  | JPMORGAN CHASE & CO REGD V/R 2.58000000                                                        | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1955000 | PA      | $1805295.27   | 0.10%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/52  | JPMORGAN CHASE & CO REGD V/R 3.32800000                                                        | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $143088.26    | 0.01%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 06/14/30  | JPMORGAN CHASE & CO REGD V/R 4.56500000                                                        | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       46000 | PA      | $46743.09     | 0.00%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 06/01/34  | JPMORGAN CHASE & CO REGD V/R 5.35000000                                                        | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      872000 | PA      | $912310.04    | 0.05%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/24/29  | JPMORGAN CHASE & CO REGD V/R 5.29900000                                                        | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       53000 | PA      | $54568.98     | 0.00%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/23/30  | JPMORGAN CHASE & CO REGD V/R 5.01200000                                                        | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2082000 | PA      | $2140213.20   | 0.11%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/24/36  | JPMORGAN CHASE & CO REGD V/R 5.50200000                                                        | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105296.89    | 0.01%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/36  | JPMORGAN CHASE & CO REGD V/R 5.57200000                                                        | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      300000 | PA      | $317323.88    | 0.02%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/23/36  | JPMORGAN CHASE & CO REGD V/R 5.57600000                                                        | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3085000 | PA      | $3207264.90   | 0.17%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/22/32  | JPMORGAN CHASE & CO REGD V/R 4.34700000                                                        | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      495000 | PA      | $497793.88    | 0.03%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/22/37  | JPMORGAN CHASE & CO REGD V/R 4.89800000                                                        | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100584.64    | 0.01%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMDB 2017-C7 3.409% 08/15/27   | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C7 SER 2017-C7 CL A5 REGD 3.40920000           | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      190000 | PA      | $187301.58    | 0.01%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANC 3.125% 11/23/31  | JACKSON FINANCIAL INC REGD SER WI 3.12500000                                                   | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22812.82     | 0.00%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTION 4.75% 03/03/31  | JACOBS SOLUTIONS INC REGD 4.75000000                                                           | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1161758.95   | 0.06%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIO 5.375% 03/03/36  | JACOBS SOLUTIONS INC REGD 5.37500000                                                           | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |      695000 | PA      | $695383.60    | 0.04%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS 5.5% 01/15/36  | JBS NV/USA FOODS/FOOD CO REGD SER WI 5.50000000                                                | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      750000 | PA      | $771108.75    | 0.04%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOO 6.375% 04/15/66  | JBS NV/USA FOODS/FOOD CO REGD SER WI 6.37500000                                                | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       80000 | PA      | $81528.80     | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN G 4.15% 01/23/30  | JEFFERIES FIN GROUP INC REGD 4.15000000                                                        | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49223.95     | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN  5.875% 07/21/28  | JEFFERIES FIN GROUP INC REGD 5.87500000                                                        | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51621.26     | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GR 6.2% 04/14/34  | JEFFERIES FIN GROUP INC REGD 6.20000000                                                        | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52321.53     | 0.00%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GR 5.5% 02/15/36  | JEFFERIES FIN GROUP INC REGD 5.50000000                                                        | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      970000 | PA      | $952389.90    | 0.05%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL  5.15% 01/15/36  | JERSEY CENTRAL PWR & LT REGD 144A P/P 5.15000000                                               | CUSIP: 476556DH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $76961.24     | 0.00%             | 2036-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CITY NJ  5.47% 05/15/27  | JERSEY CITY NJ MUNI UTILITIES REGD N/C B/E NATL 5.47000000                                     | CUSIP: 476624BH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      215000 | PA      | $217794.12    | 0.01%             | 2027-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAY 9.875% 09/20/31  | JETBLUE AIRWAYS/LOYALTY REGD 144A P/P 9.87500000                                               | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $96860.22     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSO 3.7% 03/01/46  | JOHNSON & JOHNSON REGD 3.70000000                                                              | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41095.50     | 0.00%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHN 3.625% 03/03/37  | JOHNSON & JOHNSON REGD 3.62500000                                                              | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46143.66     | 0.00%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNS 2.45% 09/01/60  | JOHNSON & JOHNSON REGD 2.45000000                                                              | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       25000 | PA      | $14007.01     | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNS 4.95% 06/01/34  | JOHNSON & JOHNSON REGD 4.95000000                                                              | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52965.41     | 0.00%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNS 5.25% 06/01/54  | JOHNSON & JOHNSON REGD 5.25000000                                                              | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50756.06     | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNS 4.55% 03/01/28  | JOHNSON & JOHNSON REGD 4.55000000                                                              | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101967.96    | 0.01%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON 5% 03/01/35   | JOHNSON & JOHNSON REGD 5.00000000                                                              | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52648.12     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS I 2% 12/10/30  | JUNIPER NETWORKS INC REGD 2.00000000                                                           | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |       63000 | PA      | $56619.49     | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP 4.1% 03/15/29          | KLA CORP REGD 4.10000000                                                                       | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      258000 | PA      | $259864.01    | 0.01%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KLA CORP 5.25% 07/15/62         | KLA CORP REGD 5.25000000                                                                       | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47299.67     | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDAT 4.875% 04/01/42  | KAISER FOUNDATION HOSPIT REGD 4.87500000                                                       | CUSIP: 48305QAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $98384.06     | 0.01%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP 3.8% 02/23/32       | KEMPER CORP REGD 3.80000000                                                                    | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23086.78     | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILIT 5.85% 08/15/55  | KENTUCKY UTILITIES CO REGD 5.85000000                                                          | CUSIP: 491674BP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51468.69     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KENVUE INC 4.9% 03/22/33        | KENVUE INC REGD SER WI 4.90000000                                                              | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      540000 | PA      | $558034.02    | 0.03%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KENVUE INC 5.05% 03/22/53       | KENVUE INC REGD 5.05000000                                                                     | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46678.57     | 0.00%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC 5.2% 03/22/63        | KENVUE INC REGD 5.20000000                                                                     | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23327.00     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KEN 9.75% 02/16/31  | REPUBLIC OF KENYA REGD 144A P/P 9.75000000                                                     | CUSIP: 491798AM6<br>LEI: N/A                  | Long             | DBT              | USGA              | KE        |      200000 | PA      | $219344.87    | 0.01%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KE 7.875% 10/09/33  | REPUBLIC OF KENYA REGD 144A P/P 7.87500000                                                     | CUSIP: 491798AP9<br>LEI: N/A                  | Long             | DBT              | USGA              | KE        |      200000 | PA      | $199460.96    | 0.01%             | 2033-10-09      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KENY 8.8% 10/09/38  | REPUBLIC OF KENYA REGD 144A P/P 8.80000000                                                     | CUSIP: 491798AQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | KE        |      200000 | PA      | $198557.61    | 0.01%             | 2038-10-09      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER 3.8% 05/01/50  | KEURIG DR PEPPER INC REGD 3.80000000                                                           | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18471.29     | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPE 3.35% 03/15/51  | KEURIG DR PEPPER INC REGD 3.35000000                                                           | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17069.53     | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER 5.2% 03/15/31  | KEURIG DR PEPPER INC REGD SER 10 5.20000000                                                    | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103395.11    | 0.01%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY L 4.25% 08/15/29  | KILROY REALTY LP REGD 4.25000000                                                               | CUSIP: 49427RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24584.44     | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY L 2.65% 11/15/33  | KILROY REALTY LP REGD 2.65000000                                                               | CUSIP: 49427RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $20494.88     | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK C 3.2% 07/30/46  | KIMBERLY-CLARK CORP REGD 3.20000000                                                            | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18386.45     | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP  3.8% 04/01/27  | KIMCO REALTY OP LLC REGD 3.80000000                                                            | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25015.21     | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP 2.25% 12/01/31  | KIMCO REALTY OP LLC REGD 2.25000000                                                            | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45118.91     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP  3.2% 04/01/32  | KIMCO REALTY OP LLC REGD 3.20000000                                                            | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23534.73     | 0.00%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP  4.6% 02/01/33  | KIMCO REALTY OP LLC REGD 4.60000000                                                            | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25277.63     | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN E 6.95% 01/15/38  | KINDER MORGAN ENER PART REGD MTN 6.95000000                                                    | CUSIP: 494550AW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $28840.30     | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC 5% 02/01/29   | KINDER MORGAN INC REGD 5.00000000                                                              | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      110000 | PA      | $113363.51    | 0.01%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 5.55% 06/01/45  | KINDER MORGAN INC REGD 5.55000000                                                              | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49486.05     | 0.00%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN IN 5.2% 03/01/48  | KINDER MORGAN INC REGD 5.20000000                                                              | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23426.23     | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 3.25% 08/01/50  | KINDER MORGAN INC REGD 3.25000000                                                              | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       55000 | PA      | $37262.92     | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN IN 3.6% 02/15/51  | KINDER MORGAN INC REGD 3.60000000                                                              | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       82000 | PA      | $58951.60     | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 5.45% 08/01/52  | KINDER MORGAN INC REGD 5.45000000                                                              | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23757.58     | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 5.15% 06/01/30  | KINDER MORGAN INC REGD 5.15000000                                                              | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      170000 | PA      | $176995.03    | 0.01%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDIN 5.875% 06/15/30  | KINETIK HOLDINGS LP REGD 144A P/P 5.87500000                                                   | CUSIP: 49461MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      705000 | PA      | $714561.92    | 0.04%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| KINROSS GOLD CO 6.25% 07/15/33  | KINROSS GOLD CORP REGD 6.25000000                                                              | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $27501.43     | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER COR 7.75% 05/01/31  | KNIFE RIVER CORP REGD 144A P/P 7.75000000                                                      | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $140807.30    | 0.01%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERV 7.25% 02/15/29  | KODIAK GAS SERVICES LLC REGD 144A P/P 7.25000000                                               | CUSIP: 50012LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $114164.27    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KODIAK GAS SERVI 6.5% 10/01/33  | KODIAK GAS SERVICES LLC REGD 144A P/P 6.50000000                                               | CUSIP: 50012LAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51588.90     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KOREA DEVELOPME 3.75% 09/16/30  | KOREA DEVELOPMENT BANK REGD 3.75000000                                                         | CUSIP: 500630EK0<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |      200000 | PA      | $200025.53    | 0.01%             | 2030-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW 3.75% 02/15/28              | KFW REGD 3.75000000                                                                            | CUSIP: 500769JW5<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      200000 | PA      | $201385.84    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW 4.375% 03/01/27             | KFW REGD 4.37500000                                                                            | CUSIP: 500769KE3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      400000 | PA      | $403420.36    | 0.02%             | 2027-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KFW 4.625% 03/18/30             | KFW REGD 4.62500000                                                                            | CUSIP: 500769KH6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      200000 | PA      | $208730.64    | 0.01%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KFW 3.75% 03/14/31              | KFW REGD 3.75000000                                                                            | CUSIP: 500769KN3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      200000 | PA      | $202137.61    | 0.01%             | 2031-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOOD 6.5% 02/09/40  | KRAFT HEINZ FOODS CO REGD SER WI 6.50000000                                                    | CUSIP: 50076QAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27215.42     | 0.00%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FO 6.875% 01/26/39  | KRAFT HEINZ FOODS CO REGD SER WI 6.87500000                                                    | CUSIP: 50076QAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $28218.57     | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FO 4.375% 06/01/46  | KRAFT HEINZ FOODS CO REGD SER WI 4.37500000                                                    | CUSIP: 50077LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $61654.00     | 0.00%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOOD 5.2% 07/15/45  | KRAFT HEINZ FOODS CO REGD 5.20000000                                                           | CUSIP: 50077LAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $45853.32     | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FO 4.875% 10/01/49  | KRAFT HEINZ FOODS CO REGD SER WI 4.87500000                                                    | CUSIP: 50077LAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $43177.20     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KREST 2021-CHI 2.86% 08/05/31   | KREST COMMERCIAL MORTGAGE SECURITIES TRUST 2021 SER 2021-CHIP CL B REGD 144A P/P 2.86077000    | CUSIP: 50085PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $933395.04    | 0.05%             | 2044-11-05      | Fixed         | 2.86%                 | Yes           |                  2 | On Loan: No      |
| KROGER CO 3.875% 10/15/46       | KROGER CO REGD 3.87500000                                                                      | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19883.48     | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO 4.45% 02/01/47        | KROGER CO REGD 4.45000000                                                                      | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21436.07     | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO 5.4% 01/15/49         | KROGER CO REGD 5.40000000                                                                      | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24297.04     | 0.00%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO 3.95% 01/15/50        | KROGER CO REGD 3.95000000                                                                      | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19409.78     | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KROGER CO 5% 09/15/34           | KROGER CO REGD 5.00000000                                                                      | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50849.31     | 0.00%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO 5.5% 09/15/54         | KROGER CO REGD 5.50000000                                                                      | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      850000 | PA      | $822378.67    | 0.04%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS 2.7% 10/15/28  | KYNDRYL HOLDINGS INC REGD SER WI 2.70000000                                                    | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23030.01     | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORK 7.5% 06/15/29  | BATH & BODY WORKS INC REGD 7.50000000                                                          | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      325000 | PA      | $331874.40    | 0.02%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC 8.75% 12/15/28    | LGI HOMES INC REGD 144A P/P 8.75000000                                                         | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62639.52     | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| LHOME 2025-RTL1  V/R 01/25/40   | LHOME MORTGAGE TRUST 2025-RTL1 SER 2025-RTL1 CL A1 V/R REGD 144A P/P 5.65200000                | CUSIP: 50205UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1700000 | PA      | $1715177.60   | 0.09%             | 2040-01-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| LHOME 2025-RTL2  V/R 04/25/40   | LHOME MORTGAGE TRUST 2025-RTL2 SER 2025-RTL2 CL A1 V/R REGD 144A P/P 5.61200000                | CUSIP: 50206RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      510000 | PA      | $515231.94    | 0.03%             | 2040-04-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC 5.2% 03/15/30  | LPL HOLDINGS INC REGD 5.20000000                                                               | CUSIP: 50212YAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102186.96    | 0.01%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH IN 4.4% 06/15/28  | L3HARRIS TECH INC REGD SER * 4.40000000                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      101000 | PA      | $101778.03    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH IN 5.6% 07/31/53  | L3HARRIS TECH INC REGD 5.60000000                                                              | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50360.27     | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINAN 4.875% 03/15/44  | LYB INTL FINANCE BV REGD 4.87500000                                                            | CUSIP: 50247VAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       25000 | PA      | $20970.85     | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE  4.2% 10/15/49  | LYB INT FINANCE III REGD 4.20000000                                                            | CUSIP: 50249AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $18179.12     | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE  4.2% 05/01/50  | LYB INT FINANCE III REGD 4.20000000                                                            | CUSIP: 50249AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $36118.05     | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE  3.8% 10/01/60  | LYB INT FINANCE III REGD 3.80000000                                                            | CUSIP: 50249AAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $15852.63     | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE  5.5% 03/01/34  | LYB INT FINANCE III REGD 5.50000000                                                            | CUSIP: 50249AAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $372944.15    | 0.02%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANC 5.875% 01/15/36  | LYB INT FINANCE III REGD 5.87500000                                                            | CUSIP: 50249AAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      645000 | PA      | $654688.34    | 0.03%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLL 7% 07/15/31  | LADDER CAP FIN LLLP/CORP REGD 144A P/P 7.00000000                                              | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $68537.76     | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MRQI 2026-HI1 5.375% 01/25/46   | LAFAYETTE FEDERAL CREDIT UNION ASSET TRUST 202 SER 2026-HI1A CL A2 REGD 144A P/P 5.37500000    | CUSIP: 50625BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      860000 | PA      | $868592.69    | 0.05%             | 2046-01-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LAM RESEARCH C 4.875% 03/15/49  | LAM RESEARCH CORP REGD 4.87500000                                                              | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23417.60     | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH C 3.125% 06/15/60  | LAM RESEARCH CORP REGD 3.12500000                                                              | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16015.32     | 0.00%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP 4% 02/15/30    | LAMAR MEDIA CORP REGD 4.00000000                                                               | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $169645.47    | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CO 5.375% 11/01/33  | LAMAR MEDIA CORP REGD 144A P/P 5.37500000                                                      | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $20062.52     | 0.00%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HL 4.125% 01/31/30  | LAMB WESTON HLD REGD 144A P/P 4.12500000                                                       | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72767.17     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERG 7.875% 04/15/32  | CRESCENT ENERGY FINANCE REGD 144A P/P 7.87500000                                               | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127416.38    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| LAS VEGAS SANDS  6.2% 08/15/34  | LAS VEGAS SANDS CORP REGD 6.20000000                                                           | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      685000 | PA      | $724247.17    | 0.04%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SAND 5.625% 06/15/28  | LAS VEGAS SANDS CORP REGD 5.62500000                                                           | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      525000 | PA      | $538062.07    | 0.03%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LEHMAN BRTH HLD 6.75% 12/28/17  | LEHMAN BRTH HLD ESCROW         IN DEFAULT 6.75000000                                           | CUSIP: 524ESC7M6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $0.07         | 0.00%             | 2026-12-31      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| LEIDOS INC 2.3% 02/15/31        | LEIDOS INC REGD SER WI 2.30000000                                                              | CUSIP: 52532XAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22723.78     | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LFT 2024-2A E 8.47% 01/20/30    | LENDMARK FUNDING TRUST 2024-2 SER 2024-2A CL E REGD 144A P/P 8.47000000                        | CUSIP: 52590AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1284927.25   | 0.07%             | 2034-02-21      | Fixed         | 8.47%                 | Yes           |                  2 | On Loan: No      |
| LFT 2025-3A D 5.64% 11/20/30    | LENDMARK FUNDING TRUST 2025-3 SER 2025-3A CL D REGD 144A P/P 5.64000000                        | CUSIP: 525951AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1210000 | PA      | $1230762.63   | 0.07%             | 2035-05-21      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| LFT 2025-1A E 8.91% 02/20/31    | LENDMARK FUNDING TRUST 2025-1 SER 2025-1A CL E REGD 144A P/P 8.91000000                        | CUSIP: 52604QAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1395000 | PA      | $1455700.08   | 0.08%             | 2034-09-20      | Fixed         | 8.91%                 | Yes           |                  2 | On Loan: No      |
| LENNAR CORP 4.75% 11/29/27      | LENNAR CORP REGD SER WI 4.75000000                                                             | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10093.63     | 0.00%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING  7% 03/31/34  | LEVEL 3 FINANCING INC REGD 144A P/P 7.00000000                                                 | CUSIP: 527298CN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1108416.86   | 0.06%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY & CO 3.95% 03/15/49   | ELI LILLY & CO REGD 3.95000000                                                                 | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20470.94     | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.15% 03/15/59   | ELI LILLY & CO REGD 4.15000000                                                                 | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20300.11     | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.875% 02/27/53  | ELI LILLY & CO REGD 4.87500000                                                                 | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23038.40     | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.95% 02/27/63   | ELI LILLY & CO REGD 4.95000000                                                                 | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22851.84     | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.5% 02/09/27    | ELI LILLY & CO REGD 4.50000000                                                                 | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100709.15    | 0.01%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.7% 02/09/34    | ELI LILLY & CO REGD 4.70000000                                                                 | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      595000 | PA      | $608888.23    | 0.03%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 5% 02/09/54      | ELI LILLY & CO REGD 5.00000000                                                                 | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47021.29     | 0.00%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 5.1% 02/09/64    | ELI LILLY & CO REGD 5.10000000                                                                 | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      475000 | PA      | $443158.58    | 0.02%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.6% 08/14/34    | ELI LILLY & CO REGD 4.60000000                                                                 | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203144.60    | 0.01%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.9% 10/15/35    | ELI LILLY & CO REGD 4.90000000                                                                 | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102576.85    | 0.01%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 5.55% 10/15/55   | ELI LILLY & CO REGD 5.55000000                                                                 | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101782.46    | 0.01%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 5.65% 10/15/65   | ELI LILLY & CO REGD 5.65000000                                                                 | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      800000 | PA      | $813932.04    | 0.04%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL 3.8% 03/01/28  | LINCOLN NATIONAL CORP REGD 3.80000000                                                          | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24782.78     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONA 3.05% 01/15/30  | LINCOLN NATIONAL CORP REGD 3.05000000                                                          | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23796.08     | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS  3.875% 06/01/29  | LITHIA MOTORS INC REGD 144A P/P 3.87500000                                                     | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      105000 | PA      | $101549.51    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LIVE NATION ENT 4.75% 10/15/27  | LIVE NATION ENTERTAINMEN REGD 144A P/P 4.75000000                                              | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      330000 | PA      | $330205.19    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING 4.375% 03/22/28  | LLOYDS BANKING GROUP PLC REGD 4.37500000                                                       | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $201736.73    | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROU V/R /PERP/  | LLOYDS BANKING GROUP PLC REGD V/R /PERP/ 6.75000000                                            | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      665000 | PA      | $671931.96    | 0.04%             | 2174-09-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 01/05/35  | LLOYDS BANKING GROUP PLC REGD V/R 5.67900000                                                   | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $424181.88    | 0.02%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 11/04/36  | LLOYDS BANKING GROUP PLC REGD V/R 4.94300000                                                   | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      345000 | PA      | $343903.01    | 0.02%             | 2036-11-04      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| LDMSR 2025-GT2 A V/R 07/16/30   | LOANDEPOT GMSR MASTER TRUST SER 2025-GT2 CL A V/R REGD 144A P/P 6.81406000                     | CUSIP: 53946TAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $505082.20    | 0.03%             | 2030-07-16      | Variable      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN 4.07% 12/15/42  | LOCKHEED MARTIN CORP REGD 4.07000000                                                           | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43858.42     | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  3.8% 03/01/45  | LOCKHEED MARTIN CORP REGD 3.80000000                                                           | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41025.43     | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  4.7% 05/15/46  | LOCKHEED MARTIN CORP REGD 4.70000000                                                           | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46307.53     | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN 4.09% 09/15/52  | LOCKHEED MARTIN CORP REGD SER WI 4.09000000                                                    | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40649.60     | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  2.8% 06/15/50  | LOCKHEED MARTIN CORP REGD 2.80000000                                                           | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16372.58     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN 4.15% 06/15/53  | LOCKHEED MARTIN CORP REGD 4.15000000                                                           | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       24000 | PA      | $19647.71     | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  5.7% 11/15/54  | LOCKHEED MARTIN CORP REGD 5.70000000                                                           | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25845.93     | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  5.2% 02/15/55  | LOCKHEED MARTIN CORP REGD 5.20000000                                                           | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48198.99     | 0.00%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CO 5% 08/15/35  | LOCKHEED MARTIN CORP REGD 5.00000000                                                           | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51699.29     | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP 3.2% 05/15/30        | LOEWS CORP REGD 3.20000000                                                                     | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24144.24     | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP 4.94% 04/01/36       | LOEWS CORP REGD 4.94000000                                                                     | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1029153.34   | 0.05%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA 6.574% 07/01/45  | LOS ANGELES CA DEPT WTR & PWR REGD N/C B/E 6.57400000                                          | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |      205000 | PA      | $225811.13    | 0.01%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS  5.45% 04/15/33  | LOUISVILLE GAS & ELEC REGD SER LOU 5.45000000                                                  | CUSIP: 546676AZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $52913.94     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 4.05% 05/03/47   | LOWE'S COS INC REGD 4.05000000                                                                 | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40331.11     | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 3.65% 04/05/29   | LOWE'S COS INC REGD SER 10YR 3.65000000                                                        | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      405000 | PA      | $401882.40    | 0.02%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 1.7% 10/15/30    | LOWE'S COS INC REGD 1.70000000                                                                 | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      284000 | PA      | $255510.07    | 0.01%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 3% 10/15/50      | LOWE'S COS INC REGD 3.00000000                                                                 | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       50000 | PA      | $32495.85     | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 2.625% 04/01/31  | LOWE'S COS INC REGD 2.62500000                                                                 | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       91000 | PA      | $84470.38     | 0.00%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 4.45% 04/01/62   | LOWE'S COS INC REGD 4.45000000                                                                 | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19853.55     | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 4.25% 04/01/52   | LOWE'S COS INC REGD 4.25000000                                                                 | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19993.66     | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 5.625% 04/15/53  | LOWE'S COS INC REGD 5.62500000                                                                 | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49288.69     | 0.00%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORAT V/R 03/13/32  | M&T BANK CORPORATION REGD V/R 6.08200000                                                       | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      199000 | PA      | $213041.90    | 0.01%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORAT V/R 01/16/36  | M&T BANK CORPORATION REGD V/R MTN 5.38500000                                                   | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      244000 | PA      | $250984.58    | 0.01%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US 6% 01/15/43    | SEKISUI HOUSE US REGD 6.00000000                                                               | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23912.35     | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HF1 A V/R 12/15/26     | MCR 2024-HF1 MORTGAGE TRUST SER 2024-HF1 CL A V/R REGD 144A P/P 5.45265000                     | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      672290 | PA      | $673529.85    | 0.04%             | 2041-12-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| MGM RESORTS IN 6.125% 09/15/29  | MGM RESORTS INTL REGD 6.12500000                                                               | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      305000 | PA      | $313591.24    | 0.02%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.125% 03/01/27         | MPLX LP REGD 4.12500000                                                                        | CUSIP: 55336VAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100092.87    | 0.01%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.5% 04/15/38           | MPLX LP REGD 4.50000000                                                                        | CUSIP: 55336VAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $120880.89    | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.7% 04/15/48           | MPLX LP REGD 4.70000000                                                                        | CUSIP: 55336VAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $118269.40    | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.8% 02/15/29           | MPLX LP REGD 4.80000000                                                                        | CUSIP: 55336VAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      850000 | PA      | $867140.13    | 0.05%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.5% 02/15/49           | MPLX LP REGD 5.50000000                                                                        | CUSIP: 55336VAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $46955.19     | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.95% 03/14/52          | MPLX LP REGD 4.95000000                                                                        | CUSIP: 55336VBT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $43053.92     | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.8% 02/15/31           | MPLX LP REGD 4.80000000                                                                        | CUSIP: 55336VCA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $183847.79    | 0.01%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.4% 09/15/35           | MPLX LP REGD 5.40000000                                                                        | CUSIP: 55336VCC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102202.33    | 0.01%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.3% 04/01/36           | MPLX LP REGD 5.30000000                                                                        | CUSIP: 55336VCE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      885000 | PA      | $893322.05    | 0.05%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PAR 2.717% 12/15/24   | MRCD 2019-MARK MORTGAGE TRUST SER 2019-PARK CL E REGD 144A P/P 2.71752000                      | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1532125.00   | 0.08%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL  5.875% 03/15/30  | MACY'S RETAIL HLDGS LLC REGD 144A P/P 5.87500000                                               | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $361956.96    | 0.02%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| MACY'S RETAIL  6.125% 03/15/32  | MACY'S RETAIL HLDGS LLC REGD 144A P/P 6.12500000                                               | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $95768.36     | 0.01%             | 2032-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY HOLD 4.279% 03/15/32  | DISCOVERY HOLDINGS INC REGD SER * 4.27900000                                                   | CUSIP: 55903VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $248062.50    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| DISCOVERY HOLDI 5.05% 03/15/42  | DISCOVERY HOLDINGS INC REGD SER * 5.05000000                                                   | CUSIP: 55903VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $18000.00     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINAN 5.375% 03/04/46  | MANULIFE FINANCIAL CORP REGD 5.37500000                                                        | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $24962.52     | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLE 6.5% 03/01/41  | MARATHON PETROLEUM CORP REGD 6.50000000                                                        | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27401.87     | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROL 5.15% 03/01/30  | MARATHON PETROLEUM CORP REGD 5.15000000                                                        | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25930.97     | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MFIT 2025-AA E 8.64% 07/20/30   | MARINER FINANCE ISSUANCE TRUST 2025-A SER 2025-AA CL E REGD 144A P/P 8.64000000                | CUSIP: 567920AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1821372.18   | 0.10%             | 2038-05-20      | Fixed         | 8.64%                 | Yes           |                  2 | On Loan: No      |
| MARKEL GROUP INC 5% 04/05/46    | MARKEL GROUP INC REGD 5.00000000                                                               | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22996.62     | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP IN 3.35% 09/17/29  | MARKEL GROUP INC REGD 3.35000000                                                               | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24344.22     | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MFT 2025-1A C 5.26% 07/16/35    | MARLETTE FUNDING TRUST 2025-1 SER 2025-1A CL C REGD 144A P/P 5.26000000                        | CUSIP: 570920AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1135000 | PA      | $1146481.32   | 0.06%             | 2035-07-16      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| MARS INC 3.2% 04/01/30          | MARS INC REGD 144A P/P 3.20000000                                                              | CUSIP: 571676AB1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      230000 | PA      | $223698.47    | 0.01%             | 2030-04-01      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| MARS INC 5% 03/01/32            | MARS INC REGD 144A P/P 5.00000000                                                              | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       70000 | PA      | $72557.54     | 0.00%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MARS INC 5.2% 03/01/35          | MARS INC REGD 144A P/P 5.20000000                                                              | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     2560000 | PA      | $2651427.30   | 0.14%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MARS INC 5.7% 05/01/55          | MARS INC REGD 144A P/P 5.70000000                                                              | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1845000 | PA      | $1872337.14   | 0.10%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNA 2.25% 11/15/30  | MARSH & MCLENNAN COS INC REGD 2.25000000                                                       | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      290000 | PA      | $266284.77    | 0.01%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNA 5.45% 03/15/53  | MARSH & MCLENNAN COS INC REGD 5.45000000                                                       | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24110.34     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN 5.7% 09/15/53  | MARSH & MCLENNAN COS INC REGD 5.70000000                                                       | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25015.89     | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNA 5.3% 05/15/34  | MARRIOTT INTERNATIONAL REGD 5.30000000                                                         | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      155000 | PA      | $161287.04    | 0.01%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA 4.25% 12/15/47  | MARTIN MARIETTA MATERIAL REGD 4.25000000                                                       | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21108.28     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA  3.2% 07/15/51  | MARTIN MARIETTA MATERIAL REGD 3.20000000                                                       | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17098.44     | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOL 5.75% 02/15/29  | MARVELL TECHNOLOGY INC REGD 5.75000000                                                         | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26144.77     | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOL 4.75% 07/15/30  | MARVELL TECHNOLOGY INC REGD 4.75000000                                                         | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56093.50     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOL 5.45% 07/15/35  | MARVELL TECHNOLOGY INC REGD 5.45000000                                                         | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |      175000 | PA      | $182300.25    | 0.01%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC 3.65% 06/01/49   | MASTERCARD INC REGD 3.65000000                                                                 | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19324.56     | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC 3.85% 03/26/50   | MASTERCARD INC REGD 3.85000000                                                                 | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39799.42     | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC 2.95% 03/15/51   | MASTERCARD INC REGD 2.95000000                                                                 | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16679.21     | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC 4.875% 05/09/34  | MASTERCARD INC REGD 4.87500000                                                                 | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103234.05    | 0.01%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC 7% 07/15/32     | MASTERBRAND INC REGD 144A P/P 7.00000000                                                       | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |      115000 | PA      | $116041.79    | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MATADOR RESOURCE 6.5% 04/15/32  | MATADOR RESOURCES CO REGD 144A P/P 6.50000000                                                  | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      260000 | PA      | $265714.76    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MATTEL INC 5.45% 11/01/41       | MATTEL INC REGD 5.45000000                                                                     | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      595000 | PA      | $563467.68    | 0.03%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MATTEL INC 5.875% 12/15/27      | MATTEL INC REGD 144A P/P 5.87500000                                                            | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      765000 | PA      | $765180.15    | 0.04%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MATTEL INC 5% 11/17/30          | MATTEL INC REGD 5.00000000                                                                     | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      515000 | PA      | $523190.27    | 0.03%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGI 7.875% 04/15/30  | MAUSER PACKAGING SOLUT REGD 144A P/P 7.87500000                                                | CUSIP: 57763RAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $163884.00    | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S COR 6.3% 03/01/38    | MCDONALD'S CORP REGD MTN 6.30000000                                                            | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       25000 | PA      | $28087.49     | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 4.7% 12/09/35   | MCDONALD'S CORP REGD MTN 4.70000000                                                            | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25293.05     | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 3.5% 03/01/27   | MCDONALD'S CORP REGD MTN 3.50000000                                                            | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99744.69     | 0.01%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 4.45% 09/01/48  | MCDONALD'S CORP REGD MTN 4.45000000                                                            | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21719.66     | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S COR 3.625% 09/01/49  | MCDONALD'S CORP REGD MTN 3.62500000                                                            | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37749.99     | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 4.2% 04/01/50   | MCDONALD'S CORP REGD MTN 4.20000000                                                            | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      425000 | PA      | $351934.72    | 0.02%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 5.15% 09/09/52  | MCDONALD'S CORP REGD MTN 5.15000000                                                            | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23611.15     | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 5.45% 08/14/53  | MCDONALD'S CORP REGD 5.45000000                                                                | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24682.36     | 0.00%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC 4.375% 03/15/35   | MEDTRONIC INC REGD SER WI 4.37500000                                                           | CUSIP: 585055BT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49519.93     | 0.00%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC 4.625% 03/15/45   | MEDTRONIC INC REGD SER WI 4.62500000                                                           | CUSIP: 585055BU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $46447.48     | 0.00%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWE 6.25% 04/01/29  | MEDLINE BORROWER/MEDL CO REGD 144A P/P 6.25000000                                              | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      575000 | PA      | $593486.25    | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO INC 3.6% 09/15/42    | MERCK & CO INC REGD 3.60000000                                                                 | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20694.07     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 4.15% 05/18/43   | MERCK & CO INC REGD 4.15000000                                                                 | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44012.43     | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 3.7% 02/10/45    | MERCK & CO INC REGD 3.70000000                                                                 | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40558.02     | 0.00%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 3.9% 03/07/39    | MERCK & CO INC REGD 3.90000000                                                                 | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22809.60     | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 4% 03/07/49      | MERCK & CO INC REGD 4.00000000                                                                 | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40760.19     | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.45% 06/24/50   | MERCK & CO INC REGD 2.45000000                                                                 | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       50000 | PA      | $30165.68     | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.75% 12/10/51   | MERCK & CO INC REGD 2.75000000                                                                 | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      390000 | PA      | $245934.65    | 0.01%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.9% 12/10/61    | MERCK & CO INC REGD 2.90000000                                                                 | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       50000 | PA      | $29706.68     | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 3.85% 09/15/27   | MERCK & CO INC REGD 3.85000000                                                                 | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100543.08    | 0.01%             | 2027-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 4.15% 09/15/30   | MERCK & CO INC REGD 4.15000000                                                                 | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101161.89    | 0.01%             | 2030-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 4.95% 09/15/35   | MERCK & CO INC REGD 4.95000000                                                                 | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102596.64    | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 5.55% 12/04/55   | MERCK & CO INC REGD 5.55000000                                                                 | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      440000 | PA      | $441360.91    | 0.02%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 6.375% 06/15/34     | METLIFE INC REGD 6.37500000                                                                    | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27915.39     | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 5.7% 06/15/35       | METLIFE INC REGD 5.70000000                                                                    | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26734.41     | 0.00%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 6.4% 12/15/36       | METLIFE INC REGD 6.40000000                                                                    | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      540000 | PA      | $565245.54    | 0.03%             | 2066-12-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 4.125% 08/13/42     | METLIFE INC REGD 4.12500000                                                                    | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21327.89     | 0.00%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 4.875% 11/13/43     | METLIFE INC REGD 4.87500000                                                                    | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23203.22     | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 4.05% 03/01/45      | METLIFE INC REGD 4.05000000                                                                    | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20697.44     | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 5% 07/15/52         | METLIFE INC REGD 5.00000000                                                                    | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22595.51     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 5.25% 01/15/54      | METLIFE INC REGD 5.25000000                                                                    | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23530.48     | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 5.375% 07/15/33     | METLIFE INC REGD 5.37500000                                                                    | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52727.25     | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC V/R 03/15/56        | METLIFE INC REGD V/R SER . 5.85000000                                                          | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1243000 | PA      | $1234144.27   | 0.07%             | 2056-03-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| MFRA 2024-RTL3 A V/R 11/25/39   | MFA 2024-RTL3 TRUST SER 2024-RTL3 CL A1 V/R REGD 144A P/P 5.91300000                           | CUSIP: 59319PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2013415.40   | 0.11%             | 2039-11-25      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP 3.45% 08/08/36   | MICROSOFT CORP REGD 3.45000000                                                                 | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46195.58     | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 4.5% 02/06/57    | MICROSOFT CORP REGD 4.50000000                                                                 | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45035.19     | 0.00%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 2.525% 06/01/50  | MICROSOFT CORP REGD 2.52500000                                                                 | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      150000 | PA      | $93484.64     | 0.00%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 2.921% 03/17/52  | MICROSOFT CORP REGD 2.92100000                                                                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      150000 | PA      | $99999.98     | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 3.041% 03/17/62  | MICROSOFT CORP REGD 3.04100000                                                                 | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31462.07     | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 2.5% 09/15/50    | MICROSOFT CORP REGD 2.50000000                                                                 | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       50000 | PA      | $30939.51     | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOL 5.875% 09/15/33  | MICRON TECHNOLOGY INC REGD 5.87500000                                                          | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26909.97     | 0.00%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLO 6.05% 11/01/35  | MICRON TECHNOLOGY INC REGD 6.05000000                                                          | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      335000 | PA      | $364071.00    | 0.02%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTM 5% 03/15/34  | MID-AMERICA APARTMENTS REGD 5.00000000                                                         | CUSIP: 59523UAV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25500.15     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENER 3.1% 05/01/27  | MIDAMERICAN ENERGY CO REGD 3.10000000                                                          | CUSIP: 595620AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       47000 | PA      | $46780.29     | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENE 5.85% 09/15/54  | MIDAMERICAN ENERGY CO REGD 5.85000000                                                          | CUSIP: 595620AY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      141000 | PA      | $147298.65    | 0.01%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENER 5.3% 02/01/55  | MIDAMERICAN ENERGY CO REGD 5.30000000                                                          | CUSIP: 595620AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      167000 | PA      | $162122.51    | 0.01%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATH 6.125% 04/01/36  | BERKSHIRE HATHAWAY ENERG REGD 6.12500000                                                       | CUSIP: 59562VAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27436.28     | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOL 5.625% 08/15/29  | MIDAS OPCO HOLDINGS LLC REGD 144A P/P 5.62500000                                               | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $124635.83    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ATHENAHEALTH GRO 6.5% 02/15/30  | ATHENAHEALTH GROUP INC REGD 144A P/P 6.50000000                                                | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      500000 | PA      | $472509.75    | 0.03%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MITER BRAND / M 6.75% 04/01/32  | MITER BRAND / MIWD BORR REGD 144A P/P 6.75000000                                               | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      190000 | PA      | $191725.58    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 07/10/31  | MIZUHO FINANCIAL GROUP REGD V/R 2.20100000                                                     | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $184103.24    | 0.01%             | 2031-07-10      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 07/06/34  | MIZUHO FINANCIAL GROUP REGD V/R 5.74800000                                                     | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $213818.83    | 0.01%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 05/13/36  | MIZUHO FINANCIAL GROUP REGD V/R 5.42200000                                                     | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $209333.84    | 0.01%             | 2036-05-13      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEV 4.2% 07/15/46  | MOLSON COORS BEVERAGE REGD 4.20000000                                                          | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40687.48     | 0.00%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORA 4.25% 02/01/29  | MOODY'S CORPORATION REGD 4.25000000                                                            | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      245000 | PA      | $247946.73    | 0.01%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATIO 2% 08/19/31  | MOODY'S CORPORATION REGD 2.00000000                                                            | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |       42000 | PA      | $37743.50     | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO 5.625% 11/15/43       | MOSAIC CO REGD 5.62500000                                                                      | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24505.68     | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 4.6% 05/23/29  | MOTOROLA SOLUTIONS INC REGD 4.60000000                                                         | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       83000 | PA      | $84324.42     | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTI 2.75% 05/24/31  | MOTOROLA SOLUTIONS INC REGD 2.75000000                                                         | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       37000 | PA      | $34329.54     | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 5.6% 06/01/32  | MOTOROLA SOLUTIONS INC REGD 5.60000000                                                         | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       26000 | PA      | $27636.84     | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOUNT NITTANY  3.799% 11/15/52  | MOUNT NITTANY MED CTR REGD SER 2022 3.79900000                                                 | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       88000 | PA      | $67803.74     | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROW 3.875% 04/01/29  | MEDLINE BORROWER LP REGD 144A P/P 3.87500000                                                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1480786.66   | 0.08%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2019-01 M10 V/R 10/25/49   | MULTIFAMILY CONNECTICUT AVENUE SECUR SER 2019-01 CL M10 V/R REGD 144A P/P 7.03169000           | CUSIP: 62547NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2556168 | PA      | $2599638.94   | 0.14%             | 2049-10-25      | Variable      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| MCAS 2023-01 M10 V/R 02/25/32   | MULTIFAMILY CONNECTICUT AVENUE SECUR SER 2023-01 CL M10 V/R REGD 144A P/P 10.16721000          | CUSIP: 62548NAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1728610.20   | 0.09%             | 2053-11-25      | Variable      | 10.17%                | Yes           |                  2 | On Loan: No      |
| MCAS 2020-01 M10 V/R 03/25/50   | MULTIFAMILY CONNECTICUT AVENUE SECUR SER 2020-01 CL M10 V/R REGD 144A P/P 7.53169000           | CUSIP: 62548QAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1646792 | PA      | $1674903.42   | 0.09%             | 2050-03-25      | Variable      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| MVWOT 2025-1A  5.75% 04/20/39   | MVW 2025-1 LLC SER 2025-1A CL C REGD 144A P/P 5.75000000                                       | CUSIP: 627924AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      765998 | PA      | $778280.20    | 0.04%             | 2042-09-22      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UTAH ACQUISITIO 5.25% 06/15/46  | UTAH ACQUISITION SUB REGD SER WI 5.25000000                                                    | CUSIP: 62854AAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $21078.57     | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUNDT 2024-1A  6.75% 07/30/31   | NBC FUNDING LLC SER 2024-1A CL A2 REGD 144A P/P 6.75000000                                     | CUSIP: 62878YAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2311650 | PA      | $2384513.21   | 0.13%             | 2054-07-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NCR VOYIX CORP 5% 10/01/28      | NCR VOYIX CORP REGD 144A P/P 5.00000000                                                        | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      245000 | PA      | $240953.16    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATIO 5.875% 01/15/31  | NCL CORPORATION LTD REGD 144A P/P 5.87500000                                                   | CUSIP: 62886HBY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $40431.12     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NMNL 2025-1A B 5.33% 11/20/30   | NMABS ISSUER I LLC SER 2025-1A CL B REGD 144A P/P 5.33000000                                   | CUSIP: 629174AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1888819 | PA      | $1895972.11   | 0.10%             | 2055-11-22      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| NGL ENRGY OP/F 8.125% 02/15/29  | NGL ENRGY OP/FIN CORP REGD 144A P/P 8.12500000                                                 | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103769.20    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC 5.75% 01/15/28   | NRG ENERGY INC REGD SER WI 5.75000000                                                          | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      205000 | PA      | $205095.30    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 5.25% 06/15/29   | NRG ENERGY INC REGD 144A P/P 5.25000000                                                        | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      380000 | PA      | $381634.76    | 0.02%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC 4.734% 10/15/30  | NRG ENERGY INC REGD 144A P/P 4.73400000                                                        | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80805.52     | 0.00%             | 2030-10-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC 5.407% 10/15/35  | NRG ENERGY INC REGD 144A P/P 5.40700000                                                        | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      977000 | PA      | $988079.74    | 0.05%             | 2035-10-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 2.5% 05/11/31  | NXP BV/NXP FDG/NXP USA REGD 2.50000000                                                         | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      296000 | PA      | $271213.76    | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC 5.55% 02/15/34       | NASDAQ INC REGD 5.55000000                                                                     | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      232000 | PA      | $244540.73    | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALI V/R 01/12/37  | NATIONAL AUSTRALIA BANK REGD V/R 144A P/P 3.34700000                                           | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     1500000 | PA      | $1392904.52   | 0.07%             | 2037-01-12      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL FUEL GA 5.5% 03/15/30  | NATIONAL FUEL GAS CO REGD 5.50000000                                                           | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26034.18     | 0.00%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC 3.1% 04/15/50      | NNN REIT INC REGD 3.10000000                                                                   | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      124000 | PA      | $83075.81     | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC 3.5% 04/15/51      | NNN REIT INC REGD 3.50000000                                                                   | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      238000 | PA      | $172698.39    | 0.01%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL  4.85% 02/07/29  | NATIONAL RURAL UTIL COOP REGD MTN SER GMTN 4.85000000                                          | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102735.11    | 0.01%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHI 4.556% 11/01/52  | NATIONWIDE CHILDREN HOSP REGD 4.55600000                                                       | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |       90000 | PA      | $80559.87     | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC 9.5% 04/01/29    | NCR ATLEOS LLC REGD 144A P/P 9.50000000                                                        | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      190000 | PA      | $204116.24    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 05/23/31  | NATWEST GROUP PLC REGD V/R 5.11500000                                                          | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      915000 | PA      | $944268.94    | 0.05%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS  1.6% 09/29/26  | NATWEST MARKETS PLC REGD 144A P/P 1.60000000                                                   | CUSIP: 63906YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      500000 | PA      | $493401.82    | 0.03%             | 2026-09-29      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| NAVSL 2017-3A A3 V/R 09/25/29   | NAVIENT STUDENT LOAN TRUST 2017-3 SER 2017-3A CL A3 V/R 144A P/P 4.83169000                    | CUSIP: 63940JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      845700 | PA      | $858541.97    | 0.05%             | 2066-07-26      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| NBLY 2023-1A  7.308% 01/30/28   | NEIGHBORLY ISSUER 2023-1 SER 2023-1A CL A2 REGD 144A P/P 7.30800000                            | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2182500 | PA      | $2210318.15   | 0.12%             | 2053-01-30      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| NSLT 2006-1 A6 V/R 08/23/36     | NELNET STUDENT LOAN TRUST 2006-1 SER 2006-1 CL A6 V/R 144A P/P 4.37565000                      | CUSIP: 64033HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      457190 | PA      | $455194.62    | 0.02%             | 2036-08-23      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC 4.9% 08/15/34       | NETFLIX INC REGD 4.90000000                                                                    | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25794.12     | 0.00%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| USRE 2021-1 B1 2.41% 10/20/26   | NEW ECONOMY ASSETS - PHASE 1 SPONSOR LLC SER 2021-1 CL B1 REGD 144A P/P 2.41000000             | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1090000 | PA      | $718460.75    | 0.04%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST  6.561% 12/15/40  | NEW JERSEY ST TRANSPRTN TRUST REGD N/C B/E 6.56100000                                          | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |       85000 | PA      | $97670.04     | 0.01%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| NZES 2025-FHT1  S/UP 03/25/30   | NRM FHT1 EXCESS OWNER LLC SER 2025-FHT1 CL A S/UP REGD 144A P/P 6.54500000                     | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2096383 | PA      | $2139301.14   | 0.11%             | 2032-03-25      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE  5.875% 05/15/33  | NEW YORK LIFE INSURANCE REGD P/P 5.87500000                                                    | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |      980000 | PA      | $1049723.94   | 0.06%             | 2033-05-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK NY 5.263% 10/01/52     | NEW YORK NY REGD N/C B/E 5.26300000                                                            | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      100000 | PA      | $99840.76     | 0.01%             | 2052-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS  6.625% 09/15/29  | NEWELL BRANDS INC REGD 6.62500000                                                              | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      375000 | PA      | $381143.64    | 0.02%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS  6.375% 05/15/30  | NEWELL BRANDS INC REGD 6.37500000                                                              | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      105000 | PA      | $105410.45    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP 5.875% 04/01/35    | NEWMONT CORP REGD SER * 5.87500000                                                             | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      108000 | PA      | $117529.35    | 0.01%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP 2.6% 07/15/32      | NEWMONT CORP REGD 2.60000000                                                                   | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |       61000 | PA      | $56130.38     | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEWS CORP 3.875% 05/15/29       | NEWS CORP REGD 144A P/P 3.87500000                                                             | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |     1982000 | PA      | $1934268.33   | 0.10%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NEWS CORP 5.125% 02/15/32       | NEWS CORP REGD 144A P/P 5.12500000                                                             | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      335000 | PA      | $333733.79    | 0.02%             | 2032-02-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CNOOC PETROLEUM  6.4% 05/15/37  | CNOOC PETROLEUM NORTH REGD 6.40000000                                                          | CUSIP: 65334HAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       25000 | PA      | $29827.80     | 0.00%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  2.75% 11/01/29  | NEXTERA ENERGY CAPITAL REGD 2.75000000                                                         | CUSIP: 65339KBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $191892.19    | 0.01%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  2.25% 06/01/30  | NEXTERA ENERGY CAPITAL REGD 2.25000000                                                         | CUSIP: 65339KBR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $46425.18     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  5.05% 02/28/33  | NEXTERA ENERGY CAPITAL REGD 5.05000000                                                         | CUSIP: 65339KCP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51668.57     | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  5.25% 03/15/34  | NEXTERA ENERGY CAPITAL REGD 5.25000000                                                         | CUSIP: 65339KCU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51834.11     | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CA V/R 08/15/55  | NEXTERA ENERGY CAPITAL REGD V/R SER . 6.50000000                                               | CUSIP: 65339KDF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $169699.88    | 0.01%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA  5.625% 07/15/27  | NEXSTAR MEDIA INC REGD 144A P/P 5.62500000                                                     | CUSIP: 65343HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      220000 | PA      | $220172.48    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NIAGARA MOHAWK 5.996% 07/03/55  | NIAGARA MOHAWK POWER REGD 144A P/P 5.99600000                                                  | CUSIP: 653522DV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1835000 | PA      | $1875310.25   | 0.10%             | 2055-07-03      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NIKE INC 3.875% 11/01/45        | NIKE INC REGD 3.87500000                                                                       | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20614.25     | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIKE INC 3.25% 03/27/40         | NIKE INC REGD 3.25000000                                                                       | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20623.50     | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NIKE INC 3.375% 03/27/50        | NIKE INC REGD 3.37500000                                                                       | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36654.97     | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NI 7.143% 02/23/30  | REPUBLIC OF NIGERIA REGD 144A P/P 7.14300000                                                   | CUSIP: 65412JAD5<br>LEI: N/A                  | Long             | DBT              | USGA              | NG        |      260000 | PA      | $268371.84    | 0.01%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC 3.6% 05/01/30      | NISOURCE INC REGD 3.60000000                                                                   | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      153000 | PA      | $150219.97    | 0.01%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.25% 03/30/28     | NISOURCE INC REGD 5.25000000                                                                   | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       61000 | PA      | $62571.97     | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC V/R 11/30/54       | NISOURCE INC REGD V/R 6.95000000                                                               | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      115000 | PA      | $120305.64    | 0.01%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.85% 04/01/55     | NISOURCE INC REGD 5.85000000                                                                   | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25231.40     | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.35% 07/15/35     | NISOURCE INC REGD 5.35000000                                                                   | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51686.33     | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 3.49% 05/15/27     | NISOURCE INC REGD 3.49000000                                                                   | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74638.13     | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ 6.625% 05/15/39       | NOKIA OYJ REGD 6.62500000                                                                      | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |      350000 | PA      | $380093.35    | 0.02%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II L 8% 04/15/30  | NOBLE FINANCE II LLC REGD 144A P/P 8.00000000                                                  | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $67689.57     | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| NOMURA HOLDINGS 6.07% 07/12/28  | NOMURA HOLDINGS INC REGD 6.07000000                                                            | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $209060.89    | 0.01%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC 4.375% 04/01/30   | NORDSTROM INC REGD 4.37500000                                                                  | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      120000 | PA      | $115631.92    | 0.01%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHE 3.942% 11/01/47  | NORFOLK SOUTHERN CORP REGD SER WI 3.94200000                                                   | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      138000 | PA      | $111155.99    | 0.01%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHER 2.55% 11/01/29  | NORFOLK SOUTHERN CORP REGD 2.55000000                                                          | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       46000 | PA      | $43860.76     | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHE 3.155% 05/15/55  | NORFOLK SOUTHERN CORP REGD SER WI 3.15500000                                                   | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       52000 | PA      | $34195.65     | 0.00%             | 2055-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN 2.3% 05/15/31  | NORFOLK SOUTHERN CORP REGD 2.30000000                                                          | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      166000 | PA      | $151604.99    | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES  2.9% 03/01/50  | NORTHERN STATES PWR-MINN REGD 2.90000000                                                       | CUSIP: 665772CR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      211000 | PA      | $141401.26    | 0.01%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES  2.6% 06/01/51  | NORTHERN STATES PWR-MINN REGD 2.60000000                                                       | CUSIP: 665772CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      136000 | PA      | $85782.35     | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES  5.1% 05/15/53  | NORTHERN STATES PWR-MINN REGD 5.10000000                                                       | CUSIP: 665772CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       62000 | PA      | $58302.41     | 0.00%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDS 6.75% 07/15/32  | NORTHRIVER MIDSTREAM FIN REGD 144A P/P 6.75000000                                              | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $102893.10    | 0.01%             | 2032-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NORTHROP GRUMMA 4.75% 06/01/43  | NORTHROP GRUMMAN CORP REGD 4.75000000                                                          | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       64000 | PA      | $60340.36     | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMA 3.25% 01/15/28  | NORTHROP GRUMMAN CORP REGD 3.25000000                                                          | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      600000 | PA      | $594157.53    | 0.03%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMA 4.03% 10/15/47  | NORTHROP GRUMMAN CORP REGD 4.03000000                                                          | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       51000 | PA      | $41905.74     | 0.00%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMA 5.25% 05/01/50  | NORTHROP GRUMMAN CORP REGD 5.25000000                                                          | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      280000 | PA      | $270733.45    | 0.01%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN 4.7% 03/15/33  | NORTHROP GRUMMAN CORP REGD 4.70000000                                                          | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      334000 | PA      | $341325.83    | 0.02%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE 4% 04/01/27  | NORTHWEST PIPELINE LLC REGD SER WI 4.00000000                                                  | CUSIP: 66775VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       74000 | PA      | $74054.96     | 0.00%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MU 3.45% 03/30/51  | NORTHWESTERN MUTUAL LIFE REGD 144A P/P 3.45000000                                              | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1142813.87   | 0.06%             | 2051-03-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MU 6.17% 05/29/55  | NORTHWESTERN MUTUAL LIFE REGD 144A P/P 6.17000000                                              | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      510000 | PA      | $550691.89    | 0.03%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS C 8.5% 11/15/28  | NOVA CHEMICALS CORP REGD 144A P/P 8.50000000                                                   | CUSIP: 66977WAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      150000 | PA      | $157214.85    | 0.01%             | 2028-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS COR 9% 02/15/30  | NOVA CHEMICALS CORP REGD 144A P/P 9.00000000                                                   | CUSIP: 66977WAU3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      165000 | PA      | $175587.72    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| NOVARTIS CAPITAL 3.8% 09/18/29  | NOVARTIS CAPITAL CORP REGD 3.80000000                                                          | CUSIP: 66989HAT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100143.90    | 0.01%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL 4.1% 11/05/30  | NOVARTIS CAPITAL CORP REGD 4.10000000                                                          | CUSIP: 66989HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100705.39    | 0.01%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL 4.3% 11/05/32  | NOVARTIS CAPITAL CORP REGD 4.30000000                                                          | CUSIP: 66989HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100802.01    | 0.01%             | 2032-11-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP 6.4% 12/01/37        | NUCOR CORP REGD 6.40000000                                                                     | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |       25000 | PA      | $28337.25     | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP 2.979% 12/15/55      | NUCOR CORP REGD SER WI 2.97900000                                                              | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15982.54     | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP 3.85% 04/01/52       | NUCOR CORP REGD 3.85000000                                                                     | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19469.93     | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTI 6.375% 10/01/30  | NUSTAR LOGISTICS LP REGD 6.37500000                                                            | CUSIP: 67059TAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $100076.71    | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP 3.5% 04/01/40       | NVIDIA CORP REGD 3.50000000                                                                    | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21568.16     | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP 3.5% 04/01/50       | NVIDIA CORP REGD 3.50000000                                                                    | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38206.91     | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 4.9% 06/01/43       | NUTRIEN LTD REGD 4.90000000                                                                    | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $23164.58     | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 5% 04/01/49         | NUTRIEN LTD REGD 5.00000000                                                                    | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $23035.14     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 3.95% 05/13/50      | NUTRIEN LTD REGD 3.95000000                                                                    | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $19589.74     | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFI 5.125% 06/23/51  | OFFICE CHERIFIEN DES PHO REGD 144A P/P 5.12500000                                              | CUSIP: 67091TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |      400000 | PA      | $334843.20    | 0.02%             | 2051-06-23      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| OBX 2021-NQM4 A1 V/R 10/25/61   | OBX 2021-NQM4 TRUST SER 2021-NQM4 CL A1 V/R REGD 144A P/P 1.95700000                           | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2055952 | PA      | $1821407.67   | 0.10%             | 2061-10-25      | Variable      | 1.96%                 | Yes           |                  2 | On Loan: No      |
| OAKIG 2020-1A  5.11% 11/20/25   | OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2 SER 2020-1A CL B1 REGD 144A P/P 5.11000000 | CUSIP: 67181DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1675000 | PA      | $948462.39    | 0.05%             | 2050-11-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| CHORD ENERGY CO 6.75% 03/15/33  | CHORD ENERGY CORP REGD 144A P/P 6.75000000                                                     | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       70000 | PA      | $72757.51     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CHORD ENERGY CORP 6% 10/01/30   | CHORD ENERGY CORP REGD 144A P/P 6.00000000                                                     | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66361.62     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETR 6.45% 09/15/36  | OCCIDENTAL PETROLEUM COR REGD 6.45000000                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54490.05     | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETRO 6.2% 03/15/40  | OCCIDENTAL PETROLEUM COR REGD 6.20000000                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26106.58     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETRO 6.6% 03/15/46  | OCCIDENTAL PETROLEUM COR REGD 6.60000000                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53158.10     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETR 5.55% 10/01/34  | OCCIDENTAL PETROLEUM COR REGD 5.55000000                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52147.25     | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-1A B 5.66% 06/20/27   | OCTANE RECEIVABLES TRUST 2024-1 SER 2024-1A CL B REGD 144A P/P 5.66000000                      | CUSIP: 67571FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      933000 | PA      | $946275.47    | 0.05%             | 2030-05-20      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| OEKB OEST. KONTROL 4% 05/28/28  | OEKB OEST. KONTROLLBANK REGD 4.00000000                                                        | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |      150000 | PA      | $151867.46    | 0.01%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY 4% 06/01/49  | OHIO POWER COMPANY REGD 4.00000000                                                             | CUSIP: 677415CR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       66000 | PA      | $51814.49     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPA 2.6% 04/01/30  | OHIO POWER COMPANY REGD SER P 2.60000000                                                       | CUSIP: 677415CS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      113000 | PA      | $106796.39    | 0.01%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPA 2.9% 10/01/51  | OHIO POWER COMPANY REGD SER R 2.90000000                                                       | CUSIP: 677415CU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      438000 | PA      | $276997.39    | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY 5% 06/01/33  | OHIO POWER COMPANY REGD 5.00000000                                                             | CUSIP: 677415CV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       89000 | PA      | $91124.39     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC IN 3.85% 06/11/51  | OLD REPUBLIC INTL CORP REGD 3.85000000                                                         | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18111.50     | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE  4.75% 01/15/28  | OMEGA HLTHCARE INVESTORS REGD 4.75000000                                                       | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25261.39     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE 3.625% 10/01/29  | OMEGA HLTHCARE INVESTORS REGD 3.62500000                                                       | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24390.06     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCT 3.875% 09/01/28  | ON SEMICONDUCTOR CORP REGD 144A P/P 3.87500000                                                 | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |       70000 | PA      | $68592.77     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| OMNIS FUNDING  6.722% 05/15/55  | OMNIS FUNDING TRUST REGD 144A P/P 6.72200000                                                   | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1405000 | PA      | $1466547.80   | 0.08%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC D 2.7% 11/15/51  | ONCOR ELECTRIC DELIVERY REGD 2.70000000                                                        | CUSIP: 68233JCD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $15300.13     | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC  4.55% 09/15/32  | ONCOR ELECTRIC DELIVERY REGD 4.55000000                                                        | CUSIP: 68233JCK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50668.68     | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC  4.95% 09/15/52  | ONCOR ELECTRIC DELIVERY REGD 4.95000000                                                        | CUSIP: 68233JCM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $45680.82     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC  5.65% 11/15/33  | ONCOR ELECTRIC DELIVERY REGD 5.65000000                                                        | CUSIP: 68233JCS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $53663.09     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OBP 2019-OBP  2.516% 09/15/29   | ONE BRYANT PARK TRUST 2019-OBP SER 2019-OBP CL A REGD 144A P/P 2.51641000                      | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1880473.20   | 0.10%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| ONYP 2020-1NYP A V/R 01/15/23   | ONE NEW YORK PLAZA TRUST 2020-1NYP SER 2020-1NYP CL A V/R REGD 144A P/P 4.72448000             | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3052600 | PA      | $2987699.24   | 0.16%             | 2036-01-15      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC 5.2% 07/15/48         | ONEOK INC REGD 5.20000000                                                                      | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91313.12     | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.5% 03/15/50         | ONEOK INC REGD 4.50000000                                                                      | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20790.73     | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.8% 11/01/30         | ONEOK INC REGD 5.80000000                                                                      | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      200000 | PA      | $212294.19    | 0.01%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.05% 09/01/33        | ONEOK INC REGD 6.05000000                                                                      | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      165000 | PA      | $177325.57    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.625% 09/01/53       | ONEOK INC REGD 6.62500000                                                                      | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      105000 | PA      | $111707.08    | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.15% 10/15/43        | ONEOK INC REGD 5.15000000                                                                      | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23146.16     | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.85% 02/01/49        | ONEOK INC REGD 4.85000000                                                                      | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21508.65     | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 3.95% 03/01/50        | ONEOK INC REGD 3.95000000                                                                      | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37008.24     | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.05% 11/01/34        | ONEOK INC REGD 5.05000000                                                                      | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25102.79     | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS  6.65% 10/01/36  | ONEOK PARTNERS LP REGD 6.65000000                                                              | CUSIP: 68268NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27812.46     | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANC 6.625% 05/15/29  | ONEMAIN FINANCE CORP REGD 6.62500000                                                           | CUSIP: 682691AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $281633.83    | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD 10% 04/15/32     | 1261229 BC LTD REGD 144A P/P 10.00000000                                                       | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      255000 | PA      | $264514.50    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| ONTARIO (PROVIN 5.05% 04/24/34  | ONTARIO (PROVINCE OF) REGD 5.05000000                                                          | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |       50000 | PA      | $53463.61     | 0.00%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVIN 4.45% 11/20/35  | ONTARIO (PROVINCE OF) REGD 4.45000000                                                          | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |      200000 | PA      | $203818.58    | 0.01%             | 2035-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINC 3.1% 05/19/27  | ONTARIO (PROVINCE OF) REGD 3.10000000                                                          | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | USGA              | CA        |      200000 | PA      | $199034.25    | 0.01%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OPTN 2024-2 D 10.47% 02/09/32   | OPORTUN ISSUANCE TRUST 2024-2 SER 2024-2 CL D REGD 144A P/P 10.47000000                        | CUSIP: 68377KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1400000 | PA      | $1442114.38   | 0.08%             | 2032-02-09      | Fixed         | 10.47%                | Yes           |                  2 | On Loan: No      |
| OPTN 2021-C A 2.18% 10/08/31    | OPORTUN ISSUANCE TRUST 2021-C SER 2021-C CL A REGD 144A P/P 2.18000000                         | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      562176 | PA      | $553611.39    | 0.03%             | 2031-10-08      | Fixed         | 2.18%                 | Yes           |                  2 | On Loan: No      |
| OPTN 2025-B B 5.28% 05/09/33    | OPORTUN ISSUANCE TRUST 2025-B SER 2025-B CL B REGD 144A P/P 5.28000000                         | CUSIP: 68378QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1006394.20   | 0.05%             | 2033-05-09      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| OPTN 2025-C B 4.93% 09/01/27    | OPORTUN ISSUANCE TRUST 2025-C SER 2025-C CL B REGD 144A P/P 4.93000000                         | CUSIP: 68378RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3009430.20   | 0.16%             | 2033-07-08      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP    5.375% 07/15/40  | ORACLE CORP REGD 5.37500000                                                                    | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       88000 | PA      | $80563.17     | 0.00%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.3% 07/08/34       | ORACLE CORP REGD 4.30000000                                                                    | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      238000 | PA      | $218395.69    | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.375% 05/15/55     | ORACLE CORP REGD 4.37500000                                                                    | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      232000 | PA      | $160438.47    | 0.01%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.85% 07/15/36      | ORACLE CORP REGD 3.85000000                                                                    | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       37000 | PA      | $31587.57     | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4% 07/15/46         | ORACLE CORP REGD 4.00000000                                                                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      111000 | PA      | $77532.92     | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.8% 11/15/37       | ORACLE CORP REGD 3.80000000                                                                    | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      200000 | PA      | $164976.79    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4% 11/15/47         | ORACLE CORP REGD 4.00000000                                                                    | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       91000 | PA      | $62698.97     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.95% 04/01/30      | ORACLE CORP REGD 2.95000000                                                                    | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93088.74     | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.6% 04/01/50       | ORACLE CORP REGD 3.60000000                                                                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      280000 | PA      | $175152.94    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.85% 04/01/60      | ORACLE CORP REGD 3.85000000                                                                    | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      600000 | PA      | $365514.79    | 0.02%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.65% 03/25/41      | ORACLE CORP REGD 3.65000000                                                                    | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      500000 | PA      | $371665.41    | 0.02%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.95% 03/25/51      | ORACLE CORP REGD 3.95000000                                                                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       60000 | PA      | $39736.28     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.875% 03/25/31     | ORACLE CORP REGD 2.87500000                                                                    | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      600000 | PA      | $545699.66    | 0.03%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.25% 11/09/32      | ORACLE CORP REGD 6.25000000                                                                    | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       46000 | PA      | $48600.29     | 0.00%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.375% 09/27/54     | ORACLE CORP REGD 5.37500000                                                                    | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      317000 | PA      | $257439.00    | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6% 08/03/55         | ORACLE CORP REGD 6.00000000                                                                    | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22052.01     | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.45% 09/26/30      | ORACLE CORP REGD 4.45000000                                                                    | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1570000 | PA      | $1543828.36   | 0.08%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.2% 09/26/35       | ORACLE CORP REGD 5.20000000                                                                    | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96900.08     | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.95% 09/26/55      | ORACLE CORP REGD 5.95000000                                                                    | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $918441.23    | 0.05%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.55% 02/04/29      | ORACLE CORP REGD 4.55000000                                                                    | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      525000 | PA      | $526416.72    | 0.03%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.7% 02/04/36       | ORACLE CORP REGD 5.70000000                                                                    | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2867000 | PA      | $2870122.14   | 0.15%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.55% 02/04/46      | ORACLE CORP REGD 6.55000000                                                                    | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      230000 | PA      | $224898.98    | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.7% 02/04/56       | ORACLE CORP REGD 6.70000000                                                                    | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1434424.67   | 0.08%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.85% 02/04/66      | ORACLE CORP REGD 6.85000000                                                                    | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      475000 | PA      | $455391.26    | 0.02%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CO 7.5% 05/13/35  | ORBIA ADVANCE CORP SAB REGD 144A P/P 7.50000000                                                | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      530000 | PA      | $534727.60    | 0.03%             | 2035-05-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/O 4.125% 04/30/28  | ORGANON & CO/ORGANON FOR REGD 144A P/P 4.12500000                                              | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $250463.45    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| OTIS WORLDWIDE 2.565% 02/15/30  | OTIS WORLDWIDE CORP REGD SER WI 2.56500000                                                     | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      210000 | PA      | $198575.27    | 0.01%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE  5.25% 08/16/28  | OTIS WORLDWIDE CORP REGD 5.25000000                                                            | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29939.88     | 0.00%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA  4.25% 01/15/29  | OUTFRONT MEDIA CAP LLC/C REGD 144A P/P 4.25000000                                              | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $122747.30    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| OUTFRONT MEDIA 7.375% 02/15/31  | OUTFRONT MEDIA CAP LLC/C REGD 144A P/P 7.37500000                                              | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $10563.33     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| OVINTIV INC 6.25% 07/15/33      | OVINTIV INC REGD 6.25000000                                                                    | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      177000 | PA      | $191067.69    | 0.01%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY 6.625% 05/13/27  | OWENS-BROCKWAY REGD 144A P/P 6.62500000                                                        | CUSIP: 69073TAT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $85131.75     | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| OWENS CORNING 4.4% 01/30/48     | OWENS CORNING REGD 4.40000000                                                                  | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21171.29     | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING 5.95% 06/15/54    | OWENS CORNING REGD 5.95000000                                                                  | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51875.09     | 0.00%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT  4.7% 02/08/27  | BLUE OWL CREDIT INCOME REGD SER * 4.70000000                                                   | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24600.33     | 0.00%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT 7.75% 09/16/27  | BLUE OWL CREDIT INCOME REGD SER * 7.75000000                                                   | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25484.16     | 0.00%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT 7.75% 01/15/29  | BLUE OWL CREDIT INCOME REGD 7.75000000                                                         | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25966.72     | 0.00%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITA 5.95% 03/15/29  | BLUE OWL CAPITAL CORP REGD 5.95000000                                                          | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1041721.02   | 0.06%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| PECO ENERGY CO 3.05% 03/15/51   | PECO ENERGY CO REGD 3.05000000                                                                 | CUSIP: 693304BA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       46000 | PA      | $30850.43     | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 4.6% 05/15/52    | PECO ENERGY CO REGD 4.60000000                                                                 | CUSIP: 693304BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       74000 | PA      | $64544.74     | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 4.375% 08/15/52  | PECO ENERGY CO REGD 4.37500000                                                                 | CUSIP: 693304BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       91000 | PA      | $76319.77     | 0.00%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP 5% 07/01/28           | PG&E CORP REGD 5.00000000                                                                      | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      145000 | PA      | $144715.39    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP 5.25% 07/01/30        | PG&E CORP REGD 5.25000000                                                                      | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      180000 | PA      | $180250.30    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP V/R 03/15/55          | PG&E CORP REGD V/R 7.37500000                                                                  | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1532753.12   | 0.08%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP V/R 09/15/56          | PG&E CORP REGD V/R 6.85000000                                                                  | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      225000 | PA      | $226026.31    | 0.01%             | 2056-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL S 2.55% 01/22/30  | PNC FINANCIAL SERVICES REGD 2.55000000                                                         | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47451.42     | 0.00%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 10/28/33  | PNC FINANCIAL SERVICES REGD V/R 6.03700000                                                     | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54336.88     | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 01/24/34  | PNC FINANCIAL SERVICES REGD V/R 5.06800000                                                     | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51695.84     | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 06/12/29  | PNC FINANCIAL SERVICES REGD V/R 5.58200000                                                     | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      420000 | PA      | $435473.48    | 0.02%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 10/20/34  | PNC FINANCIAL SERVICES REGD V/R 6.87500000                                                     | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      200000 | PA      | $227836.40    | 0.01%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 01/22/35  | PNC FINANCIAL SERVICES REGD V/R 5.67600000                                                     | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53085.08     | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 07/23/35  | PNC FINANCIAL SERVICES REGD V/R 5.40100000                                                     | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26050.13     | 0.00%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 01/29/31  | PNC FINANCIAL SERVICES REGD V/R 5.22200000                                                     | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104053.93    | 0.01%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 07/21/36  | PNC FINANCIAL SERVICES REGD V/R 5.37300000                                                     | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      160000 | PA      | $165971.11    | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 01/25/41  | PNC FINANCIAL SERVICES REGD V/R 4.07500000                                                     | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      320000 | PA      | $323656.21    | 0.02%             | 2041-01-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILI 5% 05/15/33  | PPL ELECTRIC UTILITIES REGD 5.00000000                                                         | CUSIP: 69351UBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25858.95     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UT 5.25% 05/15/53  | PPL ELECTRIC UTILITIES REGD 5.25000000                                                         | CUSIP: 69351UBB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24116.78     | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UT 4.85% 02/15/34  | PPL ELECTRIC UTILITIES REGD 4.85000000                                                         | CUSIP: 69351UBC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25591.87     | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC 5% 10/01/29       | PRA GROUP INC REGD 144A P/P 5.00000000                                                         | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |       90000 | PA      | $82877.24     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| PSEG POWER LLC 5.75% 05/15/35   | PSEG POWER LLC REGD 144A P/P 5.75000000                                                        | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      860000 | PA      | $901788.99    | 0.05%             | 2035-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2022-NQM1 A V/R 09/25/26   | PRPM 2022-NQM1 TRUST SER 2022-NQM1 CL A1 V/R REGD 144A P/P 5.50000000                          | CUSIP: 69378KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      656658 | PA      | $655191.59    | 0.03%             | 2067-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PRKCM 2023-AFC1  V/R 02/25/27   | PRKCM 2023-AFC1 TRUST SER 2023-AFC1 CL A1 V/R REGD 144A P/P 6.59800000                         | CUSIP: 693981AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      403252 | PA      | $402599.40    | 0.02%             | 2058-02-25      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & EL 2.5% 02/01/31  | PACIFIC GAS & ELECTRIC REGD 2.50000000                                                         | CUSIP: 694308JG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       89000 | PA      | $81421.72     | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.3% 08/01/40  | PACIFIC GAS & ELECTRIC REGD 3.30000000                                                         | CUSIP: 694308JH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $38781.59     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.5% 08/01/50  | PACIFIC GAS & ELECTRIC REGD 3.50000000                                                         | CUSIP: 694308JJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $62214.18     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.55% 07/01/30  | PACIFIC GAS & ELECTRIC REGD 4.55000000                                                         | CUSIP: 694308JM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2090000 | PA      | $2104249.77   | 0.11%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.95% 07/01/50  | PACIFIC GAS & ELECTRIC REGD 4.95000000                                                         | CUSIP: 694308JN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $43317.22     | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.5% 07/01/40  | PACIFIC GAS & ELECTRIC REGD 4.50000000                                                         | CUSIP: 694308JQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $88873.98     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 5.45% 06/15/27  | PACIFIC GAS & ELECTRIC REGD 5.45000000                                                         | CUSIP: 694308KF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $508534.42    | 0.03%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.75% 01/15/53  | PACIFIC GAS & ELECTRIC REGD 6.75000000                                                         | CUSIP: 694308KH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       28000 | PA      | $30291.85     | 0.00%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.15% 01/15/33  | PACIFIC GAS & ELECTRIC REGD 6.15000000                                                         | CUSIP: 694308KJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      136000 | PA      | $146204.92    | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 6.7% 04/01/53  | PACIFIC GAS & ELECTRIC REGD 6.70000000                                                         | CUSIP: 694308KK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $59469.88     | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 6.4% 06/15/33  | PACIFIC GAS & ELECTRIC REGD 6.40000000                                                         | CUSIP: 694308KM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      179000 | PA      | $195125.31    | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.95% 03/15/34  | PACIFIC GAS & ELECTRIC REGD 6.95000000                                                         | CUSIP: 694308KP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      111000 | PA      | $125175.63    | 0.01%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC 5% 06/04/28  | PACIFIC GAS & ELECTRIC REGD 5.00000000                                                         | CUSIP: 694308KW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      124000 | PA      | $126373.64    | 0.01%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 5.05% 10/15/32  | PACIFIC GAS & ELECTRIC REGD 5.05000000                                                         | CUSIP: 694308KY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1040122.87   | 0.06%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC 6% 05/01/56  | PACIFIC GAS & ELECTRIC REGD 6.00000000                                                         | CUSIP: 694308LB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $54321.55     | 0.00%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 5.75% 04/01/37       | PACIFICORP REGD 5.75000000                                                                     | CUSIP: 695114CD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25564.49     | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 5.45% 02/15/34       | PACIFICORP REGD 5.45000000                                                                     | CUSIP: 695114DD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51393.58     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 5.8% 01/15/55        | PACIFICORP REGD 5.80000000                                                                     | CUSIP: 695114DE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      890000 | PA      | $848307.00    | 0.05%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP  3.05% 10/01/51  | PACKAGING CORP OF AMERIC REGD 3.05000000                                                       | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16549.51     | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP O 5.7% 12/01/33  | PACKAGING CORP OF AMERIC REGD 5.70000000                                                       | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26667.25     | 0.00%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF 7.375% 04/08/31  | ISLAMIC REP OF PAKISTAN REGD 144A P/P MTN 7.37500000                                           | CUSIP: 695847AT0<br>LEI: N/A                  | Long             | DBT              | USGA              | PK        |      200000 | PA      | $198291.38    | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ISLAMIC REP OF 8.875% 04/08/51  | ISLAMIC REP OF PAKISTAN REGD 144A P/P MTN 8.87500000                                           | CUSIP: 695847AU7<br>LEI: N/A                  | Long             | DBT              | USGA              | PK        |      200000 | PA      | $198146.09    | 0.01%             | 2051-04-08      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PA 3.875% 03/17/28  | REPUBLIC OF PANAMA REGD 3.87500000                                                             | CUSIP: 698299BF0<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |      210000 | PA      | $208194.00    | 0.01%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PAN 3.16% 01/23/30  | REPUBLIC OF PANAMA REGD 3.16000000                                                             | CUSIP: 698299BK9<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |      300000 | PA      | $285180.00    | 0.02%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANA 4.5% 04/01/56  | REPUBLIC OF PANAMA REGD 4.50000000                                                             | CUSIP: 698299BM5<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |       10000 | PA      | $7846.00      | 0.00%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PA 2.252% 09/29/32  | REPUBLIC OF PANAMA REGD 2.25200000                                                             | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |      890000 | PA      | $750581.50    | 0.04%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PA 3.298% 01/19/33  | REPUBLIC OF PANAMA REGD 3.29800000                                                             | CUSIP: 698299BR4<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |      350000 | PA      | $313215.00    | 0.02%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CO 4% 06/14/49  | PARKER-HANNIFIN CORP REGD 4.00000000                                                           | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20539.74     | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN 4.25% 09/15/27  | PARKER-HANNIFIN CORP REGD 4.25000000                                                           | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100681.17    | 0.01%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE V/R 10/01/50  | PARTNERRE FINANCE B LLC REGD V/R 4.50000000                                                    | CUSIP: 70213BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610000 | PA      | $592040.26    | 0.03%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS 2.85% 10/01/29  | PAYPAL HOLDINGS INC REGD 2.85000000                                                            | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48205.30     | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS  2.3% 06/01/30  | PAYPAL HOLDINGS INC REGD 2.30000000                                                            | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46741.40     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS 3.25% 06/01/50  | PAYPAL HOLDINGS INC REGD 3.25000000                                                            | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17126.27     | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS 5.05% 06/01/52  | PAYPAL HOLDINGS INC REGD 5.05000000                                                            | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22541.20     | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS 5.15% 06/01/34  | PAYPAL HOLDINGS INC REGD 5.15000000                                                            | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25364.99     | 0.00%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTI 3.75% 06/15/29  | PENSKE AUTOMOTIVE GROUP REGD 3.75000000                                                        | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |      115000 | PA      | $111288.67    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 4.45% 04/14/46      | PEPSICO INC REGD 4.45000000                                                                    | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22749.35     | 0.00%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 3% 10/15/27         | PEPSICO INC REGD 3.00000000                                                                    | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99253.47     | 0.01%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 2.875% 10/15/49     | PEPSICO INC REGD 2.87500000                                                                    | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16916.79     | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 2.625% 03/19/27     | PEPSICO INC REGD 2.62500000                                                                    | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98927.89     | 0.01%             | 2027-03-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 3.625% 03/19/50     | PEPSICO INC REGD 3.62500000                                                                    | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19328.97     | 0.00%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 3.875% 03/19/60     | PEPSICO INC REGD 3.87500000                                                                    | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19403.26     | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 2.625% 10/21/41     | PEPSICO INC REGD 2.62500000                                                                    | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18612.51     | 0.00%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 2.75% 10/21/51      | PEPSICO INC REGD 2.75000000                                                                    | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       50000 | PA      | $32239.04     | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 4.2% 07/18/52       | PEPSICO INC REGD 4.20000000                                                                    | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21097.67     | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 4.8% 07/17/34       | PEPSICO INC REGD 4.80000000                                                                    | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51819.83     | 0.00%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 4.1% 01/15/29       | PEPSICO INC REGD 4.10000000                                                                    | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101107.96    | 0.01%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PMNBT 2025-1A  5.58% 02/15/29   | PERIMETER MASTER NOTE BUSINESS TRUST SER 2025-1A CL A REGD 144A P/P 5.58000000                 | CUSIP: 71384PBC4<br>LEI: 5493005H6EB040833X54 | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1107908.01   | 0.06%             | 2030-12-16      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| PMNBT 2025-1A  6.12% 04/16/29   | PERIMETER MASTER NOTE BUSINESS TRUST SER 2025-1A CL B REGD 144A P/P 6.12000000                 | CUSIP: 71384PBD2<br>LEI: 5493005H6EB040833X54 | Long             | ABS-CBDO         | CORP              | US        |      999000 | PA      | $1007218.17   | 0.05%             | 2030-12-16      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURC 6.25% 02/01/33  | PERMIAN RESOURC OPTG LLC REGD 144A P/P 6.25000000                                              | CUSIP: 71424VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $160287.83    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PERU LNG SRL 5.375% 03/22/30    | PERU LNG SRL REGD 144A P/P 5.37500000                                                          | CUSIP: 715604AA2<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |      150020 | PA      | $146222.63    | 0.01%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PE 5.625% 11/18/50  | REPUBLIC OF PERU REGD 5.62500000                                                               | CUSIP: 715638BM3<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |       50000 | PA      | $49720.00     | 0.00%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PE 2.783% 01/23/31  | REPUBLIC OF PERU REGD 2.78300000                                                               | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      550000 | PA      | $512820.00    | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU 3% 01/15/34    | REPUBLIC OF PERU REGD 3.00000000                                                               | CUSIP: 715638DU3<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      100000 | PA      | $88175.00     | 0.00%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICA 6.7% 02/16/32  | PETROLEOS MEXICANOS REGD 6.70000000                                                            | CUSIP: 71643VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      150000 | PA      | $150569.55    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXIC 6.84% 01/23/30  | PETROLEOS MEXICANOS REGD 6.84000000                                                            | CUSIP: 71654QDC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      300000 | PA      | $307694.70    | 0.02%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXIC 7.69% 01/23/50  | PETROLEOS MEXICANOS REGD SER WI 7.69000000                                                     | CUSIP: 71654QDD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      530000 | PA      | $483006.77    | 0.03%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICAN 10% 02/07/33  | PETROLEOS MEXICANOS REGD 10.00000000                                                           | CUSIP: 71654QDP4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      100000 | PA      | $117140.00    | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETSMART LLC/PET 7.5% 09/15/32  | PETSMART LLC/PETSMART FI REGD 144A P/P 7.50000000                                              | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      925000 | PA      | $936664.25    | 0.05%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INVESTME 4.75% 05/19/33  | PFIZER INVESTMENT ENTER REGD 4.75000000                                                        | CUSIP: 716973AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      200000 | PA      | $204266.95    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMEN 5.3% 05/19/53  | PFIZER INVESTMENT ENTER REGD 5.30000000                                                        | CUSIP: 716973AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      200000 | PA      | $191604.77    | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTME 5.34% 05/19/63  | PFIZER INVESTMENT ENTER REGD 5.34000000                                                        | CUSIP: 716973AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      158000 | PA      | $148470.58    | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 7.2% 03/15/39        | PFIZER INC REGD 7.20000000                                                                     | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $120840.61    | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 4% 12/15/36          | PFIZER INC REGD 4.00000000                                                                     | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23718.73     | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 3.9% 03/15/39        | PFIZER INC REGD 3.90000000                                                                     | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22531.70     | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 2.625% 04/01/30      | PFIZER INC REGD 2.62500000                                                                     | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      160000 | PA      | $152366.80    | 0.01%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 1.7% 05/28/30        | PFIZER INC REGD 1.70000000                                                                     | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      140000 | PA      | $128357.64    | 0.01%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY  5.231% 06/01/42  | PG&E RECOVERY FND LLC REGD SER A-2 5.23100000                                                  | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103189.43    | 0.01%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  6.375% 05/16/38  | PHILIP MORRIS INTL INC REGD 6.37500000                                                         | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $28128.88     | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  3.875% 08/21/42  | PHILIP MORRIS INTL INC REGD 3.87500000                                                         | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20992.68     | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  4.125% 03/04/43  | PHILIP MORRIS INTL INC REGD 4.12500000                                                         | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21707.25     | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 4.25% 11/10/44  | PHILIP MORRIS INTL INC REGD 4.25000000                                                         | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21675.91     | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS IN 2.1% 05/01/30  | PHILIP MORRIS INTL INC REGD 2.10000000                                                         | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      210000 | PA      | $194393.85    | 0.01%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 11/17/27  | PHILIP MORRIS INTL INC REGD 5.12500000                                                         | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      234000 | PA      | $239025.66    | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.375% 02/15/33  | PHILIP MORRIS INTL INC REGD 5.37500000                                                         | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52807.64     | 0.00%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.625% 09/07/33  | PHILIP MORRIS INTL INC REGD 5.62500000                                                         | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26821.18     | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 4.75% 02/12/27  | PHILIP MORRIS INTL INC REGD 4.75000000                                                         | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100946.33    | 0.01%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  4.875% 02/13/29  | PHILIP MORRIS INTL INC REGD 4.87500000                                                         | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      180000 | PA      | $185142.00    | 0.01%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 02/13/31  | PHILIP MORRIS INTL INC REGD 5.12500000                                                         | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41753.89     | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS I 5.25% 02/13/34  | PHILIP MORRIS INTL INC REGD 5.25000000                                                         | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      190000 | PA      | $199064.75    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PH 1.648% 06/10/31  | REPUBLIC OF PHILIPPINES REGD 1.64800000                                                        | CUSIP: 718286CK1<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |      360000 | PA      | $318030.31    | 0.02%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHI 1.95% 01/06/32  | REPUBLIC OF PHILIPPINES REGD 1.95000000                                                        | CUSIP: 718286CN5<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |      550000 | PA      | $484126.12    | 0.03%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIP 5% 01/27/36  | REPUBLIC OF PHILIPPINES REGD 5.00000000                                                        | CUSIP: 718286DK0<br>LEI: N/A                  | Long             | DBT              | USGA              | PH        |      200000 | PA      | $203460.66    | 0.01%             | 2036-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 4.65% 11/15/34      | PHILLIPS 66 REGD 4.65000000                                                                    | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99339.65     | 0.01%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO 5.5% 03/15/55    | PHILLIPS 66 CO REGD 5.50000000                                                                 | CUSIP: 718547AX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47489.33     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL 3.5% 06/01/29  | PIEDMONT NATURAL GAS CO REGD 3.50000000                                                        | CUSIP: 720186AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $88839.27     | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURA 3.35% 06/01/50  | PIEDMONT NATURAL GAS CO REGD 3.35000000                                                        | CUSIP: 720186AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      109000 | PA      | $76026.40     | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL 2.5% 03/15/31  | PIEDMONT NATURAL GAS CO REGD 2.50000000                                                        | CUSIP: 720186AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       96000 | PA      | $88616.23     | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERAT 2.75% 04/01/32  | PIEDMONT OPERATING PARTN REGD 2.75000000                                                       | CUSIP: 720198AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      765000 | PA      | $668242.08    | 0.04%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERAT 9.25% 07/20/28  | PIEDMONT OPERATING PARTN REGD 9.25000000                                                       | CUSIP: 720198AG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      153000 | PA      | $168647.74    | 0.01%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL  1.9% 08/15/30  | PIONEER NATURAL RESOURCE REGD 1.90000000                                                       | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45884.66     | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL 2.15% 01/15/31  | PIONEER NATURAL RESOURCE REGD 2.15000000                                                       | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      330000 | PA      | $303951.29    | 0.02%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER  5.6% 01/15/36  | PLAINS ALL AMER PIPELINE REGD 5.60000000                                                       | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102675.68    | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PO 4.875% 10/04/33  | REPUBLIC OF POLAND REGD SER 10Y 4.87500000                                                     | CUSIP: 731011AV4<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      100000 | PA      | $103021.02    | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLA 5.5% 04/04/53  | REPUBLIC OF POLAND REGD SER 30Y 5.50000000                                                     | CUSIP: 731011AW2<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |       50000 | PA      | $49265.51     | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLA 5.5% 03/18/54  | REPUBLIC OF POLAND REGD SER 30Y 5.50000000                                                     | CUSIP: 731011AZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      100000 | PA      | $98455.56     | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 5.072% 07/15/53  | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E 5.07200000                                         | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      150000 | PA      | $148665.59    | 0.01%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS I 6.25% 02/15/32  | POST HOLDINGS INC REGD 144A P/P 6.25000000                                                     | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      235000 | PA      | $242052.35    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PWRP 2025-1A A 5.23% 01/18/31   | POWERPAY ISSUANCE TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 5.23000000                       | CUSIP: 73940MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1021090 | PA      | $1032223.86   | 0.06%             | 2041-11-18      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR L 9% 08/01/29  | PRAIRIE ACQUIROR LP REGD 144A P/P 9.00000000                                                   | CUSIP: 73943NAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $523961.50    | 0.03%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| LINDE INC/CT 3.55% 11/07/42     | LINDE INC/CT REGD 3.55000000                                                                   | CUSIP: 74005PBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $20598.22     | 0.00%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PRESBYTERIAN H 4.875% 08/01/52  | PRESBYTERIAN HEALTHC SER REGD 4.87500000                                                       | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |       90000 | PA      | $82699.13     | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL3 A V/R 04/25/28   | PRET 2025-NPL3 LLC SER 2025-NPL3 CL A1 V/R REGD 144A P/P 6.70760000                            | CUSIP: 74143HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2336031 | PA      | $2345215.82   | 0.13%             | 2055-04-25      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC  3.375% 08/31/27  | PRIME SECSRVC BRW/FINANC REGD 144A P/P 3.37500000                                              | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $152534.14    | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ADT SEC CORP 4.875% 07/15/32    | ADT SEC CORP REGD P/P 4.87500000                                                               | CUSIP: 74166NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $179872.78    | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PRINCIPAL FINANC 3.7% 05/15/29  | PRINCIPAL FINANCIAL GRP REGD 3.70000000                                                        | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24778.32     | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINA 2.125% 06/15/30  | PRINCIPAL FINANCIAL GRP REGD 2.12500000                                                        | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22968.16     | 0.00%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINA 5.375% 03/15/33  | PRINCIPAL FINANCIAL GRP REGD 5.37500000                                                        | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26174.88     | 0.00%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANC 5.5% 03/15/53  | PRINCIPAL FINANCIAL GRP REGD 5.50000000                                                        | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24192.14     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE 3.6% 03/25/50  | PROCTER & GAMBLE CO/THE REGD 3.60000000                                                        | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19711.41     | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBL 3.95% 01/26/28  | PROCTER & GAMBLE CO/THE REGD 3.95000000                                                        | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100883.43    | 0.01%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBL 4.05% 05/01/30  | PROCTER & GAMBLE CO/THE REGD 4.05000000                                                        | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101306.85    | 0.01%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PRM7 2025-PRM7 E V/R 11/10/30   | PRM7 TRUST 2025-PRM7 SER 2025-PRM7 CL E V/R REGD 144A P/P 6.61844000                           | CUSIP: 74290HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      340000 | PA      | $344748.34    | 0.02%             | 2042-11-10      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PROGRESSIVE CORP 4.2% 03/15/48  | PROGRESSIVE CORP REGD 4.20000000                                                               | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20926.46     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP 3.2% 03/26/30  | PROGRESSIVE CORP REGD 3.20000000                                                               | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24301.38     | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE COR 3.95% 03/26/50  | PROGRESSIVE CORP REGD 3.95000000                                                               | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19747.24     | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP 3% 03/15/32    | PROGRESSIVE CORP REGD 3.00000000                                                               | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46430.99     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP 3.7% 03/15/52  | PROGRESSIVE CORP REGD 3.70000000                                                               | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18776.00     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE COR 4.95% 06/15/33  | PROGRESSIVE CORP REGD 4.95000000                                                               | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25812.74     | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROG 2023-SFR2 4.75% 10/17/28   | PROGRESS RESIDENTIAL 2023-SFR2 TRUST SER 2023-SFR2 CL E1 REGD 144A P/P 4.75000000              | CUSIP: 74331GAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1781000 | PA      | $1764756.75   | 0.09%             | 2040-10-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PROG 2022-SFR2  4.8% 04/17/27   | PROGRESS RESIDENTIAL 2022-SFR2 TRUST SER 2022-SFR2 CL E2 REGD 144A P/P 4.80000000              | CUSIP: 74332VAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2081000 | PA      | $2051823.34   | 0.11%             | 2027-04-17      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| PROG 2021-SFR 4.053% 11/17/28   | PROGRESS RESIDENTIAL 2021-SFR9 TRUST SER 2021-SFR9 CL F REGD 144A P/P 4.05300000               | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1717063.60   | 0.09%             | 2040-11-17      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| PROG 2022-SFR1 4.88% 02/17/29   | PROGRESS RESIDENTIAL 2022-SFR1 TRUST SER 2022-SFR1 CL F REGD 144A P/P 4.88000000               | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2489060.50   | 0.13%             | 2041-02-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS LP 2.25% 04/15/30      | PROLOGIS LP REGD 2.25000000                                                                    | CUSIP: 74340XBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      147000 | PA      | $137763.73    | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 2.125% 10/15/50     | PROLOGIS LP REGD 2.12500000                                                                    | CUSIP: 74340XBQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $77351.39     | 0.00%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 4.625% 01/15/33     | PROLOGIS LP REGD 4.62500000                                                                    | CUSIP: 74340XBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25412.64     | 0.00%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 5.25% 06/15/53      | PROLOGIS LP REGD 5.25000000                                                                    | CUSIP: 74340XCF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24214.24     | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 4.875% 06/15/28     | PROLOGIS LP REGD 4.87500000                                                                    | CUSIP: 74340XCG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25600.04     | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 5.125% 01/15/34     | PROLOGIS LP REGD 5.12500000                                                                    | CUSIP: 74340XCH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25931.54     | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 5% 03/15/34         | PROLOGIS LP REGD 5.00000000                                                                    | CUSIP: 74340XCJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25722.60     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE  4.7% 01/15/31  | PROTECTIVE LIFE CORP REGD 144A P/P 4.70000000                                                  | CUSIP: 743674BF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      755000 | PA      | $763517.38    | 0.04%             | 2031-01-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| PROTECTIVE LIFE 5.35% 12/15/35  | PROTECTIVE LIFE CORP REGD 144A P/P 5.35000000                                                  | CUSIP: 743674BG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      740000 | PA      | $754069.13    | 0.04%             | 2035-12-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| PROVINCE OF SANT 8.1% 12/11/34  | PROVINCE OF SANTA FE REGD 144A P/P 8.10000000                                                  | CUSIP: 74409AAE9<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |      980000 | PA      | $960400.00    | 0.05%             | 2034-12-11      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FIN 3.905% 12/07/47  | PRUDENTIAL FINANCIAL INC REGD SER WI 3.90500000                                                | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38732.96     | 0.00%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FIN 3.935% 12/07/49  | PRUDENTIAL FINANCIAL INC REGD SER WI 3.93500000                                                | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19311.83     | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANC V/R 10/01/50  | PRUDENTIAL FINANCIAL INC REGD V/R 3.70000000                                                   | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      875000 | PA      | $817019.09    | 0.04%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINA 5.75% 07/15/33  | PRUDENTIAL FINANCIAL INC REGD MTN SER MTNB 5.75000000                                          | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54484.57     | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINAN 5.7% 12/14/36  | PRUDENTIAL FINANCIAL INC REGD MTN 5.70000000                                                   | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26444.84     | 0.00%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FIN 3.878% 03/27/28  | PRUDENTIAL FINANCIAL INC REGD MTN 3.87800000                                                   | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25032.73     | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINA 4.35% 02/25/50  | PRUDENTIAL FINANCIAL INC REGD MTN 4.35000000                                                   | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41089.01     | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINAN 3.7% 03/13/51  | PRUDENTIAL FINANCIAL INC REGD MTN 3.70000000                                                   | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36646.35     | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINAN 2.1% 03/10/30  | PRUDENTIAL FINANCIAL INC REGD MTN 2.10000000                                                   | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23397.66     | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCI 3% 03/10/40  | PRUDENTIAL FINANCIAL INC REGD MTN 3.00000000                                                   | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19534.47     | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE C 2.7% 01/15/51  | PUBLIC SERVICE COLORADO REGD SER 36 2.70000000                                                 | CUSIP: 744448CU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $166655.88    | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAM 5.15% 01/15/53  | PUB SVC NEW HAMP REGD 5.15000000                                                               | CUSIP: 744482BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      102000 | PA      | $96490.48     | 0.01%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 3.2% 05/15/29  | PUBLIC SERVICE ELECTRIC REGD MTN 3.20000000                                                    | CUSIP: 74456QBY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      199000 | PA      | $195455.06    | 0.01%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 4.9% 12/15/32  | PUBLIC SERVICE ELECTRIC REGD MTN 4.90000000                                                    | CUSIP: 74456QCK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $191550.52    | 0.01%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE 3.385% 05/01/29  | PUBLIC STORAGE OP CO REGD 3.38500000                                                           | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24705.81     | 0.00%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE  2.25% 11/09/31  | PUBLIC STORAGE OP CO REGD 2.25000000                                                           | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22662.88     | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE  1.85% 05/01/28  | PUBLIC STORAGE OP CO REGD 1.85000000                                                           | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23997.12     | 0.00%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE O 5.1% 08/01/33  | PUBLIC STORAGE OP CO REGD 5.10000000                                                           | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26106.75     | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND EN 5.685% 06/15/54  | PUGET SOUND ENERGY INC REGD 5.68500000                                                         | CUSIP: 745332CN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $355143.17    | 0.02%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| QDOBA 2023-1A A 8.5% 09/14/28   | QDOBA FUNDING LLC SER 2023-1A CL A2 REGD 144A P/P 8.50000000                                   | CUSIP: 746954AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2992500 | PA      | $3135129.13   | 0.17%             | 2053-09-14      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| QNITY ELECTRONI 5.75% 08/15/32  | QNITY ELECTRONICS INC REGD 144A P/P 5.75000000                                                 | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      175000 | PA      | $179547.73    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM INC 4.8% 05/20/45      | QUALCOMM INC REGD 4.80000000                                                                   | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23153.82     | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 3.25% 05/20/27     | QUALCOMM INC REGD 3.25000000                                                                   | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99533.05     | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 3.25% 05/20/50     | QUALCOMM INC REGD 3.25000000                                                                   | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17524.49     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 2.15% 05/20/30     | QUALCOMM INC REGD 2.15000000                                                                   | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23267.83     | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 4.5% 05/20/52      | QUALCOMM INC REGD 4.50000000                                                                   | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21227.34     | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 6% 05/20/53        | QUALCOMM INC REGD 6.00000000                                                                   | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26463.21     | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES  4.5% 01/15/31  | QUANTA SERVICES INC REGD 4.50000000                                                            | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      285000 | PA      | $288582.85    | 0.02%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QU 4.625% 08/28/35  | PROVINCE OF QUEBEC REGD 4.62500000                                                             | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGA              | CA        |      200000 | PA      | $206240.78    | 0.01%             | 2035-08-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| QUEENS HEALTH S 4.81% 07/01/52  | QUEENS HEALTH SYSTEMS REGD 4.81000000                                                          | CUSIP: 74825QAB6<br>LEI: 5493002Y81US5EEDOV69 | Long             | DBT              | CORP              | US        |      110000 | PA      | $101493.61    | 0.01%             | 2052-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO- 3.625% 03/01/29  | ROCKETMTGE CO-ISSUER INC REGD 144A P/P 3.62500000                                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $294100.46    | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDI 6.375% 03/01/32  | QUIKRETE HOLDINGS INC REGD 144A P/P 6.37500000                                                 | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      320000 | PA      | $332711.04    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| RCKT 2024-CES9 A V/R 12/25/28   | RCKT MORTGAGE TRUST 2024-CES9 SER 2024-CES9 CL A1A V/R REGD 144A P/P 5.58200000                | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      961456 | PA      | $972982.50    | 0.05%             | 2044-12-25      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| RELX CAPITAL INC 4% 03/18/29    | RELX CAPITAL INC REGD 4.00000000                                                               | CUSIP: 74949LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      118000 | PA      | $118077.17    | 0.01%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/ 4.75% 10/15/27  | RHP HOTEL PPTY/RHP FINAN REGD SER WI 4.75000000                                                | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $265117.26    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/R 6.5% 04/01/32  | RHP HOTEL PPTY/RHP FINAN REGD 144A P/P 6.50000000                                              | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $113893.67    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RPM INTERNATION 3.75% 03/15/27  | RPM INTERNATIONAL INC REGD 3.75000000                                                          | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      163000 | PA      | $162546.43    | 0.01%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNT 5.388% 11/13/29   | ROCK TRUST 2024-CNTR SER 2024-CNTR CL A REGD 144A P/P 5.38834000                               | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $217548.70    | 0.01%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| ROCC 2024-CNTR 5.93% 11/13/29   | ROCK TRUST 2024-CNTR SER 2024-CNTR CL B REGD 144A P/P 5.93035000                               | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1979612.09   | 0.11%             | 2041-11-13      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| RFM 2022-FRR1 BK V/R 03/01/50   | RFM REREMIC TRUST 2022-FRR1 SER 2022-FRR1 CL BK64 V/R REGD 144A P/P 1.64960700                 | CUSIP: 74971BBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2547468 | PA      | $2431598.84   | 0.13%             | 2050-03-01      | Variable      | 1.65%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABO V/R 04/06/33  | COOPERATIEVE RABOBANK UA REGD V/R 144A P/P 3.75800000                                          | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      270000 | PA      | $259556.90    | 0.01%             | 2033-04-06      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| RADIAN GROUP I 4.875% 03/15/27  | RADIAN GROUP INC REGD 4.87500000                                                               | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25069.28     | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES F 5.65% 09/11/55  | RAYMOND JAMES FINANCIAL REGD 5.65000000                                                        | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98012.71     | 0.01%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RCO 2025-2 A1 V/R 04/25/28      | RCO IX MORTGAGE LLC 2025-2 SER 2025-2 CL A1 V/R REGD 144A P/P 6.51310000                       | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1710146 | PA      | $1716093.81   | 0.09%             | 2030-04-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP 3.5% 03/15/27          | RTX CORP REGD SER WI 3.50000000                                                                | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149637.15    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP 2.82% 09/01/51         | RTX CORP REGD 2.82000000                                                                       | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      177000 | PA      | $113217.04    | 0.01%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RTX CORP 2.375% 03/15/32        | RTX CORP REGD 2.37500000                                                                       | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      116000 | PA      | $104643.72    | 0.01%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP 5.375% 02/27/53        | RTX CORP REGD 5.37500000                                                                       | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97655.05     | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP 5.75% 01/15/29         | RTX CORP REGD 5.75000000                                                                       | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      140000 | PA      | $147228.64    | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP 6.1% 03/15/34          | RTX CORP REGD 6.10000000                                                                       | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      164000 | PA      | $181427.09    | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME C 3.25% 01/15/31  | REALTY INCOME CORP REGD 3.25000000                                                             | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       74000 | PA      | $71143.40     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CO 3.1% 12/15/29  | REALTY INCOME CORP REGD 3.10000000                                                             | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       57000 | PA      | $55355.93     | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME  5.125% 02/15/34  | REALTY INCOME CORP REGD 5.12500000                                                             | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      134000 | PA      | $138984.00    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS  3.6% 02/01/27  | REGENCY CENTERS LP REGD 3.60000000                                                             | CUSIP: 75884RAV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24956.80     | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS 5.25% 01/15/34  | REGENCY CENTERS LP REGD 5.25000000                                                             | CUSIP: 75884RBB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25964.53     | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF 6% 09/15/33  | REINSURANCE GRP OF AMER REGD 6.00000000                                                        | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26754.60     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC 2.15% 08/15/30     | RELIANCE INC REGD 2.15000000                                                                   | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22907.52     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE H 5.75% 06/05/33  | RENAISSANCERE HOLDINGS L REGD 5.75000000                                                       | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |      600000 | PA      | $632444.89    | 0.03%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP  6.375% 02/15/29  | UPBOUND GROUP INC REGD 144A P/P 6.37500000                                                     | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |      670000 | PA      | $664267.28    | 0.04%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC SERVI 3.375% 11/15/27  | REPUBLIC SERVICES INC REGD 3.37500000                                                          | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |       66000 | PA      | $65632.89     | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVI 4.875% 04/01/29  | REPUBLIC SERVICES INC REGD 4.87500000                                                          | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      260000 | PA      | $267433.19    | 0.01%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT 5.1% 06/18/50  | REPUBLICA ORIENT URUGUAY REGD 5.10000000                                                       | CUSIP: 760942BA9<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |      100000 | PA      | $96275.00     | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIE 4.975% 04/20/55  | REPUBLICA ORIENT URUGUAY REGD 4.97500000                                                       | CUSIP: 760942BD3<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |       50000 | PA      | $46472.50     | 0.00%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIEN 5.75% 10/28/34  | REPUBLICA ORIENT URUGUAY REGD 5.75000000                                                       | CUSIP: 760942BE1<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |      100000 | PA      | $107710.00    | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIE 5.442% 02/14/37  | REPUBLICA ORIENT URUGUAY REGD 5.44200000                                                       | CUSIP: 760942BH4<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |       50000 | PA      | $52560.00     | 0.00%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING  6.5% 07/15/32  | RESIDEO FUNDING INC REGD 144A P/P 6.50000000                                                   | CUSIP: 76119LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $112358.84    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| REYNOLDS AMERICA 5.7% 08/15/35  | REYNOLDS AMERICAN INC REGD 5.70000000                                                          | CUSIP: 761713BA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26404.97     | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERIC 5.85% 08/15/45  | REYNOLDS AMERICAN INC REGD 5.85000000                                                          | CUSIP: 761713BB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       89000 | PA      | $89534.40     | 0.00%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUND 5.05% 12/06/31  | RGA GLOBAL FUNDING REGD 144A P/P 5.05000000                                                    | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      990000 | PA      | $1017505.77   | 0.05%             | 2031-12-06      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| RGA GLOBAL FUNDI 4.6% 11/25/30  | RGA GLOBAL FUNDING REGD 144A P/P 4.60000000                                                    | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1043504.15   | 0.06%             | 2030-11-25      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| RINGCENTRAL INC 8.5% 08/15/30   | RINGCENTRAL INC REGD 144A P/P 8.50000000                                                       | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |      135000 | PA      | $141882.30    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FIN U 2.75% 11/02/51  | RIO TINTO FIN USA LTD REGD 2.75000000                                                          | CUSIP: 767201AT3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       25000 | PA      | $15877.82     | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN U 4.75% 03/22/42  | RIO TINTO FIN USA PLC REGD 4.75000000                                                          | CUSIP: 76720AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       25000 | PA      | $23816.09     | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN  4.125% 08/21/42  | RIO TINTO FIN USA PLC REGD 4.12500000                                                          | CUSIP: 76720AAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       25000 | PA      | $21958.66     | 0.00%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA  5% 03/09/33  | RIO TINTO FIN USA PLC REGD 5.00000000                                                          | CUSIP: 76720AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       50000 | PA      | $51965.83     | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN  5.125% 03/09/53  | RIO TINTO FIN USA PLC REGD 5.12500000                                                          | CUSIP: 76720AAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       25000 | PA      | $23749.61     | 0.00%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN  4.875% 03/14/30  | RIO TINTO FIN USA PLC REGD 4.87500000                                                          | CUSIP: 76720AAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      100000 | PA      | $103338.12    | 0.01%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN U 5.75% 03/14/55  | RIO TINTO FIN USA PLC REGD 5.75000000                                                          | CUSIP: 76720AAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1370000 | PA      | $1424146.59   | 0.08%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDI 7.75% 03/15/31  | RB GLOBAL HOLDINGS INC REGD 144A P/P 7.75000000                                                | CUSIP: 76774LAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $182166.78    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS 2.607% 12/13/51  | ROCHE HOLDINGS INC REGD 144A P/P 2.60700000                                                    | CUSIP: 771196BY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      240000 | PA      | $151030.20    | 0.01%             | 2051-12-13      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| ROCKET COS INC 6.125% 08/01/30  | ROCKET COS INC REGD 144A P/P 6.12500000                                                        | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $20532.22     | 0.00%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ROCKIES EXPRESS 4.95% 07/15/29  | ROCKIES EXPRESS PIPELINE REGD 144A P/P 4.95000000                                              | CUSIP: 77340RAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $200154.40    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ROGERS COMMUNICA 3.2% 03/15/27  | ROGERS COMMUNICATIONS IN REGD 3.20000000                                                       | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $99302.48     | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICA 5.3% 02/15/34  | ROGERS COMMUNICATIONS IN REGD 5.30000000                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      240000 | PA      | $245366.02    | 0.01%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICAT V/R 04/15/55  | ROGERS COMMUNICATIONS IN REGD V/R 7.12500000                                                   | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      950000 | PA      | $1006922.05   | 0.05%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGI 4.9% 10/15/34  | ROPER TECHNOLOGIES INC REGD 4.90000000                                                         | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24817.68     | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOG 4.45% 09/15/30  | ROPER TECHNOLOGIES INC REGD 4.45000000                                                         | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80574.81     | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOG 2.95% 09/15/29  | ROPER TECHNOLOGIES INC REGD 2.95000000                                                         | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23980.56     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOG 1.75% 02/15/31  | ROPER TECHNOLOGIES INC REGD 1.75000000                                                         | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21975.67     | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 01/27/30  | NATWEST GROUP PLC REGD V/R 5.07600000                                                          | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $410600.96    | 0.02%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN 6.25% 03/15/32  | ROYAL CARIBBEAN CRUISES REGD 144A P/P 6.25000000                                               | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      320000 | PA      | $333837.93    | 0.02%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CR 6% 02/01/33  | ROYAL CARIBBEAN CRUISES REGD 144A P/P 6.00000000                                               | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $2017546.27   | 0.11%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEA 5.625% 09/30/31  | ROYAL CARIBBEAN CRUISES REGD 144A P/P 5.62500000                                               | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      130000 | PA      | $134082.44    | 0.01%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF C 4.95% 02/01/29  | ROYAL BANK OF CANADA REGD MTN SER GMTN 4.95000000                                              | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $103228.42    | 0.01%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF C 5.15% 02/01/34  | ROYAL BANK OF CANADA REGD MTN SER GMTN 5.15000000                                              | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $105342.37    | 0.01%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CAN V/R 02/04/31  | ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 5.15300000                                          | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $207507.03    | 0.01%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN 5.25% 02/27/38  | ROYAL CARIBBEAN CRUISES REGD 5.25000000                                                        | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      630000 | PA      | $631260.68    | 0.03%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA P 5.4% 09/02/34  | ROYALTY PHARMA PLC REGD 5.40000000                                                             | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103647.92    | 0.01%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC 5.3% 03/15/27  | RYDER SYSTEM INC REGD MTN 5.30000000                                                           | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101351.47    | 0.01%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 3.25% 12/01/49   | S&P GLOBAL INC REGD 3.25000000                                                                 | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      230000 | PA      | $164326.77    | 0.01%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 2.3% 08/15/60    | S&P GLOBAL INC REGD 2.30000000                                                                 | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       25000 | PA      | $12928.54     | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 2.45% 03/01/27   | S&P GLOBAL INC REGD 2.45000000                                                                 | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49335.70     | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 3.7% 03/01/52    | S&P GLOBAL INC REGD 3.70000000                                                                 | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19036.47     | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 3.9% 03/01/62    | S&P GLOBAL INC REGD 3.90000000                                                                 | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18952.48     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICAT 3.125% 02/01/29  | SBA COMMUNICATIONS CORP REGD SER WI 3.12500000                                                 | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      170000 | PA      | $163549.69    | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SHR 2024-LXRY A V/R 10/15/26    | SHR TRUST 2024-LXRY SER 2024-LXRY CL A V/R REGD 144A P/P 5.60965000                            | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3715000 | PA      | $3725482.62   | 0.20%             | 2041-10-15      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| SEB4P 2021-1A 4.969% 01/30/27   | SEB FUNDING LLC SER 2021-1A CL A2 REGD 144A P/P 4.96900000                                     | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4174538 | PA      | $4176871.90   | 0.22%             | 2052-01-30      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2025-1A  5.11% 11/21/33   | SCF EQUIPMENT LEASING 2025-1 LLC SER 2025-1A CL A3 REGD 144A P/P 5.11000000                    | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      830000 | PA      | $853769.62    | 0.05%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SDAL 2025-DAL B V/R 04/15/27    | SDAL TRUST 2025-DAL SER 2025-DAL CL B V/R REGD 144A P/P 6.60026000                             | CUSIP: 78437RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3445000 | PA      | $3461061.97   | 0.18%             | 2042-04-15      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| SMBC AVIATION C 5.25% 11/26/35  | SMBC AVIATION CAPITAL FI REGD 144A P/P 5.25000000                                              | CUSIP: 78448TAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      840000 | PA      | $854572.75    | 0.05%             | 2035-11-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SLG 2021-OVA  2.585% 07/15/31   | SLG OFFICE TRUST 2021-OVA SER 2021-OVA CL A REGD 144A P/P 2.58540000                           | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      910000 | PA      | $830963.86    | 0.04%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| SM ENERGY CO 6.625% 01/15/27    | SM ENERGY CO REGD 6.62500000                                                                   | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      235000 | PA      | $235644.84    | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIE 5.5% 09/30/27  | SS&C TECHNOLOGIES INC REGD 144A P/P 5.50000000                                                 | CUSIP: 78466CAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $204853.02    | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SS SPDR P HIGH YIELD ETF        | STATE STREET SPDR PORTFOLIO HIGH YIELD BOND ETF CL USD INC 0.00000000                          | CUSIP: 78468R606<br>LEI: N/A                  | Long             | EC               | RF                | US        |        7300 | NS      | $173010.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SDCP 2026-1 A 5.482% 01/20/31   | SABEY DATA CENTER ISSUER LLC SER 2026-1 CL A2 REGD 144A P/P 5.48200000                         | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1933094.96   | 0.10%             | 2051-01-20      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| SABINE PASS LIQUEF 5% 03/15/27  | SABINE PASS LIQUEFACTION REGD SER WI 5.00000000                                                | CUSIP: 785592AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       46000 | PA      | $46238.03     | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQU 4.2% 03/15/28  | SABINE PASS LIQUEFACTION REGD SER WI 4.20000000                                                | CUSIP: 785592AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $40188.88     | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQU 5.9% 09/15/37  | SABINE PASS LIQUEFACTION REGD SER WI 5.90000000                                                | CUSIP: 785592AZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130300 | PA      | $138824.05    | 0.01%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 2.7% 07/15/41    | SALESFORCE INC REGD 2.70000000                                                                 | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      140000 | PA      | $99508.20     | 0.01%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 2.9% 07/15/51    | SALESFORCE INC REGD 2.90000000                                                                 | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $30723.67     | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 3.05% 07/15/61   | SALESFORCE INC REGD 3.05000000                                                                 | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       25000 | PA      | $14566.81     | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GRADE 2023-FIG4  V/R 11/25/53   | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST SER 2023-FIG4 CL A V/R REGD 144A P/P 6.71800000        | CUSIP: 79581UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2597620 | PA      | $2729190.14   | 0.15%             | 2053-11-25      | Variable      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| GRADE 2024-CES1  V/R 09/25/32   | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST SER 2024-CES1 CL A1 V/R REGD 144A P/P 6.30600000       | CUSIP: 79581VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2592736 | PA      | $2651299.46   | 0.14%             | 2054-03-25      | Variable      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| GRADE 2023-FIG3  V/R 08/25/53   | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-FIG3 SER 2023-FIG3 CL A V/R REGD 144A 7.06700000  | CUSIP: 79582AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1067734 | PA      | $1116513.23   | 0.06%             | 2053-08-25      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| SAN DIEGO G & E 3.32% 04/15/50  | SAN DIEGO G & E REGD SER UUU 3.32000000                                                        | CUSIP: 797440BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $259485.28    | 0.01%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E 5.35% 04/01/53  | SAN DIEGO G & E REGD 5.35000000                                                                | CUSIP: 797440CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $114367.38    | 0.01%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD 2.3% 03/08/27   | SANDS CHINA LTD REGD 2.30000000                                                                | CUSIP: 80007RAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |      200000 | PA      | $196435.96    | 0.01%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 09/11/30  | SANTANDER UK GROUP HLDGS REGD V/R 4.85800000                                                   | CUSIP: 80281LAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      950000 | PA      | $969069.51    | 0.05%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 01/09/30  | SANTANDER HOLDINGS USA REGD V/R 6.17400000                                                     | CUSIP: 80282KBJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       89000 | PA      | $92976.67     | 0.00%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SDART 2024-2 D 6.28% 05/15/28   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL D REGD 6.28000000                  | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2078192.40   | 0.11%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| SDART 2026-1 D 4.75% 05/15/30   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1 SER 2026-1 CL D REGD 4.75000000                  | CUSIP: 80288FAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1005717.60   | 0.05%             | 2032-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SDART 2025-3 D 5.11% 11/15/29   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3 SER 2025-3 CL D REGD 5.11000000                  | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1223242.80   | 0.07%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4 D 4.95% 03/15/30   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4 SER 2025-4 CL D REGD 4.95000000                  | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      365000 | PA      | $369894.65    | 0.02%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE  5.75% 11/13/35  | SANTOS FINANCE LTD REGD 144A P/P 5.75000000                                                    | CUSIP: 803014AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      665000 | PA      | $680352.99    | 0.04%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN  6.375% 06/02/55  | SAUDI ARABIAN OIL CO REGD 144A P/P 6.37500000                                                  | CUSIP: 80414L3F0<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |      880000 | PA      | $928397.40    | 0.05%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL  5% 02/02/36  | SAUDI ARABIAN OIL CO REGD 144A P/P MTN 5.00000000                                              | CUSIP: 80415RAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |     1880000 | PA      | $1883666.00   | 0.10%             | 2036-02-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SCHLUMBERGER HLD 3.9% 05/17/28  | SCHLUMBERGER HLDGS CORP REGD 144A P/P 3.90000000                                               | CUSIP: 806851AK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      171000 | PA      | $171243.14    | 0.01%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| SCHLUMBERGER HL 4.85% 05/15/33  | SCHLUMBERGER HLDGS CORP REGD P/P 4.85000000                                                    | CUSIP: 806851AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      910000 | PA      | $928530.14    | 0.05%             | 2033-05-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: —       |
| CHARLES SCHWAB COR 4% 02/01/29  | CHARLES SCHWAB CORP REGD 4.00000000                                                            | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25204.22     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB COR 2% 03/20/28  | CHARLES SCHWAB CORP REGD 2.00000000                                                            | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48326.18     | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB C 3.3% 04/01/27  | CHARLES SCHWAB CORP REGD 3.30000000                                                            | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24872.58     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB  2.45% 03/03/27  | CHARLES SCHWAB CORP REGD 2.45000000                                                            | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49385.79     | 0.00%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB C 2.9% 03/03/32  | CHARLES SCHWAB CORP REGD 2.90000000                                                            | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23151.67     | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CO V/R 05/19/29  | CHARLES SCHWAB CORP REGD V/R 5.64300000                                                        | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51916.27     | 0.00%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CO V/R 08/24/34  | CHARLES SCHWAB CORP REGD V/R 6.13600000                                                        | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54672.68     | 0.00%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CO V/R 11/17/29  | CHARLES SCHWAB CORP REGD V/R 6.19600000                                                        | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52942.38     | 0.00%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CO V/R 11/14/36  | CHARLES SCHWAB CORP REGD V/R 4.91400000                                                        | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      390000 | PA      | $390276.78    | 0.02%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLIC 5.875% 11/01/33  | SCIENCE APPLICATIONS INT REGD 144A P/P 5.87500000                                              | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49726.72     | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SCOTTS MIRACLE-G 4.5% 10/15/29  | SCOTTS MIRACLE-GRO CO REGD SER WI 4.50000000                                                   | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      250000 | PA      | $247457.20    | 0.01%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA S 3.125% 07/15/29  | SEAGATE DATA STOR REGD 144A P/P 3.12500000                                                     | CUSIP: 81180LAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      120000 | PA      | $107461.80    | 0.01%             | 2029-07-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| SEAGATE DATA ST 8.25% 12/15/29  | SEAGATE DATA STOR REGD 144A P/P 8.25000000                                                     | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      220000 | PA      | $232345.74    | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SEALED AIR CORP 4% 12/01/27     | SEALED AIR CORP REGD 144A P/P 4.00000000                                                       | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      135000 | PA      | $134688.16    | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SEATTLE CHILDR 2.719% 10/01/50  | SEATTLE CHILDREN HOSP REGD SER 2021 2.71900000                                                 | CUSIP: 81257VAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $41945.07     | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SEMPRA 3.8% 02/01/38            | SEMPRA REGD 3.80000000                                                                         | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21854.12     | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SEMPRA V/R 04/01/55             | SEMPRA REGD V/R 6.62500000                                                                     | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      905000 | PA      | $923268.33    | 0.05%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| SEMPRA V/R 04/01/56             | SEMPRA REGD V/R 6.37500000                                                                     | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       61000 | PA      | $62469.67     | 0.00%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH I 4.375% 02/15/30  | SENSATA TECH INC REGD 144A P/P 4.37500000                                                      | CUSIP: 81728UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $201274.68    | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOL 3.75% 02/15/31  | SENSATA TECHNOLOGIES INC REGD 144A P/P 3.75000000                                              | CUSIP: 81728UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $75474.77     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SERVICE CORP I 5.125% 06/01/29  | SERVICE CORP INTL REGD 5.12500000                                                              | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      220000 | PA      | $220700.48    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SE 2024-1A A 6.39% 04/22/30     | SERVICE EXPERTS ISSUER 2024-1 LLC SER 2024-1A CL A REGD 144A P/P 6.39000000                    | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3097420 | PA      | $3185370.82   | 0.17%             | 2035-11-20      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| SPRO 2024-1A  6.174% 01/25/31   | SERVPRO MASTER ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 6.17400000                           | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1298500 | PA      | $1352175.58   | 0.07%             | 2054-01-25      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| SHELL FINANCE  4.375% 05/11/45  | SHELL FINANCE US IN REGD SER * 4.37500000                                                      | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $122836.94    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE  4.125% 05/11/35  | SHELL FINANCE US IN REGD SER * 4.12500000                                                      | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24396.20     | 0.00%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE U 4.55% 08/12/43  | SHELL FINANCE US IN REGD SER * 4.55000000                                                      | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $82404.59     | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US I 4% 05/10/46  | SHELL FINANCE US IN REGD SER * 4.00000000                                                      | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $281454.46    | 0.02%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE U 3.25% 04/06/50  | SHELL FINANCE US IN REGD SER * 3.25000000                                                      | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      480000 | PA      | $339170.66    | 0.02%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE  3.875% 11/13/28  | SHELL FINANCE US INC REGD 144A P/P 3.87500000                                                  | CUSIP: 822905AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      220000 | PA      | $221420.96    | 0.01%             | 2028-11-13      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SHELL FINANCE US I 3% 11/26/51  | SHELL FINANCE US INC REGD 144A P/P 3.00000000                                                  | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $33310.74     | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS 3.8% 08/15/49  | SHERWIN-WILLIAMS CO REGD 3.80000000                                                            | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19082.25     | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS 3.3% 05/15/50  | SHERWIN-WILLIAMS CO REGD 3.30000000                                                            | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17421.49     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS 2.9% 03/15/52  | SHERWIN-WILLIAMS CO REGD 2.90000000                                                            | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15771.45     | 0.00%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS 4.5% 08/15/30  | SHERWIN-WILLIAMS CO REGD 4.50000000                                                            | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50798.52     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS 6.75% 08/15/32  | SHIFT4 PAYMENTS LLC/FIN REGD 144A P/P 6.75000000                                               | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $259598.59    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SRFC 2025-2A D 6.79% 04/20/44   | SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC SER 2025-2A CL D REGD 144A P/P 6.79000000      | CUSIP: 82653HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      865940 | PA      | $884503.40    | 0.05%             | 2044-04-20      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| SRFC 2023-1A D 9.8% 08/20/30    | SIERRA TIMESHARE 2023-1 RECEIVABLES FUNDING LLC SER 2023-1A CL D REGD 144A P/P 9.80000000      | CUSIP: 826943AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      970416 | PA      | $1026578.33   | 0.05%             | 2040-01-20      | Fixed         | 9.80%                 | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY 3.375% 06/15/27  | SIMON PROPERTY GROUP LP REGD 3.37500000                                                        | CUSIP: 828807DC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49779.25     | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY 3.375% 12/01/27  | SIMON PROPERTY GROUP LP REGD 3.37500000                                                        | CUSIP: 828807DE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49705.24     | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  2.45% 09/13/29  | SIMON PROPERTY GROUP LP REGD 2.45000000                                                        | CUSIP: 828807DF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47560.18     | 0.00%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  3.25% 09/13/49  | SIMON PROPERTY GROUP LP REGD 3.25000000                                                        | CUSIP: 828807DH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $35309.58     | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY G 3.8% 07/15/50  | SIMON PROPERTY GROUP LP REGD 3.80000000                                                        | CUSIP: 828807DJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $19336.94     | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  2.65% 07/15/30  | SIMON PROPERTY GROUP LP REGD 2.65000000                                                        | CUSIP: 828807DK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47274.28     | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY G 2.2% 02/01/31  | SIMON PROPERTY GROUP LP REGD 2.20000000                                                        | CUSIP: 828807DM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22838.28     | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  2.25% 01/15/32  | SIMON PROPERTY GROUP LP REGD 2.25000000                                                        | CUSIP: 828807DQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22410.52     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  2.65% 02/01/32  | SIMON PROPERTY GROUP LP REGD 2.65000000                                                        | CUSIP: 828807DT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22831.80     | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY G 5.5% 03/08/33  | SIMON PROPERTY GROUP LP REGD 5.50000000                                                        | CUSIP: 828807DU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26550.84     | 0.00%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  6.25% 01/15/34  | SIMON PROPERTY GROUP LP REGD 6.25000000                                                        | CUSIP: 828807DW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27682.22     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEV 4.375% 12/31/32  | SINCLAIR TELEVISION GROU REGD P/P 4.37500000                                                   | CUSIP: 829259BF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $34630.48     | 0.00%             | 2032-12-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SINCLAIR TELEV 8.125% 02/15/33  | SINCLAIR TELEVISION GROU REGD 144A P/P 8.12500000                                              | CUSIP: 829259BH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $67730.00     | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADI 4.125% 07/01/30  | SIRIUS XM RADIO LLC REGD 144A P/P 4.12500000                                                   | CUSIP: 82967NBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $302448.95    | 0.02%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LL 4% 07/15/28  | SIRIUS XM RADIO LLC REGD 144A P/P 4.00000000                                                   | CUSIP: 82967NBJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      380000 | PA      | $371210.10    | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS ENTER 7.25% 05/15/31  | SIX FLAGS ENTERTAINME REGD 144A P/P 7.25000000                                                 | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49133.48     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTH BOW USA  5.026% 10/01/29  | SOUTH BOW USA INFRA HLDS REGD 5.02600000                                                       | CUSIP: 83007CAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1145549.42   | 0.06%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 4.75% 10/20/28  | DELTA AIR LINES/SKYMILES REGD 144A P/P 4.75000000                                              | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2287083 | PA      | $2307912.23   | 0.12%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JM SMUCKER CO 4.25% 03/15/35    | JM SMUCKER CO REGD SER WI 4.25000000                                                           | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23996.96     | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO 6.5% 11/15/53     | JM SMUCKER CO REGD 6.50000000                                                                  | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27496.61     | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 01/19/35   | SOCIETE GENERALE REGD V/R 144A P/P 6.06600000                                                  | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      540000 | PA      | $576351.66    | 0.03%             | 2035-01-19      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 05/22/31   | SOCIETE GENERALE REGD V/R 144A P/P 5.51200000                                                  | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1080000 | PA      | $1124613.43   | 0.06%             | 2031-05-22      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 04/10/37   | SOCIETE GENERALE REGD V/R 144A P/P 5.40000000                                                  | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      410000 | PA      | $412741.91    | 0.02%             | 2037-04-10      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| SOLSTICE ADVAN 5.625% 09/30/33  | SOLSTICE ADVANCED MATERI REGD 144A P/P 5.62500000                                              | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      155000 | PA      | $156770.57    | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SOLVENTUM CORP 5.45% 03/13/31   | SOLVENTUM CORP REGD 5.45000000                                                                 | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      430000 | PA      | $451631.88    | 0.02%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP 5.6% 03/23/34    | SOLVENTUM CORP REGD 5.60000000                                                                 | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      590000 | PA      | $616618.36    | 0.03%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP 5.9% 04/30/54    | SOLVENTUM CORP REGD 5.90000000                                                                 | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      465000 | PA      | $464979.68    | 0.02%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTI 4.625% 11/15/29  | SONIC AUTOMOTIVE INC REGD 144A P/P 4.62500000                                                  | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      165000 | PA      | $162896.50    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SONOCO PRODUCT 3.125% 05/01/30  | SONOCO PRODUCTS CO REGD 3.12500000                                                             | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      239000 | PA      | $228721.44    | 0.01%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ARTFI 2026-1A B 4.9% 03/20/28   | SOTHEBY'S ARTFI MASTER TRUST SER 2026-1A CL B REGD 144A P/P 4.90000000                         | CUSIP: 83589DAC0<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-CBDO         | CORP              | US        |      345000 | PA      | $346901.09    | 0.02%             | 2033-06-20      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUT 7.1% 11/19/36  | REPUBLIC OF SOUTH AFRICA REGD 144A P/P 7.10000000                                              | CUSIP: 836205BF0<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |      200000 | PA      | $215562.55    | 0.01%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL ED 5.95% 02/01/38  | SOUTHERN CAL EDISON REGD SER 08-A 5.95000000                                                   | CUSIP: 842400FH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26151.47     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 3.65% 06/01/51  | SOUTHERN CAL EDISON REGD SER H 3.65000000                                                      | CUSIP: 842400HF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $42277.64     | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 5.95% 11/01/32  | SOUTHERN CAL EDISON REGD 5.95000000                                                            | CUSIP: 842400HT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      199000 | PA      | $213482.02    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 5.3% 03/01/28  | SOUTHERN CAL EDISON REGD 5.30000000                                                            | CUSIP: 842400HU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $317401.52    | 0.02%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL E 5.875% 12/01/53  | SOUTHERN CAL EDISON REGD 5.87500000                                                            | CUSIP: 842400HX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $29498.73     | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 5.65% 10/01/28  | SOUTHERN CAL EDISON REGD 5.65000000                                                            | CUSIP: 842400HY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      208000 | PA      | $215883.02    | 0.01%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 5.2% 06/01/34  | SOUTHERN CAL EDISON REGD 5.20000000                                                            | CUSIP: 842400HZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      619000 | PA      | $629600.23    | 0.03%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 5.75% 04/15/54  | SOUTHERN CAL EDISON REGD 5.75000000                                                            | CUSIP: 842400JD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      850000 | PA      | $820353.03    | 0.04%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 5.45% 03/01/35  | SOUTHERN CAL EDISON REGD 5.45000000                                                            | CUSIP: 842400JG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      752000 | PA      | $773938.01    | 0.04%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF  5.45% 06/15/35  | SOUTHERN CALIF GAS CO REGD 5.45000000                                                          | CUSIP: 842434DC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $52759.27     | 0.00%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER 6.75% 04/16/40  | SOUTHERN COPPER CORP REGD 6.75000000                                                           | CUSIP: 84265VAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $28731.50     | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER 5.25% 11/08/42  | SOUTHERN COPPER CORP REGD 5.25000000                                                           | CUSIP: 84265VAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24605.97     | 0.00%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 5.75% 09/15/33  | SOUTHERN CO GAS CAPITAL REGD 5.75000000                                                        | CUSIP: 8426EPAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | PA      | $524523.45    | 0.03%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLI 5.25% 11/15/35  | SOUTHWEST AIRLINES CO REGD 5.25000000                                                          | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      670000 | PA      | $665115.77    | 0.04%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS C 5.45% 03/23/28  | SOUTHWEST GAS CORP REGD 5.45000000                                                             | CUSIP: 845011AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $56558.16     | 0.00%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY  5.375% 02/01/29  | EXPAND ENERGY CORP REGD SER WI 5.37500000                                                      | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9993.46      | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY  5.375% 03/15/30  | EXPAND ENERGY CORP REGD 5.37500000                                                             | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1361454.86   | 0.07%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY C 4.75% 02/01/32  | EXPAND ENERGY CORP REGD 4.75000000                                                             | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1513496.85   | 0.08%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY P 4.5% 03/15/45  | SPECTRA ENERGY PARTNERS REGD 4.50000000                                                        | CUSIP: 84756NAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $21685.24     | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREWELL HEALT 3.487% 07/15/49  | COREWELL HEALTH OBL GRP REGD SER 19A 3.48700000                                                | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $75645.49     | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI I 4.8% 02/15/33  | SPIRE MISSOURI INC REGD 4.80000000                                                             | CUSIP: 84859DAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $76762.11     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRU 5.152% 03/20/28  | SPRINT SPECTRUM / SPEC I REGD 144A P/P 5.15200000                                              | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      675000 | PA      | $679847.74    | 0.04%             | 2028-03-20      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC 6.5% 05/15/32         | BLOCK INC REGD 6.50000000                                                                      | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      300000 | PA      | $308832.00    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC 6% 08/15/33           | BLOCK INC REGD 144A P/P 6.00000000                                                             | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      500000 | PA      | $508473.00    | 0.03%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SMYRNA READY MIX C 6% 11/01/28  | SMYRNA READY MIX CONCRET REGD 144A P/P 6.00000000                                              | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      205000 | PA      | $205098.73    | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SIDC 2024-1A A2 5.9% 03/26/29   | STACK INFRASTRUCTURE ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 5.90000000                     | CUSIP: 85236KAM4<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3543627.50   | 0.19%             | 2049-03-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| STANDARD INDUST 4.75% 01/15/28  | STANDARD INDUSTRI INC/NY REGD 144A P/P 4.75000000                                              | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $109724.90    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| STANDARD INDUS 4.375% 07/15/30  | STANDARD INDUSTRI INC/NY REGD 144A P/P 4.37500000                                              | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      335000 | PA      | $323428.10    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| STARBUCKS CORP 3.75% 12/01/47   | STARBUCKS CORP REGD 3.75000000                                                                 | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19459.06     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP 4.5% 11/15/48    | STARBUCKS CORP REGD 4.50000000                                                                 | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21555.65     | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP 4.45% 08/15/49   | STARBUCKS CORP REGD 4.45000000                                                                 | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21373.18     | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP 3.35% 03/12/50   | STARBUCKS CORP REGD 3.35000000                                                                 | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17686.17     | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP 3.5% 11/15/50    | STARBUCKS CORP REGD 3.50000000                                                                 | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18121.85     | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP 4.9% 02/15/31    | STARBUCKS CORP REGD 4.90000000                                                                 | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51803.38     | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPER 7.25% 04/01/29  | STARWOOD PROPERTY TRUST REGD 144A P/P 7.25000000                                               | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      120000 | PA      | $125873.88    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP V/R 08/04/33  | STATE STREET CORP REGD V/R 4.16400000                                                          | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49384.15     | 0.00%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP V/R 11/21/29  | STATE STREET CORP REGD V/R 5.68400000                                                          | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104658.28    | 0.01%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP V/R /PERP/    | STATE STREET CORP REGD V/R /PERP/ SER I 6.70000000                                             | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       62000 | PA      | $64965.34     | 0.00%             | 2174-06-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP V/R 02/20/29  | STATE STREET CORP REGD V/R 4.53000000                                                          | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101379.62    | 0.01%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLA 5.5% 11/16/27  | REPUBLIC OF POLAND REGD SER 5Y 5.50000000                                                      | CUSIP: 857524AD4<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |       50000 | PA      | $51519.34     | 0.00%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS  4.5% 02/15/28  | STATION CASINOS LLC REGD 144A P/P 4.50000000                                                   | CUSIP: 857691AG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $159450.90    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| STEEL DYNAMICS  3.25% 10/15/50  | STEEL DYNAMICS INC REGD 3.25000000                                                             | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17175.53     | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STRE 2024-2A C 9.05% 02/15/45   | STREAM INNOVATIONS 2024-2 ISSUER TRUST SER 2024-2A CL C REGD 144A P/P 9.05000000               | CUSIP: 86324EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1455065 | PA      | $1542302.25   | 0.08%             | 2045-02-15      | Fixed         | 9.05%                 | Yes           |                  2 | On Loan: No      |
| STRE 2025-1A D 8.4% 09/15/45    | STREAM INNOVATIONS 2025-1 ISSUER TRUST SER 2025-1A CL D REGD 144A P/P 8.40000000               | CUSIP: 86324XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      963578 | PA      | $989577.74    | 0.05%             | 2045-09-15      | Fixed         | 8.40%                 | Yes           |                  2 | On Loan: No      |
| SAMI 2005-AR5 A3 V/R 07/19/35   | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR5 SER 2005-AR5 CL A3 V/R REGD 4.28051000 | CUSIP: 86359LPF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       20270 | PA      | $19667.38     | 0.00%             | 2035-07-19      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP 4.625% 03/15/46    | STRYKER CORP REGD 4.62500000                                                                   | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22686.46     | 0.00%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP 2.9% 06/15/50      | STRYKER CORP REGD 2.90000000                                                                   | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16651.60     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI 2.13% 07/08/30  | SUMITOMO MITSUI FINL GRP REGD 2.13000000                                                       | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $184263.96    | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSU 5.808% 09/14/33  | SUMITOMO MITSUI FINL GRP REGD MTN 5.80800000                                                   | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $216221.14    | 0.01%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI F V/R 01/15/47  | SUMITOMO MITSUI FINL GRP REGD V/R 5.57000000                                                   | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $204039.94    | 0.01%             | 2047-01-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.3% 04/01/44  | ENERGY TRANSFER LP REGD SER 30YR 5.30000000                                                    | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      340000 | PA      | $317544.42    | 0.02%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP 7.25% 05/01/32        | SUNOCO LP REGD 144A P/P 7.25000000                                                             | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      120000 | PA      | $126832.08    | 0.01%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP 5.625% 03/15/31       | SUNOCO LP REGD 144A P/P 5.62500000                                                             | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      161000 | PA      | $161852.82    | 0.01%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE  6% 04/15/27  | SUNOCO LP/FINANCE CORP REGD SER WI 6.00000000                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $185173.53    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GE 4.5% 03/15/29  | SUPERIOR PLUS/GEN PRTNR REGD 144A P/P 4.50000000                                               | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       80000 | PA      | $77780.00     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SURI 7.7% 11/06/30  | REPUBLIC OF SURINAME INT REGD 144A P/P 7.70000000                                              | CUSIP: 86886PAE2<br>LEI: N/A                  | Long             | DBT              | USGA              | SR        |      200000 | PA      | $206050.00    | 0.01%             | 2030-11-06      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SURI 8.5% 11/06/35  | REPUBLIC OF SURINAME INT REGD 144A P/P 8.50000000                                              | CUSIP: 86886PAF9<br>LEI: N/A                  | Long             | DBT              | USGA              | SR        |      208000 | PA      | $221390.00    | 0.01%             | 2035-11-06      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SUZANO AUSTRIA  3.75% 01/15/31  | SUZANO AUSTRIA GMBH REGD 3.75000000                                                            | CUSIP: 86964WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |       50000 | PA      | $47627.46     | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC 4% 06/15/29       | SYNAPTICS INC REGD 144A P/P 4.00000000                                                         | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |      105000 | PA      | $101399.05    | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC 4.85% 04/01/30     | SYNOPSYS INC REGD 4.85000000                                                                   | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      210000 | PA      | $215176.05    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 5% 04/01/32        | SYNOPSYS INC REGD 5.00000000                                                                   | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      130000 | PA      | $134139.70    | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 5.7% 04/01/55      | SYNOPSYS INC REGD 5.70000000                                                                   | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      182000 | PA      | $182085.62    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATI 4.45% 03/15/48  | SYSCO CORPORATION REGD 4.45000000                                                              | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21581.13     | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATI 5.95% 04/01/30  | SYSCO CORPORATION REGD 5.95000000                                                              | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26621.65     | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATI 3.15% 12/14/51  | SYSCO CORPORATION REGD 3.15000000                                                              | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       25000 | PA      | $16931.89     | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION 6% 01/17/34   | SYSCO CORPORATION REGD 6.00000000                                                              | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      100000 | PA      | $109177.60    | 0.01%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RE 5.3% 12/15/34  | SYSTEM ENERGY RESOURCES REGD 5.30000000                                                        | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51082.86     | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 4.375% 04/15/40  | T-MOBILE USA INC REGD SER WI 4.37500000                                                        | CUSIP: 87264AAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $91383.84     | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 3.75% 04/15/27  | T-MOBILE USA INC REGD SER WI 3.75000000                                                        | CUSIP: 87264ABD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      152000 | PA      | $151819.05    | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.3% 02/15/51  | T-MOBILE USA INC REGD 3.30000000                                                               | CUSIP: 87264ABN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $68273.40     | 0.00%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 2.625% 02/15/29  | T-MOBILE USA INC REGD 2.62500000                                                               | CUSIP: 87264ABS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $105919.26    | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 2.875% 02/15/31  | T-MOBILE USA INC REGD 2.87500000                                                               | CUSIP: 87264ABT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $75157.13     | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 3.375% 04/15/29  | T-MOBILE USA INC REGD 3.37500000                                                               | CUSIP: 87264ABV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $294706.21    | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.5% 04/15/31  | T-MOBILE USA INC REGD 3.50000000                                                               | CUSIP: 87264ABW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $96652.34     | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 2.25% 11/15/31  | T-MOBILE USA INC REGD 2.25000000                                                               | CUSIP: 87264ABX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $260569.83    | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 2.7% 03/15/32  | T-MOBILE USA INC REGD SER WI 2.70000000                                                        | CUSIP: 87264ACQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $300831.02    | 0.02%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.4% 10/15/52  | T-MOBILE USA INC REGD SER WI 3.40000000                                                        | CUSIP: 87264ACT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $68325.70     | 0.00%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 5.05% 07/15/33  | T-MOBILE USA INC REGD 5.05000000                                                               | CUSIP: 87264ACY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      199000 | PA      | $205336.08    | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.5% 01/15/55  | T-MOBILE USA INC REGD 5.50000000                                                               | CUSIP: 87264ADG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $239118.13    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.3% 05/15/35  | T-MOBILE USA INC REGD 5.30000000                                                               | CUSIP: 87264ADT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51816.30     | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 5.875% 11/15/55  | T-MOBILE USA INC REGD 5.87500000                                                               | CUSIP: 87264ADU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50546.90     | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.7% 01/15/56  | T-MOBILE USA INC REGD 5.70000000                                                               | CUSIP: 87264ADY8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $98707.66     | 0.01%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING  5.875% 03/05/34  | TPG OPERATING GROUP II REGD 5.87500000                                                         | CUSIP: 872652AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | PA      | $508065.59    | 0.03%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL7 A V/R 06/18/43    | TRTX 2025-FL7 ISSUER LTD SER 2025-FL7 CL A V/R REGD 144A P/P 5.11406000                        | CUSIP: 87277LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1060000 | PA      | $1061654.55   | 0.06%             | 2043-06-18      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| TAKEDA PHARMACE 2.05% 03/31/30  | TAKEDA PHARMACEUTICAL REGD 2.05000000                                                          | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      256000 | PA      | $236498.79    | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN 5.2% 07/07/35     | TAKEDA US FIN REGD 5.20000000                                                                  | CUSIP: 87406BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $205773.63    | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SU 6.25% 02/01/34  | TALEN ENERGY SUPPLY LLC REGD 144A P/P 6.25000000                                               | CUSIP: 87422VAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $45819.86     | 0.00%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TALLGRASS NRG PR 5.5% 01/15/28  | TALLGRASS NRG PRTNR/FIN REGD 144A P/P 5.50000000                                               | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $110220.48    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TALLGRASS NRG PRTN 6% 12/31/30  | TALLGRASS NRG PRTNR/FIN REGD 144A P/P 6.00000000                                               | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      890000 | PA      | $902481.36    | 0.05%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PA 5% 01/15/28  | TARGA RESOURCES PARTNERS REGD 5.00000000                                                       | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100058.97    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.5% 03/01/30  | TARGA RESOURCES PARTNERS REGD 5.50000000                                                       | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      113000 | PA      | $115071.74    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCE 4.875% 02/01/31  | TARGA RESOURCES PARTNERS REGD 4.87500000                                                       | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      489000 | PA      | $495448.58    | 0.03%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PA 4% 01/15/32  | TARGA RESOURCES PARTNERS REGD 144A 4.00000000                                                  | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $38877.98     | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TARGET CORP 4% 07/01/42         | TARGET CORP REGD 4.00000000                                                                    | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21617.16     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP 3.625% 04/15/46     | TARGET CORP REGD 3.62500000                                                                    | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19721.01     | 0.00%             | 2046-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TARGET CORP 2.95% 01/15/52      | TARGET CORP REGD 2.95000000                                                                    | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $32962.13     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TARGET CORP 4.5% 09/15/32       | TARGET CORP REGD 4.50000000                                                                    | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51174.21     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES  4.2% 02/01/33  | TARGA RESOURCES CORP REGD 4.20000000                                                           | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      130000 | PA      | $126321.35    | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  6.5% 02/15/53  | TARGA RESOURCES CORP REGD 6.50000000                                                           | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53094.28     | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES 6.15% 03/01/29  | TARGA RESOURCES CORP REGD 6.15000000                                                           | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       72000 | PA      | $76245.98     | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEGNA INC 5% 09/15/29           | TEGNA INC REGD 5.00000000                                                                      | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      155000 | PA      | $154956.52    | 0.01%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC 4.625% 03/15/28       | TEGNA INC REGD 4.62500000                                                                      | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149650.74    | 0.01%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMI 5.213% 03/08/47  | TELEFONICA EMISIONES SAU REGD 5.21300000                                                       | CUSIP: 87938WAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      150000 | PA      | $135360.61    | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TELUS CORP V/R 10/15/55         | TELUS CORP REGD V/R 7.00000000                                                                 | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      650000 | PA      | $686184.85    | 0.04%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP V/R 06/09/56         | TELUS CORP REGD V/R SER ... 6.62500000                                                         | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      710000 | PA      | $717303.27    | 0.04%             | 2056-06-09      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL IN 4% 04/15/29  | SOMNIGROUP INTL INC REGD 144A P/P 4.00000000                                                   | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      240000 | PA      | $233370.79    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCA 4.625% 06/15/28  | TENET HEALTHCARE CORP REGD 144A 4.62500000                                                     | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      610000 | PA      | $609509.01    | 0.03%             | 2028-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCA 6.125% 06/15/30  | TENET HEALTHCARE CORP REGD 6.12500000                                                          | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      470000 | PA      | $479965.41    | 0.03%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TEREX CORP 5% 05/15/29          | TEREX CORP REGD 144A P/P 5.00000000                                                            | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      170000 | PA      | $170243.07    | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER 4.75% 01/15/30  | TERRAFORM POWER OPERATIN REGD 144A P/P 4.75000000                                              | CUSIP: 88104LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       85000 | PA      | $83295.25     | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMEN 4.15% 05/15/48  | TEXAS INSTRUMENTS INC REGD 4.15000000                                                          | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42112.49     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUME 3.875% 03/15/39  | TEXAS INSTRUMENTS INC REGD 3.87500000                                                          | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22611.69     | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMEN 5.05% 05/18/63  | TEXAS INSTRUMENTS INC REGD 5.05000000                                                          | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       62000 | PA      | $56651.14     | 0.00%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 3.9% 09/17/29       | TEXTRON INC REGD 3.90000000                                                                    | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      218000 | PA      | $216976.92    | 0.01%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIE 2% 10/15/31  | THERMO FISHER SCIENTIFIC REGD 2.00000000                                                       | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      164000 | PA      | $147634.88    | 0.01%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER  5.086% 08/10/33  | THERMO FISHER SCIENTIFIC REGD 5.08600000                                                       | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208886.15    | 0.01%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER  4.902% 02/12/36  | THERMO FISHER SCIENTIFIC REGD 4.90200000                                                       | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      545000 | PA      | $554985.83    | 0.03%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY 4% 09/14/48          | 3M COMPANY REGD MTN 4.00000000                                                                 | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20259.27     | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY 3.25% 08/26/49       | 3M COMPANY REGD 3.25000000                                                                     | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       50000 | PA      | $35045.24     | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY 3.7% 04/15/50        | 3M COMPANY REGD 3.70000000                                                                     | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18891.38     | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CA 8.375% 07/15/33  | TIME WARNER CABLE ENTRMN REGD SER * 8.37500000                                                 | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $58489.15     | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CAB 6.55% 05/01/37  | TIME WARNER CABLE LLC REGD 6.55000000                                                          | CUSIP: 88732JAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25776.74     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 7.3% 07/01/38  | TIME WARNER CABLE LLC REGD 7.30000000                                                          | CUSIP: 88732JAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27071.56     | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CAB 6.75% 06/15/39  | TIME WARNER CABLE LLC REGD 6.75000000                                                          | CUSIP: 88732JAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25635.53     | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 5.5% 09/01/41  | TIME WARNER CABLE LLC REGD 5.50000000                                                          | CUSIP: 88732JBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2202000 | PA      | $1973736.92   | 0.11%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRK 2025-RRTL1 A V/R 03/25/27   | TOORAK MORTGAGE TRUST 2025-RRTL1 SER 2025-RRTL1 CL A1 V/R REGD 144A P/P 5.52400000             | CUSIP: 89053JAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2014579.20   | 0.11%             | 2040-02-25      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| TOPBUILD CORP 5.625% 01/31/34   | TOPBUILD CORP REGD 144A P/P 5.62500000                                                         | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23233.34     | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION 2.8% 03/10/27  | TORONTO-DOMINION BANK REGD MTN 2.80000000                                                      | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $99105.56     | 0.01%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINI 4.456% 06/08/32  | TORONTO-DOMINION BANK REGD MTN 4.45600000                                                      | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $302966.45    | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINI 5.298% 01/30/32  | TORONTO-DOMINION BANK REGD 5.29800000                                                          | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $105349.43    | 0.01%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  3.127% 05/29/50  | TOTALENERGIES CAP INTL REGD 3.12700000                                                         | CUSIP: 89153VAV1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       50000 | PA      | $34289.17     | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES C 5.15% 04/05/34  | TOTALENERGIES CAPITAL SA REGD 5.15000000                                                       | CUSIP: 89157XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       50000 | PA      | $52375.13     | 0.00%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  4.724% 09/10/34  | TOTALENERGIES CAPITAL SA REGD 4.72400000                                                       | CUSIP: 89157XAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      100000 | PA      | $102097.50    | 0.01%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  5.425% 09/10/64  | TOTALENERGIES CAPITAL SA REGD 5.42500000                                                       | CUSIP: 89157XAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       25000 | PA      | $23930.75     | 0.00%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS 4.45% 06/01/28  | GLOBAL PAYMENTS INC REGD 4.45000000                                                            | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      176000 | PA      | $176518.15    | 0.01%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TPMT 2026-CES1 A V/R 01/25/30   | TOWD POINT MORTGAGE TRUST 2026-CES1 SER 2026-CES1 CL A1 V/R REGD 144A P/P 4.96100000           | CUSIP: 89190LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      889084 | PA      | $894594.45    | 0.05%             | 2066-01-25      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CR 2.15% 02/13/30  | TOYOTA MOTOR CREDIT CORP REGD MTN 2.15000000                                                   | CUSIP: 89236TGU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $140518.44    | 0.01%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CR 3.05% 03/22/27  | TOYOTA MOTOR CREDIT CORP REGD MTN 3.05000000                                                   | CUSIP: 89236TJZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99421.54     | 0.01%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CR 5.55% 11/20/30  | TOYOTA MOTOR CREDIT CORP REGD MTN 5.55000000                                                   | CUSIP: 89236TLE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $106624.53    | 0.01%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CR 5.35% 01/09/35  | TOYOTA MOTOR CREDIT CORP REGD 5.35000000                                                       | CUSIP: 89236TNB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $105914.14    | 0.01%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CR 3.75% 01/12/28  | TOYOTA MOTOR CREDIT CORP REGD MTN SER B 3.75000000                                             | CUSIP: 89236TPF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $150282.87    | 0.01%             | 2028-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLD 8% 11/30/39  | TRANSATLANTIC HOLDINGS REGD 8.00000000                                                         | CUSIP: 893521AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      555000 | PA      | $698681.35    | 0.04%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPE 5.1% 03/15/49  | TRANSCANADA PIPELINES REGD 5.10000000                                                          | CUSIP: 89352HAZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       25000 | PA      | $24080.79     | 0.00%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST V/R 09/15/79  | TRANSCANADA TRUST REGD V/R 5.50000000                                                          | CUSIP: 89356BAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      420000 | PA      | $425541.90    | 0.02%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE 4% 03/15/28  | TRANSCONT GAS PIPE LINE REGD SER WI 4.00000000                                                 | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      137000 | PA      | $137369.75    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PI 4.6% 03/15/48  | TRANSCONT GAS PIPE LINE REGD SER WI 4.60000000                                                 | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      138000 | PA      | $120889.54    | 0.01%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC 7.125% 12/01/31   | TRANSDIGM INC REGD 144A P/P 7.12500000                                                         | CUSIP: 893647BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $278096.83    | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC 6.625% 03/01/32   | TRANSDIGM INC REGD 144A P/P 6.62500000                                                         | CUSIP: 893647BV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $10372.72     | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TRIMAS CORP 4.125% 04/15/29     | TRIMAS CORP REGD 144A P/P 4.12500000                                                           | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96606.19     | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TRINIDAD & TOBAG 6.5% 01/28/36  | TRINIDAD & TOBAGO REGD 144A P/P 6.50000000                                                     | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | USGA              | TT        |      685000 | PA      | $693905.00    | 0.04%             | 2036-01-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TRINITY INDUSTR 7.75% 07/15/28  | TRINITY INDUSTRIES INC REGD 144A P/P 7.75000000                                                | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |      120000 | PA      | $123539.88    | 0.01%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| TRIVIUM PACKAGI 8.25% 07/15/30  | TRIVIUM PACKAGING FIN REGD 144A P/P 8.25000000                                                 | CUSIP: 89686QAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      331000 | PA      | $354767.79    | 0.02%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 01/26/34  | TRUIST FINANCIAL CORP REGD V/R MTN 5.12200000                                                  | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51304.85     | 0.00%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 06/08/34  | TRUIST FINANCIAL CORP REGD V/R MTN 5.86700000                                                  | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26771.28     | 0.00%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 01/24/35  | TRUIST FINANCIAL CORP REGD V/R MTN 5.71100000                                                  | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      800000 | PA      | $849450.25    | 0.05%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP 5% 12/15/29       | COHERENT CORP REGD 144A P/P 5.00000000                                                         | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      140000 | PA      | $140191.94    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TYSON FOODS INC 5.1% 09/28/48   | TYSON FOODS INC REGD 5.10000000                                                                | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23546.04     | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 08/10/27       | UBS GROUP AG REGD V/R 144A P/P 1.49400000                                                      | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1500000 | PA      | $1483389.41   | 0.08%             | 2027-08-10      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG V/R /PERP/         | UBS GROUP AG REGD V/R /PERP/ 144A P/P 4.87500000                                               | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      250000 | PA      | $249133.75    | 0.01%             | 2174-08-12      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG V/R 05/12/28       | UBS GROUP AG REGD V/R 144A P/P 4.75100000                                                      | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $504139.55    | 0.03%             | 2028-05-12      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG V/R 08/05/27       | UBS GROUP AG REGD V/R 144A P/P 4.70300000                                                      | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      500000 | PA      | $501505.47    | 0.03%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG V/R /PERP/         | UBS GROUP AG REGD V/R /PERP/ 144A P/P 9.25000000                                               | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $218704.00    | 0.01%             | 2174-05-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG V/R /PERP/         | UBS GROUP AG REGD V/R /PERP/ 144A P/P 6.85000000                                               | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      795000 | PA      | $814533.95    | 0.04%             | 2174-03-10      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| UDR INC 3% 08/15/31             | UDR INC REGD 3.00000000                                                                        | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23452.30     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR INC 2.1% 08/01/32           | UDR INC REGD MTN 2.10000000                                                                    | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      255000 | PA      | $222379.50    | 0.01%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UDR INC 5.125% 09/01/34         | UDR INC REGD 5.12500000                                                                        | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      170000 | PA      | $173703.56    | 0.01%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBSCM 2019-C1 2.668% 08/15/29   | UBS COMMERCIAL MORTGAGE TRUST SER 2019-C17 CL A3 REGD 2.66860000                               | CUSIP: 90278MAZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      469980 | PA      | $452586.12    | 0.02%             | 2052-10-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 4.8% 09/15/34  | UBER TECHNOLOGIES INC REGD 4.80000000                                                          | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      650000 | PA      | $651370.85    | 0.03%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGI 4.15% 01/15/31  | UBER TECHNOLOGIES INC REGD 4.15000000                                                          | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49830.73     | 0.00%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 4.8% 09/15/35  | UBER TECHNOLOGIES INC REGD 4.80000000                                                          | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      640000 | PA      | $637497.66    | 0.03%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC  5.45% 03/15/53  | UNION ELECTRIC CO REGD 5.45000000                                                              | CUSIP: 906548CW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       51000 | PA      | $50250.29     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC C 5.2% 04/01/34  | UNION ELECTRIC CO REGD 5.20000000                                                              | CUSIP: 906548CY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $365483.24    | 0.02%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CO 4.3% 03/01/49  | UNION PACIFIC CORP REGD 4.30000000                                                             | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       35000 | PA      | $29805.00     | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC C 3.25% 02/05/50  | UNION PACIFIC CORP REGD 3.25000000                                                             | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      138000 | PA      | $97226.93     | 0.01%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC  2.891% 04/06/36  | UNION PACIFIC CORP REGD SER WI 2.89100000                                                      | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       44000 | PA      | $37882.63     | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC C 2.95% 03/10/52  | UNION PACIFIC CORP REGD 2.95000000                                                             | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       45000 | PA      | $29289.15     | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CO 2.8% 02/14/32  | UNION PACIFIC CORP REGD 2.80000000                                                             | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      153000 | PA      | $142493.33    | 0.01%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CO 3.5% 02/14/53  | UNION PACIFIC CORP REGD 3.50000000                                                             | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      144000 | PA      | $104096.24    | 0.01%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019 4.15% 08/25/31  | UNITED AIR 2019-1 AA PTT REGD SER AA 4.15000000                                                | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       39737 | PA      | $39620.58     | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINE 4.625% 04/15/29  | UNITED AIRLINES INC REGD 144A P/P 4.62500000                                                   | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | PA      | $194982.49    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIR 2024 5.45% 02/15/37  | UNITED AIR 2024-1 AA PTT REGD SER AA 5.45000000                                                | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       46987 | PA      | $49311.47     | 0.00%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  4.75% 03/08/44  | UNITED MEXICAN STATES REGD MTN 4.75000000                                                      | CUSIP: 91086QBB3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      100000 | PA      | $83520.00     | 0.00%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 4.6% 01/23/46  | UNITED MEXICAN STATES REGD 4.60000000                                                          | CUSIP: 91086QBF4<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      200000 | PA      | $159890.00    | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 4.6% 02/10/48  | UNITED MEXICAN STATES REGD 4.60000000                                                          | CUSIP: 91087BAD2<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      225000 | PA      | $177592.50    | 0.01%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 4.5% 04/22/29  | UNITED MEXICAN STATES REGD 4.50000000                                                          | CUSIP: 91087BAF7<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      272000 | PA      | $273006.40    | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  3.25% 04/16/30  | UNITED MEXICAN STATES REGD 3.25000000                                                          | CUSIP: 91087BAH3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      200000 | PA      | $189915.00    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 2.659% 05/24/31  | UNITED MEXICAN STATES REGD 2.65900000                                                          | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      245000 | PA      | $220255.00    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 3.771% 05/24/61  | UNITED MEXICAN STATES REGD 3.77100000                                                          | CUSIP: 91087BAN0<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     1275000 | PA      | $803313.75    | 0.04%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  6.35% 02/09/35  | UNITED MEXICAN STATES REGD 6.35000000                                                          | CUSIP: 91087BAV2<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     1700000 | PA      | $1795115.00   | 0.10%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 6.338% 05/04/53  | UNITED MEXICAN STATES REGD 6.33800000                                                          | CUSIP: 91087BAX8<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      200000 | PA      | $194580.00    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 5.625% 09/22/35  | UNITED MEXICAN STATES REGD SER 10 5.62500000                                                   | CUSIP: 91087BBL3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      825000 | PA      | $823762.50    | 0.04%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 6.125% 02/09/38  | UNITED MEXICAN STATES REGD 6.12500000                                                          | CUSIP: 91087BBR0<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     1200000 | PA      | $1215900.00   | 0.06%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SE 6.2% 01/15/38  | UNITED PARCEL SERVICE REGD 6.20000000                                                          | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       25000 | PA      | $28113.68     | 0.00%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL S 4.25% 03/15/49  | UNITED PARCEL SERVICE REGD 4.25000000                                                          | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21062.95     | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SE 3.4% 09/01/49  | UNITED PARCEL SERVICE REGD 3.40000000                                                          | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18210.61     | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SE 5.3% 04/01/50  | UNITED PARCEL SERVICE REGD 5.30000000                                                          | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24320.12     | 0.00%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL  4.875% 03/03/33  | UNITED PARCEL SERVICE REGD 4.87500000                                                          | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52160.37     | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL S 5.15% 05/22/34  | UNITED PARCEL SERVICE REGD 5.15000000                                                          | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52672.37     | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL S 6.05% 05/14/65  | UNITED PARCEL SERVICE REGD 6.05000000                                                          | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104739.89    | 0.01%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS 3.875% 02/15/31  | UNITED RENTALS NORTH AM REGD 3.87500000                                                        | CUSIP: 911363AM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $53030.84     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS  3.75% 01/15/32  | UNITED RENTALS NORTH AM REGD 3.75000000                                                        | CUSIP: 911365BP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $122845.32    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS 6.125% 03/15/34  | UNITED RENTALS NORTH AM REGD 144A P/P 6.12500000                                               | CUSIP: 911365BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $335624.32    | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP V/R 07/22/28         | US BANCORP REGD V/R MTN 4.54800000                                                             | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201806.16    | 0.01%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 10/21/33         | US BANCORP REGD V/R 5.85000000                                                                 | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53917.38     | 0.00%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 02/01/34         | US BANCORP REGD V/R 4.83900000                                                                 | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50756.60     | 0.00%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 06/12/34         | US BANCORP REGD V/R 5.83600000                                                                 | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53728.66     | 0.00%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 01/23/35         | US BANCORP REGD V/R 5.67800000                                                                 | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53099.41     | 0.00%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 05/15/31         | US BANCORP REGD V/R 5.08300000                                                                 | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      155000 | PA      | $160403.47    | 0.01%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 04/16/26          | UNITED STATES TREASURY BILL ZCP 0.00000000                                                     | CUSIP: 912797QD2<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    22000000 | PA      | $21898729.72  | 1.17%             | 2026-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 03/24/26          | UNITED STATES TREASURY BILL ZCP 0.00000000                                                     | CUSIP: 912797TA5<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    18000000 | PA      | $17958364.25  | 0.96%             | 2026-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5% 05/15/37        | UNITED STATES TREASURY BOND 5.00000000                                                         | CUSIP: 912810PU6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1520000 | PA      | $1659293.74   | 0.09%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UST BDS 4.375%  DUE 2/15/38     | UNITED STATES TREASURY BOND 4.37500000                                                         | CUSIP: 912810PW2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      105000 | PA      | $108295.61    | 0.01%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 11/15/41    | UNITED STATES TREASURY BOND 3.12500000                                                         | CUSIP: 912810QT8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      920000 | PA      | $784659.37    | 0.04%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 02/15/43    | UNITED STATES TREASURY BOND 3.12500000                                                         | CUSIP: 912810QZ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      100000 | PA      | $83574.22     | 0.00%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 08/15/43    | UNITED STATES TREASURY BOND 3.62500000                                                         | CUSIP: 912810RC4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      502500 | PA      | $447853.13    | 0.02%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.75% 11/15/43     | UNITED STATES TREASURY BOND 3.75000000                                                         | CUSIP: 912810RD2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    10310000 | PA      | $9322898.02   | 0.50%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 02/15/44    | UNITED STATES TREASURY BOND 3.62500000                                                         | CUSIP: 912810RE0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1125000 | PA      | $997866.22    | 0.05%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 08/15/44    | UNITED STATES TREASURY BOND 3.12500000                                                         | CUSIP: 912810RH3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      415000 | PA      | $340137.89    | 0.02%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 11/15/44        | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810RJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1375000 | PA      | $1101611.34   | 0.06%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 08/15/45    | UNITED STATES TREASURY BOND 2.87500000                                                         | CUSIP: 912810RN0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      245000 | PA      | $190573.63    | 0.01%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 11/15/45        | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810RP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1412500 | PA      | $1118799.31   | 0.06%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 02/15/46      | UNITED STATES TREASURY BOND 2.50000000                                                         | CUSIP: 912810RQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      370000 | PA      | $267556.25    | 0.01%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 11/15/46    | UNITED STATES TREASURY BOND 2.87500000                                                         | CUSIP: 912810RU4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1110000 | PA      | $851101.17    | 0.05%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/47        | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810RV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3342000 | PA      | $2610806.96   | 0.14%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 05/15/47        | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810RX8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      335000 | PA      | $260933.59    | 0.01%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 08/15/47     | UNITED STATES TREASURY BOND 2.75000000                                                         | CUSIP: 912810RY6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      680000 | PA      | $504581.25    | 0.03%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/48        | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      260000 | PA      | $200839.84    | 0.01%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/48        | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810SD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2126300 | PA      | $1634260.89   | 0.09%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 11/15/48    | UNITED STATES TREASURY BOND 3.37500000                                                         | CUSIP: 912810SE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2878000 | PA      | $2360859.38   | 0.13%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 02/15/50        | UNITED STATES TREASURY BOND 2.00000000                                                         | CUSIP: 912810SL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | PA      | $1223867.18   | 0.07%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.25% 05/15/50     | UNITED STATES TREASURY BOND 1.25000000                                                         | CUSIP: 912810SN9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1026000 | PA      | $514482.89    | 0.03%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 08/15/50    | UNITED STATES TREASURY BOND 1.37500000                                                         | CUSIP: 912810SP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      885000 | PA      | $455878.71    | 0.02%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 08/15/40    | UNITED STATES TREASURY BOND 1.12500000                                                         | CUSIP: 912810SQ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1180000 | PA      | $767668.36    | 0.04%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.625% 11/15/50    | UNITED STATES TREASURY BOND 1.62500000                                                         | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1245000 | PA      | $683777.34    | 0.04%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 11/15/40    | UNITED STATES TREASURY BOND 1.37500000                                                         | CUSIP: 912810ST6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2480000 | PA      | $1666685.93   | 0.09%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 02/15/51    | UNITED STATES TREASURY BOND 1.87500000                                                         | CUSIP: 912810SU3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2003000 | PA      | $1169642.45   | 0.06%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 02/15/41    | UNITED STATES TREASURY BOND 1.87500000                                                         | CUSIP: 912810SW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2343000 | PA      | $1692314.13   | 0.09%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 05/15/51    | UNITED STATES TREASURY BOND 2.37500000                                                         | CUSIP: 912810SX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5815000 | PA      | $3819387.43   | 0.20%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 05/15/41     | UNITED STATES TREASURY BOND 2.25000000                                                         | CUSIP: 912810SY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      580000 | PA      | $440845.31    | 0.02%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.75% 08/15/41     | UNITED STATES TREASURY BOND 1.75000000                                                         | CUSIP: 912810TA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1940000 | PA      | $1355309.76   | 0.07%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 11/15/51    | UNITED STATES TREASURY BOND 1.87500000                                                         | CUSIP: 912810TB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       96000 | PA      | $55458.75     | 0.00%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 02/15/52     | UNITED STATES TREASURY BOND 2.25000000                                                         | CUSIP: 912810TD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2989000 | PA      | $1892410.63   | 0.10%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 02/15/42    | UNITED STATES TREASURY BOND 2.37500000                                                         | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1435000 | PA      | $1091805.17   | 0.06%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/52    | UNITED STATES TREASURY BOND 2.87500000                                                         | CUSIP: 912810TG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      280000 | PA      | $203546.87    | 0.01%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.25% 05/15/42     | UNITED STATES TREASURY BOND 3.25000000                                                         | CUSIP: 912810TH1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1252000 | PA      | $1076915.63   | 0.06%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/52        | UNITED STATES TREASURY BOND 3.00000000                                                         | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1240000 | PA      | $924042.18    | 0.05%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 08/15/42    | UNITED STATES TREASURY BOND 3.37500000                                                         | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1115000 | PA      | $972205.95    | 0.05%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/52        | UNITED STATES TREASURY BOND 4.00000000                                                         | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      904000 | PA      | $812699.53    | 0.04%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/42        | UNITED STATES TREASURY BOND 4.00000000                                                         | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3671000 | PA      | $3464506.25   | 0.18%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 02/15/53    | UNITED STATES TREASURY BOND 3.62500000                                                         | CUSIP: 912810TN8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4096000 | PA      | $3439679.98   | 0.18%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 02/15/43    | UNITED STATES TREASURY BOND 3.87500000                                                         | CUSIP: 912810TQ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1625000 | PA      | $1506298.82   | 0.08%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 05/15/53    | UNITED STATES TREASURY BOND 3.62500000                                                         | CUSIP: 912810TR9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1097000 | PA      | $920622.97    | 0.05%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 05/15/43    | UNITED STATES TREASURY BOND 3.87500000                                                         | CUSIP: 912810TS7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      215000 | PA      | $198858.20    | 0.01%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/53    | UNITED STATES TREASURY BOND 4.12500000                                                         | CUSIP: 912810TT5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      904000 | PA      | $829773.12    | 0.04%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.375% 08/15/43    | UNITED STATES TREASURY BOND 4.37500000                                                         | CUSIP: 912810TU2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      540000 | PA      | $531478.13    | 0.03%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 11/15/53     | UNITED STATES TREASURY BOND 4.75000000                                                         | CUSIP: 912810TV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1049900 | PA      | $1067247.96   | 0.06%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 11/15/43     | UNITED STATES TREASURY BOND 4.75000000                                                         | CUSIP: 912810TW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2493700 | PA      | $2568023.95   | 0.14%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WI TREASURY SE 4.250% 02/15/54  | UNITED STATES TREASURY BOND 4.25000000                                                         | CUSIP: 912810TX6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1022000 | PA      | $957745.75    | 0.05%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 02/15/44      | UNITED STATES TREASURY BOND 4.50000000                                                         | CUSIP: 912810TZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      385000 | PA      | $383977.34    | 0.02%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 05/15/54    | UNITED STATES TREASURY BOND 4.62500000                                                         | CUSIP: 912810UA4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1810000 | PA      | $1804626.56   | 0.10%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 05/15/44    | UNITED STATES TREASURY BOND 4.62500000                                                         | CUSIP: 912810UB2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    20500000 | PA      | $20743437.50  | 1.11%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.25% 08/15/54     | UNITED STATES TREASURY BOND 4.25000000                                                         | CUSIP: 912810UC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2961000 | PA      | $2775070.02   | 0.15%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/44    | UNITED STATES TREASURY BOND 4.12500000                                                         | CUSIP: 912810UD8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1248000 | PA      | $1182333.75   | 0.06%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 11/15/54      | UNITED STATES TREASURY BOND 4.50000000                                                         | CUSIP: 912810UE6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4314000 | PA      | $4215081.32   | 0.22%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 11/15/44    | UNITED STATES TREASURY BOND 4.62500000                                                         | CUSIP: 912810UF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      838000 | PA      | $846314.54    | 0.05%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 02/15/55    | UNITED STATES TREASURY BOND 4.62500000                                                         | CUSIP: 912810UG1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1055000 | PA      | $1052280.08   | 0.06%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 02/15/45     | UNITED STATES TREASURY BOND 4.75000000                                                         | CUSIP: 912810UJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1248000 | PA      | $1279833.75   | 0.07%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 05/15/55     | UNITED STATES TREASURY BOND 4.75000000                                                         | CUSIP: 912810UK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      940000 | PA      | $956890.63    | 0.05%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5% 05/15/45        | UNITED STATES TREASURY BOND 5.00000000                                                         | CUSIP: 912810UL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      376000 | PA      | $397620.00    | 0.02%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 08/15/55     | UNITED STATES TREASURY BOND 4.75000000                                                         | CUSIP: 912810UM8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4024000 | PA      | $4098506.85   | 0.22%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.875% 08/15/45    | UNITED STATES TREASURY BOND 4.87500000                                                         | CUSIP: 912810UN6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      880000 | PA      | $915750.00    | 0.05%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 11/15/55    | UNITED STATES TREASURY BOND 4.62500000                                                         | CUSIP: 912810UP1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2795000 | PA      | $2790632.81   | 0.15%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 11/15/45    | UNITED STATES TREASURY BOND 4.62500000                                                         | CUSIP: 912810UQ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    23747000 | PA      | $23912115.74  | 1.28%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 02/15/46    | UNITED STATES TREASURY BOND 4.62500000                                                         | CUSIP: 912810UT3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     7071000 | PA      | $7122375.20   | 0.38%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 01/31/28     | UNITED STATES TREASURY NOTE 0.75000000                                                         | CUSIP: 91282CBJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1836000 | PA      | $1747355.63   | 0.09%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 02/15/31    | UNITED STATES TREASURY NOTE 1.12500000                                                         | CUSIP: 91282CBL4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1560000 | PA      | $1393214.07   | 0.07%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.125% 02/29/28    | UNITED STATES TREASURY NOTE 1.12500000                                                         | CUSIP: 91282CBP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1867000 | PA      | $1786558.55   | 0.10%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 05/15/31    | UNITED STATES TREASURY NOTE 1.62500000                                                         | CUSIP: 91282CCB5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2912000 | PA      | $2647531.26   | 0.14%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 02/28/27    | UNITED STATES TREASURY NOTE 1.87500000                                                         | CUSIP: 91282CEC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      770000 | PA      | $757786.81    | 0.04%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 03/31/29    | UNITED STATES TREASURY NOTE 2.37500000                                                         | CUSIP: 91282CEE7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      415000 | PA      | $402744.53    | 0.02%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.5% 03/31/27      | UNITED STATES TREASURY NOTE 2.50000000                                                         | CUSIP: 91282CEF4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3640000 | PA      | $3602320.32   | 0.19%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 04/30/27     | UNITED STATES TREASURY NOTE 2.75000000                                                         | CUSIP: 91282CEN7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3000000 | PA      | $2975566.41   | 0.16%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 05/15/32    | UNITED STATES TREASURY NOTE 2.87500000                                                         | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1178000 | PA      | $1127175.74   | 0.06%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.625% 05/31/27    | UNITED STATES TREASURY NOTE 2.62500000                                                         | CUSIP: 91282CET4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      710000 | PA      | $702789.06    | 0.04%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 07/31/27     | UNITED STATES TREASURY NOTE 2.75000000                                                         | CUSIP: 91282CFB2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      765000 | PA      | $757783.30    | 0.04%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 08/15/32     | UNITED STATES TREASURY NOTE 2.75000000                                                         | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     3650000 | PA      | $3456521.49   | 0.18%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WI TREASURY 3.125% 08/31/2027   | UNITED STATES TREASURY NOTE 3.12500000                                                         | CUSIP: 91282CFH9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2160000 | PA      | $2150550.00   | 0.11%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.125% 08/31/29    | UNITED STATES TREASURY NOTE 3.12500000                                                         | CUSIP: 91282CFJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      930000 | PA      | $920881.64    | 0.05%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 09/30/29    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CFL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      285000 | PA      | $289224.90    | 0.02%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 10/31/29        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CFT3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      930000 | PA      | $947946.10    | 0.05%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/27    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CFU0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1343000 | PA      | $1358371.05   | 0.07%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 11/15/32    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4066000 | PA      | $4169079.45   | 0.22%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 11/30/29    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CFY2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2597000 | PA      | $2636157.88   | 0.14%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 11/30/27    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CFZ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2500000 | PA      | $2520019.53   | 0.13%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 12/31/2027  | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CGC9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | PA      | $2016953.12   | 0.11%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 01/31/28      | UNITED STATES TREASURY NOTE 3.50000000                                                         | CUSIP: 91282CGH8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    19000000 | PA      | $19040820.36  | 1.02%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 02/28/30        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CGQ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1553000 | PA      | $1584211.67   | 0.08%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 03/31/30    | UNITED STATES TREASURY NOTE 3.62500000                                                         | CUSIP: 91282CGS4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2951000 | PA      | $2969270.85   | 0.16%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 05/15/33    | UNITED STATES TREASURY NOTE 3.37500000                                                         | CUSIP: 91282CHC8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1470000 | PA      | $1436293.36   | 0.08%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 05/31/30     | UNITED STATES TREASURY NOTE 3.75000000                                                         | CUSIP: 91282CHF1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1556000 | PA      | $1572775.63   | 0.08%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 08/15/33    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CHT1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1447000 | PA      | $1458050.33   | 0.08%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.875% 10/31/30    | UNITED STATES TREASURY NOTE 4.87500000                                                         | CUSIP: 91282CJG7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      555000 | PA      | $587584.57    | 0.03%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 11/15/33      | UNITED STATES TREASURY NOTE 4.50000000                                                         | CUSIP: 91282CJJ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2694000 | PA      | $2823333.04   | 0.15%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 11/30/30    | UNITED STATES TREASURY NOTE 4.37500000                                                         | CUSIP: 91282CJM4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1512000 | PA      | $1568729.53   | 0.08%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 12/31/30     | UNITED STATES TREASURY NOTE 3.75000000                                                         | CUSIP: 91282CJQ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | PA      | $1010312.50   | 0.05%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 12/31/28     | UNITED STATES TREASURY NOTE 3.75000000                                                         | CUSIP: 91282CJR3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1285000 | PA      | $1297875.10   | 0.07%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 01/31/29        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CJW2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2774000 | PA      | $2821407.22   | 0.15%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 01/31/31        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CJX0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1668000 | PA      | $1703705.63   | 0.09%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 02/15/34        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CJZ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4275000 | PA      | $4332278.33   | 0.23%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 02/28/31     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CKC4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1345000 | PA      | $1389211.62   | 0.07%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 02/28/29     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CKD2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      955000 | PA      | $978278.13    | 0.05%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 03/15/27     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CKE0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      294000 | PA      | $296254.93    | 0.02%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 03/31/31    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CKF7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      640000 | PA      | $657412.50    | 0.04%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 03/31/29    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CKG5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     6000000 | PA      | $6128320.32   | 0.33%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 04/15/27      | UNITED STATES TREASURY NOTE 4.50000000                                                         | CUSIP: 91282CKJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | PA      | $2022343.76   | 0.11%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 04/30/29    | UNITED STATES TREASURY NOTE 4.62500000                                                         | CUSIP: 91282CKP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5000000 | PA      | $5182519.55   | 0.28%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WI TREASURY SE 4.375% 05/15/34  | UNITED STATES TREASURY NOTE 4.37500000                                                         | CUSIP: 91282CKQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2193000 | PA      | $2277336.27   | 0.12%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 05/15/27      | UNITED STATES TREASURY NOTE 4.50000000                                                         | CUSIP: 91282CKR1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | PA      | $2023906.24   | 0.11%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 05/31/29      | UNITED STATES TREASURY NOTE 4.50000000                                                         | CUSIP: 91282CKT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | PA      | $2066992.18   | 0.11%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 05/31/31    | UNITED STATES TREASURY NOTE 4.62500000                                                         | CUSIP: 91282CKU4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | PA      | $1050996.09   | 0.06%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 06/15/27    | UNITED STATES TREASURY NOTE 4.62500000                                                         | CUSIP: 91282CKV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | PA      | $2029335.94   | 0.11%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 06/30/31     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CKW0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      800000 | PA      | $826703.13    | 0.04%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 06/30/29     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CKX8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4000000 | PA      | $4105234.36   | 0.22%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 07/15/27    | UNITED STATES TREASURY NOTE 4.37500000                                                         | CUSIP: 91282CKZ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | PA      | $1012519.53   | 0.05%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 07/31/29        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CLC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | PA      | $1018867.19   | 0.05%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 07/31/31    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CLD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | PA      | $1027441.41   | 0.05%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 08/15/34    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CLF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2233000 | PA      | $2237099.65   | 0.12%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 08/15/27     | UNITED STATES TREASURY NOTE 3.75000000                                                         | CUSIP: 91282CLG4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4725000 | PA      | $4746779.32   | 0.25%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 08/31/29    | UNITED STATES TREASURY NOTE 3.62500000                                                         | CUSIP: 91282CLK5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4800000 | PA      | $4831593.74   | 0.26%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 09/15/27    | UNITED STATES TREASURY NOTE 3.37500000                                                         | CUSIP: 91282CLL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      860000 | PA      | $859412.11    | 0.05%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 09/30/31    | UNITED STATES TREASURY NOTE 3.62500000                                                         | CUSIP: 91282CLM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      800000 | PA      | $801625.00    | 0.04%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 09/30/29      | UNITED STATES TREASURY NOTE 3.50000000                                                         | CUSIP: 91282CLN9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | PA      | $2004726.56   | 0.11%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WI TREASURY 3.875% 10/15/27     | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CLQ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | PA      | $2014453.12   | 0.11%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/29    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CLR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2000000 | PA      | $2046992.18   | 0.11%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/31    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CLU3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | PA      | $1026914.06   | 0.05%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 11/15/34     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CLW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    18313500 | PA      | $18819267.41  | 1.00%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 11/15/27    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CLX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1090000 | PA      | $1102901.17   | 0.06%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 11/30/31    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CLZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | PA      | $1026914.06   | 0.05%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 11/30/29    | UNITED STATES TREASURY NOTE 4.12500000                                                         | CUSIP: 91282CMA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      706000 | PA      | $722808.86    | 0.04%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 12/15/27        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CMB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1086000 | PA      | $1097390.27   | 0.06%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 12/31/29    | UNITED STATES TREASURY NOTE 4.37500000                                                         | CUSIP: 91282CMD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1617000 | PA      | $1670594.71   | 0.09%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 01/15/28     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CMF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2287000 | PA      | $2322287.70   | 0.12%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 01/31/30     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CMG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      614000 | PA      | $631832.38    | 0.03%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 01/31/32    | UNITED STATES TREASURY NOTE 4.37500000                                                         | CUSIP: 91282CMK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      255000 | PA      | $265195.02    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 02/15/35    | UNITED STATES TREASURY NOTE 4.62500000                                                         | CUSIP: 91282CMM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1550000 | PA      | $1635522.46   | 0.09%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 02/15/28     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CMN8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2286000 | PA      | $2323192.15   | 0.12%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 03/15/28    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CMS7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1746000 | PA      | $1763153.09   | 0.09%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 03/31/30        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CMU2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2533000 | PA      | $2584352.62   | 0.14%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 04/15/28     | UNITED STATES TREASURY NOTE 3.75000000                                                         | CUSIP: 91282CMW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1723000 | PA      | $1736023.45   | 0.09%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 04/30/30    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CMZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1000000 | PA      | $1015664.06   | 0.05%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 04/30/32        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CNA5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      340000 | PA      | $346633.98    | 0.02%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 05/15/35     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1960000 | PA      | $2010646.09   | 0.11%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 05/15/28     | UNITED STATES TREASURY NOTE 3.75000000                                                         | CUSIP: 91282CND9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1521000 | PA      | $1532971.93   | 0.08%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 05/31/30        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CNG2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1847000 | PA      | $1885166.52   | 0.10%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 06/15/28    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CNH0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2050000 | PA      | $2072782.22   | 0.11%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 06/30/32        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CNJ6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       65000 | PA      | $66247.95     | 0.00%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 06/30/30    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CNK3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1919000 | PA      | $1949359.17   | 0.10%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 07/31/30    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CNN7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1613000 | PA      | $1638801.69   | 0.09%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 07/31/32        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CNR8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      121000 | PA      | $123282.93    | 0.01%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 08/15/35     | UNITED STATES TREASURY NOTE 4.25000000                                                         | CUSIP: 91282CNT4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1779000 | PA      | $1823475.00   | 0.10%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 08/15/28    | UNITED STATES TREASURY NOTE 3.62500000                                                         | CUSIP: 91282CNU1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1930000 | PA      | $1941383.99   | 0.10%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 08/31/27    | UNITED STATES TREASURY NOTE 3.62500000                                                         | CUSIP: 91282CNV9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      862000 | PA      | $864458.04    | 0.05%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 08/31/32    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CNW7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      103000 | PA      | $104170.82    | 0.01%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 08/31/30    | UNITED STATES TREASURY NOTE 3.62500000                                                         | CUSIP: 91282CNX5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     9886000 | PA      | $9940064.06   | 0.53%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 09/15/28    | UNITED STATES TREASURY NOTE 3.37500000                                                         | CUSIP: 91282CNY3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2250000 | PA      | $2249912.12   | 0.12%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 09/30/32    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CNZ0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      253000 | PA      | $255791.90    | 0.01%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 09/30/30    | UNITED STATES TREASURY NOTE 3.62500000                                                         | CUSIP: 91282CPA3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1480000 | PA      | $1488093.75   | 0.08%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 09/30/27      | UNITED STATES TREASURY NOTE 3.50000000                                                         | CUSIP: 91282CPB1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1945000 | PA      | $1947507.22   | 0.10%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 10/31/30    | UNITED STATES TREASURY NOTE 3.62500000                                                         | CUSIP: 91282CPD7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1350000 | PA      | $1357119.14   | 0.07%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 10/31/27      | UNITED STATES TREASURY NOTE 3.50000000                                                         | CUSIP: 91282CPE5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      270000 | PA      | $270369.14    | 0.01%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 10/31/32     | UNITED STATES TREASURY NOTE 3.75000000                                                         | CUSIP: 91282CPF2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      467000 | PA      | $468486.74    | 0.02%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 11/15/35        | UNITED STATES TREASURY NOTE 4.00000000                                                         | CUSIP: 91282CPJ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4716000 | PA      | $4733685.00   | 0.25%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 11/15/28      | UNITED STATES TREASURY NOTE 3.50000000                                                         | CUSIP: 91282CPK1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1410000 | PA      | $1414406.25   | 0.08%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 11/30/27    | UNITED STATES TREASURY NOTE 3.37500000                                                         | CUSIP: 91282CPL9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1020000 | PA      | $1019601.57   | 0.05%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 11/30/30      | UNITED STATES TREASURY NOTE 3.50000000                                                         | CUSIP: 91282CPN5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     4101000 | PA      | $4100359.22   | 0.22%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 12/15/28      | UNITED STATES TREASURY NOTE 3.50000000                                                         | CUSIP: 91282CPP0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1746000 | PA      | $1751660.86   | 0.09%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 12/31/32    | UNITED STATES TREASURY NOTE 3.87500000                                                         | CUSIP: 91282CPQ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      160000 | PA      | $161612.50    | 0.01%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 12/31/30    | UNITED STATES TREASURY NOTE 3.62500000                                                         | CUSIP: 91282CPR6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2370000 | PA      | $2381664.86   | 0.13%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 12/31/27    | UNITED STATES TREASURY NOTE 3.37500000                                                         | CUSIP: 91282CPS4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     1950000 | PA      | $1949466.79   | 0.10%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 01/31/31     | UNITED STATES TREASURY NOTE 3.75000000                                                         | CUSIP: 91282CPW5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    10926000 | PA      | $11041235.21  | 0.59%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES  6.875% 03/01/29  | UNITED STATES STEEL CORP REGD 6.87500000                                                       | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60139.56     | 0.00%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP 6.125% 07/15/38        | RTX CORP REGD 6.12500000                                                                       | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27884.84     | 0.00%             | 2038-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RTX CORP 4.5% 06/01/42          | RTX CORP REGD 4.50000000                                                                       | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      430000 | PA      | $396692.60    | 0.02%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP 3.75% 11/01/46         | RTX CORP REGD 3.75000000                                                                       | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       76000 | PA      | $60322.73     | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP 4.45% 11/16/38         | RTX CORP REGD 4.45000000                                                                       | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23891.57     | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP 4.125% 11/16/28        | RTX CORP REGD 4.12500000                                                                       | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100662.74    | 0.01%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE 5.5% 04/15/29  | UNITED WHOLESALE MTGE LL REGD 144A P/P 5.50000000                                              | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       95000 | PA      | $93350.39     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 5.8% 03/15/36  | UNITEDHEALTH GROUP INC REGD 5.80000000                                                         | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26896.44     | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 2.95% 10/15/27  | UNITEDHEALTH GROUP INC REGD 2.95000000                                                         | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49453.14     | 0.00%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 3.75% 10/15/47  | UNITEDHEALTH GROUP INC REGD 3.75000000                                                         | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      153000 | PA      | $117702.88    | 0.01%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 3.85% 06/15/28  | UNITEDHEALTH GROUP INC REGD 3.85000000                                                         | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100136.09    | 0.01%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 4.25% 06/15/48  | UNITEDHEALTH GROUP INC REGD 4.25000000                                                         | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20669.19     | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 3.5% 08/15/39  | UNITEDHEALTH GROUP INC REGD 3.50000000                                                         | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42012.92     | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 3.7% 08/15/49  | UNITEDHEALTH GROUP INC REGD 3.70000000                                                         | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      375000 | PA      | $282112.52    | 0.02%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 3.875% 08/15/59  | UNITEDHEALTH GROUP INC REGD 3.87500000                                                         | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      120000 | PA      | $87516.60     | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 2.75% 05/15/40  | UNITEDHEALTH GROUP INC REGD 2.75000000                                                         | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18882.64     | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 3.125% 05/15/60  | UNITEDHEALTH GROUP INC REGD 3.12500000                                                         | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $30948.47     | 0.00%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 2.3% 05/15/31  | UNITEDHEALTH GROUP INC REGD 2.30000000                                                         | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91364.37     | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 3.25% 05/15/51  | UNITEDHEALTH GROUP INC REGD 3.25000000                                                         | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      224000 | PA      | $153589.53    | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 4.75% 05/15/52  | UNITEDHEALTH GROUP INC REGD 4.75000000                                                         | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43613.83     | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 4.95% 05/15/62  | UNITEDHEALTH GROUP INC REGD 4.95000000                                                         | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       65000 | PA      | $56777.54     | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 4.25% 01/15/29  | UNITEDHEALTH GROUP INC REGD 4.25000000                                                         | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101131.95    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 4.5% 04/15/33  | UNITEDHEALTH GROUP INC REGD 4.50000000                                                         | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49956.52     | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 5.05% 04/15/53  | UNITEDHEALTH GROUP INC REGD 5.05000000                                                         | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      885000 | PA      | $806366.46    | 0.04%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 5.2% 04/15/63  | UNITEDHEALTH GROUP INC REGD 5.20000000                                                         | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       53000 | PA      | $48083.56     | 0.00%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 5.15% 07/15/34  | UNITEDHEALTH GROUP INC REGD 5.15000000                                                         | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103386.46    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 5.625% 07/15/54  | UNITEDHEALTH GROUP INC REGD 5.62500000                                                         | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      950000 | PA      | $938031.63    | 0.05%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 4.65% 01/15/31  | UNITEDHEALTH GROUP INC REGD 4.65000000                                                         | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      490000 | PA      | $501054.10    | 0.03%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 5.3% 06/15/35  | UNITEDHEALTH GROUP INC REGD 5.30000000                                                         | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      165000 | PA      | $172478.16    | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 5.95% 06/15/55  | UNITEDHEALTH GROUP INC REGD 5.95000000                                                         | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       85000 | PA      | $88091.12     | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFO 4.767% 05/15/15  | UNIV OF CALIFORNIA REVENUES REGD N/C B/E 4.76700000                                            | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      266000 | PA      | $227293.17    | 0.01%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFO 4.858% 05/15/12  | UNIV OF CALIFORNIA REVENUES REGD N/C B/E 4.85800000                                            | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       25000 | PA      | $21770.73     | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UNIV OF MINNES 4.048% 04/01/52  | UNIV OF MINNESOTA MN REGD N/C B/E 4.04800000                                                   | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      260000 | PA      | $221946.04    | 0.01%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMM 7.375% 06/30/30  | UNIVISION COMMUNICATIONS REGD 144A P/P 7.37500000                                              | CUSIP: 914906AX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100082.41    | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| UNUM GROUP 4.125% 06/15/51      | UNUM GROUP REGD 4.12500000                                                                     | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18581.43     | 0.00%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP 4.046% 08/15/41      | UNUM GROUP REGD 144A P/P 4.04600000                                                            | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      500000 | PA      | $415899.47    | 0.02%             | 2041-08-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| UPST 2025-1 A 5.45% 04/20/35    | UPSTART SECURITIZATION TRUST 2025-1 SER 2025-1 CL A REGD 144A P/P 5.45000000                   | CUSIP: 91684PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      943624 | PA      | $951954.68    | 0.05%             | 2035-04-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS INC 6.5% 05/15/32  | VAIL RESORTS INC REGD 144A P/P 6.50000000                                                      | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      180000 | PA      | $186486.12    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VALE OVERSEAS  6.875% 11/21/36  | VALE OVERSEAS LIMITED REGD 6.87500000                                                          | CUSIP: 91911TAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |       25000 | PA      | $28663.38     | 0.00%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS  6.875% 11/10/39  | VALE OVERSEAS  6.875% 11/10/39 6.87500000                                                      | CUSIP: 91911TAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |       13000 | PA      | $14900.99     | 0.00%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LI 6.4% 06/28/54  | VALE OVERSEAS LIMITED REGD 6.40000000                                                          | CUSIP: 91911TAS2<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |       50000 | PA      | $52412.50     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALE SA 5.625% 09/11/42         | VALE SA REGD 5.62500000                                                                        | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |       25000 | PA      | $25488.43     | 0.00%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY  6.625% 06/15/37  | VALERO ENERGY CORP REGD 6.62500000                                                             | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       25000 | PA      | $28136.93     | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VANGUARD INT-TERM CORPORATE     | VANGUARD INTERMEDIATE-TERM CORPORATE BOND ETF CL USD INC 0.00000000                            | CUSIP: 92206C870<br>LEI: N/A                  | Long             | EC               | RF                | US        |       36241 | NS      | $3070337.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VCAT 2025-NPL2 A V/R 01/25/55   | VCAT 2025 NPL2 LLC SER 2025-NPL2 CL A1 V/R REGD 144A P/P 5.97700000                            | CUSIP: 92243PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1791863 | PA      | $1796785.67   | 0.10%             | 2055-01-25      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| VCC 2019-1 A V/R 05/25/26       | VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2019-1 SER 2019-1 CL A V/R REGD 144A P/P 3.76000000     | CUSIP: 92257CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      578727 | PA      | $562361.89    | 0.03%             | 2049-03-25      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| VENTAS REALTY LP 4% 03/01/28    | VENTAS REALTY LP REGD 4.00000000                                                               | CUSIP: 92277GAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25002.13     | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP 4.4% 01/15/29  | VENTAS REALTY LP REGD 4.40000000                                                               | CUSIP: 92277GAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25256.91     | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY  4.875% 04/15/49  | VENTAS REALTY LP REGD 4.87500000                                                               | CUSIP: 92277GAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $22480.59     | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP 3% 01/15/30    | VENTAS REALTY LP REGD 3.00000000                                                               | CUSIP: 92277GAU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23980.22     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL P 6.5% 01/15/34  | VENTURE GLOBAL PLAQUE REGD 144A P/P 6.50000000                                                 | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       95000 | PA      | $100029.58    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL 3.875% 08/15/29  | VENTURE GLOBAL CALCASIEU REGD 144A P/P 3.87500000                                              | CUSIP: 92328MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      220000 | PA      | $210807.96    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL 3.875% 11/01/33  | VENTURE GLOBAL CALCASIEU REGD 144A P/P 3.87500000                                              | CUSIP: 92328MAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $106885.24    | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL 8.125% 06/01/28  | VENTURE GLOBAL LNG INC REGD 144A P/P 8.12500000                                                | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205321.76    | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL L 9.5% 02/01/29  | VENTURE GLOBAL LNG INC REGD 144A P/P 9.50000000                                                | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      725000 | PA      | $777968.17    | 0.04%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG 7% 01/15/30  | VENTURE GLOBAL LNG INC REGD 144A P/P 7.00000000                                                | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      330000 | PA      | $334896.54    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG  V/R /PERP/  | VENTURE GLOBAL LNG INC REGD V/R /PERP/ 144A P/P 9.00000000                                     | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      695000 | PA      | $607808.29    | 0.03%             | 2174-03-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUN 4.272% 01/15/36  | VERIZON COMMUNICATIONS REGD SER WI 4.27200000                                                  | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       21000 | PA      | $19983.97     | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 4.016% 12/03/29  | VERIZON COMMUNICATIONS REGD SER WI 4.01600000                                                  | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37067.86     | 0.00%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICAT 4% 03/22/50  | VERIZON COMMUNICATIONS REGD 4.00000000                                                         | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78816.91     | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 3.15% 03/22/30  | VERIZON COMMUNICATIONS REGD 3.15000000                                                         | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9682.33      | 0.00%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 1.75% 01/20/31  | VERIZON COMMUNICATIONS REGD 1.75000000                                                         | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      145000 | PA      | $129764.68    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.65% 11/20/40  | VERIZON COMMUNICATIONS REGD 2.65000000                                                         | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      143000 | PA      | $104376.00    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 2.875% 11/20/50  | VERIZON COMMUNICATIONS REGD 2.87500000                                                         | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31641.27     | 0.00%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICAT 3% 11/20/60  | VERIZON COMMUNICATIONS REGD 3.00000000                                                         | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $59832.46     | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 2.987% 10/30/56  | VERIZON COMMUNICATIONS REGD SER WI 2.98700000                                                  | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       69000 | PA      | $42096.10     | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 1.68% 10/30/30  | VERIZON COMMUNICATIONS REGD SER WI 1.68000000                                                  | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      138000 | PA      | $123817.26    | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 3.55% 03/22/51  | VERIZON COMMUNICATIONS REGD 3.55000000                                                         | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      150000 | PA      | $108774.06    | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.55% 03/21/31  | VERIZON COMMUNICATIONS REGD 2.55000000                                                         | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      115000 | PA      | $106446.69    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 2.355% 03/15/32  | VERIZON COMMUNICATIONS REGD 2.35500000                                                         | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89353.02     | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 5.05% 05/09/33  | VERIZON COMMUNICATIONS REGD 5.05000000                                                         | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       64000 | PA      | $66446.77     | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 5.401% 07/02/37  | VERIZON COMMUNICATIONS REGD SER WI 5.40100000                                                  | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102965.08    | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICAT 5% 01/15/36  | VERIZON COMMUNICATIONS REGD 5.00000000                                                         | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1990000 | PA      | $2002160.47   | 0.11%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 5.875% 11/30/55  | VERIZON COMMUNICATIONS REGD 5.87500000                                                         | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      705000 | PA      | $709582.17    | 0.04%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 5.85% 09/15/35  | VERIZON COMMUNICATIONS REGD 5.85000000                                                         | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      101000 | PA      | $109631.41    | 0.01%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTI 4.125% 03/15/29  | VERISK ANALYTICS INC REGD 4.12500000                                                           | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25097.12     | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-5 A1 V/R 09/25/66    | VERUS SECURITIZATION TRUST 2021-5 SER 2021-5 CL A1 V/R REGD 144A P/P 1.01300000                | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      548351 | PA      | $486081.63    | 0.03%             | 2066-09-25      | Variable      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2021-7 A1 V/R 10/25/66    | VERUS SECURITIZATION TRUST 2021-7 SER 2021-7 CL A1 V/R REGD 144A P/P 2.82900000                | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2030714 | PA      | $1909256.04   | 0.10%             | 2066-10-25      | Variable      | 2.83%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBA 5.85% 09/01/43  | PARAMOUNT GLOBAL REGD 5.85000000                                                               | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       42000 | PA      | $31154.97     | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBA 5.25% 04/01/44  | PARAMOUNT GLOBAL REGD 5.25000000                                                               | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       43000 | PA      | $28828.98     | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBA 4.95% 05/19/50  | PARAMOUNT GLOBAL REGD 4.95000000                                                               | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       48000 | PA      | $30355.38     | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC 4% 06/22/50         | VIATRIS INC REGD SER WI 4.00000000                                                             | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       50000 | PA      | $34320.49     | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES  4.5% 01/15/28  | VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000                                                | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $160702.23    | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES 4.75% 02/15/28  | VICI PROPERTIES LP REGD 4.75000000                                                             | CUSIP: 925650AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      312000 | PA      | $315251.22    | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES 5.875% 10/15/33  | VIKING CRUISES LTD REGD 144A P/P 5.87500000                                                    | CUSIP: 92676XAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $214323.69    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EXPAND ENERGY C 6.75% 04/15/29  | EXPAND ENERGY CORP REGD 144A P/P 6.75000000                                                    | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      105000 | PA      | $105307.56    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA SEC 4.5% 08/15/30  | VIRGIN MEDIA SECURED FIN REGD 144A P/P 4.50000000                                              | CUSIP: 92769XAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      115000 | PA      | $104923.87    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELEC & PO 6% 05/15/37  | VIRGINIA ELEC & POWER CO REGD SER A 6.00000000                                                 | CUSIP: 927804FB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $27033.06     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 2.95% 11/15/51  | VIRGINIA ELEC & POWER CO REGD 2.95000000                                                       | CUSIP: 927804GF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       52000 | PA      | $33167.34     | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC &  5.7% 08/15/53  | VIRGINIA ELEC & POWER CO REGD 5.70000000                                                       | CUSIP: 927804GN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      126000 | PA      | $125232.75    | 0.01%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 5.35% 01/15/54  | VIRGINIA ELEC & POWER CO REGD 5.35000000                                                       | CUSIP: 927804GQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $14268.36     | 0.00%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC &  5.6% 09/15/55  | VIRGINIA ELEC & POWER CO REGD SER D 5.60000000                                                 | CUSIP: 927804GW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49084.34     | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VISA INC 3.65% 09/15/47         | VISA INC REGD 3.65000000                                                                       | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19884.29     | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VISA INC 2.7% 04/15/40          | VISA INC REGD 2.70000000                                                                       | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19567.11     | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VISA INC 2.05% 04/15/30         | VISA INC REGD 2.05000000                                                                       | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93525.11     | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VISA INC 2% 08/15/50            | VISA INC REGD 2.00000000                                                                       | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       50000 | PA      | $27602.03     | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS  5% 07/31/27  | VISTRA OPERATIONS CO LLC REGD 144A P/P 5.00000000                                              | CUSIP: 92840VAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1390711.68   | 0.07%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATION 3.7% 01/30/27  | VISTRA OPERATIONS CO LLC REGD 144A P/P 3.70000000                                              | CUSIP: 92840VAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      117000 | PA      | $116605.71    | 0.01%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIO 7.75% 10/15/31  | VISTRA OPERATIONS CO LLC REGD 144A P/P 7.75000000                                              | CUSIP: 92840VAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $121588.58    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS  6% 04/15/34  | VISTRA OPERATIONS CO LLC REGD 144A P/P 6.00000000                                              | CUSIP: 92840VAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      710000 | PA      | $752463.68    | 0.04%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATION 4.6% 10/15/30  | VISTRA OPERATIONS CO LLC REGD 144A P/P 4.60000000                                              | CUSIP: 92840VAV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      871000 | PA      | $876935.87    | 0.05%             | 2030-10-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATION 4.3% 10/15/28  | VISTRA OPERATIONS CO LLC REGD 144A P/P 4.30000000                                              | CUSIP: 92840VAX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      451000 | PA      | $451928.61    | 0.02%             | 2028-10-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATION 4.7% 01/31/31  | VISTRA OPERATIONS CO LLC REGD 144A P/P 4.70000000                                              | CUSIP: 92840VAY8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $211442.55    | 0.01%             | 2031-01-31      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIO 5.35% 01/31/36  | VISTRA OPERATIONS CO LLC REGD 144A P/P 5.35000000                                              | CUSIP: 92840VAZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1012474.19   | 0.05%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP  6.15% 02/27/37  | VODAFONE GROUP PLC REGD 6.15000000                                                             | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |        9000 | PA      | $9931.66      | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP 4.875% 06/19/49  | VODAFONE GROUP PLC REGD 4.87500000                                                             | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $22319.62     | 0.00%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP  4.25% 09/17/50  | VODAFONE GROUP PLC REGD 4.25000000                                                             | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $20107.58     | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP  5.75% 06/28/54  | VODAFONE GROUP PLC REGD 5.75000000                                                             | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       50000 | PA      | $49370.09     | 0.00%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP 5.875% 06/28/64  | VODAFONE GROUP PLC REGD 5.87500000                                                             | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $24684.87     | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VITAL 2025-1A 6.737% 01/30/56   | VITAL CARE ISSUER LLC SER 2025-1A CL A2 REGD 144A P/P 6.73700000                               | CUSIP: 92861WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2950000 | PA      | $3009861.11   | 0.16%             | 2056-01-30      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROU 4.75% 11/13/28  | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 4.75000000                                              | CUSIP: 928668AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $263445.47    | 0.01%             | 2028-11-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROU 5.35% 03/27/30  | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.35000000                                              | CUSIP: 928668CQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      580000 | PA      | $601705.30    | 0.03%             | 2030-03-27      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| VORNADO REALTY  5.75% 02/01/33  | VORNADO REALTY LP REGD 5.75000000                                                              | CUSIP: 929043AN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      605000 | PA      | $614202.79    | 0.03%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WAMU 2005-AR19 A V/R 12/25/45   | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005- SER 2005-AR19 CL A1B3 V/R REGD 4.48821000 | CUSIP: 92925CBE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      385221 | PA      | $390075.33    | 0.02%             | 2045-12-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| WRKCO INC 4.9% 03/15/29         | WRKCO INC REGD SER WI 4.90000000                                                               | CUSIP: 92940PAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25613.26     | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WRKCO INC 3.9% 06/01/28         | WRKCO INC REGD 3.90000000                                                                      | CUSIP: 92940PAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49991.86     | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDI 6.625% 08/15/32  | WR GRACE HOLDING LLC REGD 144A P/P 6.62500000                                                  | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80992.72     | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC 6.2% 04/15/38       | WALMART INC REGD 6.20000000                                                                    | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       25000 | PA      | $28575.00     | 0.00%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WALMART INC 5.625% 04/15/41     | WALMART INC REGD 5.62500000                                                                    | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27021.10     | 0.00%             | 2041-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WALMART INC 3.625% 12/15/47     | WALMART INC REGD 3.62500000                                                                    | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20044.84     | 0.00%             | 2047-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WALMART INC 3.95% 06/28/38      | WALMART INC REGD 3.95000000                                                                    | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23701.84     | 0.00%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC 4.05% 06/29/48      | WALMART INC REGD 4.05000000                                                                    | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42505.12     | 0.00%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC 2.95% 09/24/49      | WALMART INC REGD 2.95000000                                                                    | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17476.88     | 0.00%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC 1.8% 09/22/31       | WALMART INC REGD 1.80000000                                                                    | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90225.43     | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC 2.5% 09/22/41       | WALMART INC REGD 2.50000000                                                                    | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18597.31     | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC 2.65% 09/22/51      | WALMART INC REGD 2.65000000                                                                    | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       50000 | PA      | $32255.80     | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALMART INC 4.1% 04/15/33       | WALMART INC REGD 4.10000000                                                                    | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100715.33    | 0.01%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 I 7.625% 01/30/32  | WAND NEWCO 3 INC REGD 144A P/P 7.62500000                                                      | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      185000 | PA      | $193993.96    | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| WASTE CONNECTIO 3.05% 04/01/50  | WASTE CONNECTIONS INC REGD 3.05000000                                                          | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $17283.84     | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIO 2.95% 01/15/52  | WASTE CONNECTIONS INC REGD 2.95000000                                                          | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $16564.69     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMEN 2.95% 06/01/41  | WASTE MANAGEMENT INC REGD 2.95000000                                                           | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38905.87     | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEME 3.875% 01/15/29  | WASTE MANAGEMENT INC REGD 3.87500000                                                           | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100212.53    | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMEN 4.95% 03/15/35  | WASTE MANAGEMENT INC REGD 4.95000000                                                           | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102896.14    | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC 7.25% 10/31/29      | WAYFAIR LLC REGD 144A P/P 7.25000000                                                           | CUSIP: 94419NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $113750.89    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WAYFAIR LLC 6.75% 11/15/32      | WAYFAIR LLC REGD 144A P/P 6.75000000                                                           | CUSIP: 94419NAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $152997.15    | 0.01%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMP 3% 10/23/26  | WELLS FARGO & COMPANY REGD 3.00000000                                                          | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      500000 | PA      | $497101.65    | 0.03%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & C 4.15% 01/24/29  | WELLS FARGO & COMPANY REGD MTN 4.15000000                                                      | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      490000 | PA      | $493202.14    | 0.03%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 02/11/31  | WELLS FARGO & COMPANY REGD V/R MTN 2.57200000                                                  | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      103000 | PA      | $96991.83     | 0.01%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/04/31  | WELLS FARGO & COMPANY REGD V/R MTN 4.47800000                                                  | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101083.34    | 0.01%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/04/51  | WELLS FARGO & COMPANY REGD V/R MTN 5.01300000                                                  | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1227256.97   | 0.07%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/30/41  | WELLS FARGO & COMPANY REGD V/R 3.06800000                                                      | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $156303.57    | 0.01%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 06/02/28  | WELLS FARGO & COMPANY REGD V/R MTN 2.39300000                                                  | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      510000 | PA      | $500132.34    | 0.03%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 03/02/33  | WELLS FARGO & COMPANY REGD V/R MTN 3.35000000                                                  | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1730000 | PA      | $1626156.09   | 0.09%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/25/53  | WELLS FARGO & COMPANY REGD V/R MTN 4.61100000                                                  | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $172804.19    | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/24/34  | WELLS FARGO & COMPANY REGD V/R 5.38900000                                                      | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      425000 | PA      | $442992.18    | 0.02%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/29  | WELLS FARGO & COMPANY REGD V/R MTN 5.57400000                                                  | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      510000 | PA      | $527785.95    | 0.03%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/34  | WELLS FARGO & COMPANY REGD V/R MTN 5.55700000                                                  | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      863000 | PA      | $908273.94    | 0.05%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/23/29  | WELLS FARGO & COMPANY REGD V/R 6.30300000                                                      | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      111000 | PA      | $117101.28    | 0.01%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/23/34  | WELLS FARGO & COMPANY REGD V/R 6.49100000                                                      | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      140000 | PA      | $155530.21    | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/22/28  | WELLS FARGO & COMPANY REGD V/R MTN 5.70700000                                                  | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $305595.57    | 0.02%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/23/31  | WELLS FARGO & COMPANY REGD V/R 5.15000000                                                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      633000 | PA      | $655519.81    | 0.03%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 09/15/36  | WELLS FARGO & COMPANY REGD V/R 4.89200000                                                      | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      491000 | PA      | $492569.31    | 0.03%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/23/37  | WELLS FARGO & COMPANY REGD V/R 4.96000000                                                      | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      240000 | PA      | $241523.20    | 0.01%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| WFCM 2018-C44 3.948% 05/15/51   | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C44 SER 2018-C44 CL A4 REGD 3.94800000              | CUSIP: 95001JAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      238178 | PA      | $238088.04    | 0.01%             | 2051-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPA V/R /PERP/  | WELLS FARGO & COMPANY REGD V/R /PERP/ 6.85000000                                               | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      150000 | PA      | $158094.15    | 0.01%             | 2174-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP L 4.125% 03/15/29  | WELLTOWER OP LLC REGD 4.12500000                                                               | CUSIP: 95040QAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25149.87     | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC 3.1% 01/15/30  | WELLTOWER OP LLC REGD 3.10000000                                                               | CUSIP: 95040QAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24185.88     | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC 2.7% 02/15/27  | WELLTOWER OP LLC REGD 2.70000000                                                               | CUSIP: 95040QAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24731.86     | 0.00%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LL 2.75% 01/15/31  | WELLTOWER OP LLC REGD 2.75000000                                                               | CUSIP: 95040QAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23515.24     | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LL 2.05% 01/15/29  | WELLTOWER OP LLC REGD 2.05000000                                                               | CUSIP: 95040QAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23771.40     | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LL 2.75% 01/15/32  | WELLTOWER OP LLC REGD 2.75000000                                                               | CUSIP: 95040QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23097.79     | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBU 6.625% 03/15/32  | WESCO DISTRIBUTION INC REGD 144A P/P 6.62500000                                                | CUSIP: 95081QAR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $343712.49    | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTRE 5.25% 02/01/50  | WESTERN MIDSTREAM OPERAT REGD 5.25000000                                                       | CUSIP: 958667AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $99944.69     | 0.01%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 4.05% 02/01/30  | WESTERN MIDSTREAM OPERAT REGD 4.05000000                                                       | CUSIP: 958667AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      630000 | PA      | $622779.43    | 0.03%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREA 4.8% 03/01/31  | WESTERN MIDSTREAM OPERAT REGD 4.80000000                                                       | CUSIP: 958667AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100916.61    | 0.01%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION C 4.75% 06/15/29  | WESTERN UNION CO/THE REGD 4.75000000                                                           | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |      540000 | PA      | $541453.02    | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-2A  7.01% 11/15/28   | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 7.01000000         | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      505000 | PA      | $514195.14    | 0.03%             | 2028-11-15      | Fixed         | 7.01%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE CORP 3.125% 08/15/51   | WESTLAKE CORP REGD 3.12500000                                                                  | CUSIP: 960413AZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $31182.55     | 0.00%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP 3.375% 08/15/61   | WESTLAKE CORP REGD 3.37500000                                                                  | CUSIP: 960413BA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $15232.64     | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING 3.35% 03/08/27  | WESTPAC BANKING CORP REGD 3.35000000                                                           | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $99725.51     | 0.01%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING C V/R 11/15/35  | WESTPAC BANKING CORP REGD V/R 2.66800000                                                       | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $92013.71     | 0.00%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING 2.15% 06/03/31  | WESTPAC BANKING CORP REGD 2.15000000                                                           | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $45816.44     | 0.00%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO 4% 11/15/29     | WEYERHAEUSER CO REGD 4.00000000                                                                | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24898.98     | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO 4% 03/09/52     | WEYERHAEUSER CO REGD 4.00000000                                                                | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19371.01     | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES 6% 03/15/55  | WILLIAMS COMPANIES INC REGD 6.00000000                                                         | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51350.18     | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPAN 5.95% 03/15/56  | WILLIAMS COMPANIES INC REGD 5.95000000                                                         | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101579.75    | 0.01%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS 7.375% 10/01/31  | WILLIAMS SCOTSMAN INC REGD 144A P/P 7.37500000                                                 | CUSIP: 96949VAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $141429.51    | 0.01%             | 2031-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WILLIS NORTH AME 4.5% 09/15/28  | WILLIS NORTH AMERICA INC REGD 4.50000000                                                       | CUSIP: 970648AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25171.31     | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AM 2.95% 09/15/29  | WILLIS NORTH AMERICA INC REGD 2.95000000                                                       | CUSIP: 970648AJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $23909.08     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AME 5.9% 03/05/54  | WILLIS NORTH AMERICA INC REGD 5.90000000                                                       | CUSIP: 970648AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24909.54     | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER 3.65% 04/01/50  | WISCONSIN POWER & LIGHT REGD 3.65000000                                                        | CUSIP: 976826BN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $18635.82     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWE 5.375% 03/30/34  | WISCONSIN POWER & LIGHT REGD 5.37500000                                                        | CUSIP: 976826BS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26016.62     | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC 3.5% 04/01/27       | WORKDAY INC REGD 3.50000000                                                                    | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24875.37     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC 3.7% 04/01/29       | WORKDAY INC REGD 3.70000000                                                                    | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24589.08     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LL 7.75% 10/15/30  | WULF COMPUTE LLC REGD 144A P/P 7.75000000                                                      | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      665000 | PA      | $704763.62    | 0.04%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| WYETH LLC 5.95% 04/01/37        | WYETH LLC REGD 5.95000000                                                                      | CUSIP: 983024AN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $54705.73     | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS F 7.125% 02/15/31  | WYNN RESORTS FINANCE LLC REGD 144A P/P 7.12500000                                              | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $367357.08    | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WYNN RESORTS FI 6.25% 03/15/33  | WYNN RESORTS FINANCE LLC REGD 144A P/P 6.25000000                                              | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      125000 | PA      | $127725.63    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| XPO INC 7.125% 06/01/31         | XPO INC REGD 144A P/P 7.12500000                                                               | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      160000 | PA      | $166643.84    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| YAMANA GOLD INC 2.63% 08/15/31  | YAMANA GOLD INC REGD 2.63000000                                                                | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $22910.85     | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENI 8.498% 01/31/45  | YINSON BERGENIA PRODUCTI REGD 144A P/P 8.49800000                                              | CUSIP: 98585VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      223981 | PA      | $238109.84    | 0.01%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ZAYO 2025-1A  5.648% 03/20/30   | ZAYO ISSUER LLC SER 2025-1A CL A2 REGD 144A P/P 5.64800000                                     | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2285000 | PA      | $2340347.27   | 0.12%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ZAYO 2025-2A  5.953% 06/20/30   | ZAYO ISSUER LLC SER 2025-2A CL A2 REGD 144A P/P 5.95300000                                     | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3400000 | PA      | $3513562.72   | 0.19%             | 2055-06-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| ZAXBY 2021-1A 3.238% 07/30/28   | ZAXBYS FUNDING LLC SER 2021-1A CL A2 REGD 144A P/P 3.23800000                                  | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2946175 | PA      | $2829446.66   | 0.15%             | 2051-07-30      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| ZOETIS INC 4.7% 02/01/43        | ZOETIS INC REGD SER WI 4.70000000                                                              | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23277.75     | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC 3.95% 09/12/47       | ZOETIS INC REGD 3.95000000                                                                     | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |       25000 | PA      | $20651.91     | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC 5% 08/17/35          | ZOETIS INC REGD 5.00000000                                                                     | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      160000 | PA      | $163310.26    | 0.01%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SINGAPORE 2.875% 09/01/30/SGD/  | SINGAPORE GOVERNMENT /SGD/ REGD 2.87500000                                                     | CUSIP: Y7996FSU5<br>LEI: N/A                  | Long             | DBT              | USGA              | SG        |     2265000 | PA      | $1896076.90   | 0.10%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALES T 3% 04/20/29/AUD/  | NEW S WALES TREASURY CRP /AUD/ REGD REG S SER 29 3.00000000                                    | CUSIP: Q6715PJM2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     1485000 | PA      | $1013283.91   | 0.05%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTER 5.625% 01/17/28  | OMAN GOV INTERNTL BOND REGD REG S 5.62500000                                                   | CUSIP: M75242BJ1<br>LEI: N/A                  | Long             | DBT              | USGA              | OM        |      200000 | PA      | $204886.79    | 0.01%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BONOS TESOR 4.7% 09/01/30/CLP/  | BONOS TESORERIA PESOS /CLP/ REGD 4.70000000                                                    | CUSIP: P9T38EAW8<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |   840000000 | PA      | $978528.17    | 0.05%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF 7.6% 03/01/29  | ARAB REPUBLIC OF EGYPT REGD REG S EMTN 7.60030000                                              | CUSIP: M1487WCY9<br>LEI: N/A                  | Long             | DBT              | USGA              | EG        |      200000 | PA      | $210955.17    | 0.01%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF S 8% 01/31/30/ZAR/  | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2030 8.00000000                                        | CUSIP: S69124VP7<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |    29800000 | PA      | $1926976.81   | 0.10%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARA 5.4% 03/30/50  | REPUBLIC OF PARAGUAY REGD 5.40000000                                                           | CUSIP: P75744AG0<br>LEI: N/A                  | Long             | DBT              | USGA              | PY        |      400000 | PA      | $378396.47    | 0.02%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TITULOS DE 5.75% 11/03/27/COP/  | TITULOS DE TESORERIA /COP/ REGD SER B 5.75000000                                               | CUSIP: P6S32JT83<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        | 14500000000 | PA      | $3405245.62   | 0.18%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESO 10% 01/01/31/BRL/  | NOTA DO TESOURO NACIONAL /BRL/ REGD SER NTNF 10.00000000                                       | CUSIP: P8T60NEH0<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |    22000000 | PA      | $3911842.43   | 0.21%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TRANSURBA 4.225% 04/26/33/EUR/  | TRANSURBAN FINANCE CO /EUR/ REGD REG S EMTN 4.22500000                                         | CUSIP: Q9194UBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      200000 | PA      | $249613.74    | 0.01%             | 2033-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV 2.875% 01/15/30/EUR/   | ZIGGO BV /EUR/ REGD REG S 2.87500000                                                           | CUSIP: N98371AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1590000 | PA      | $1795713.14   | 0.10%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BAN V/R 09/05/30/EUR/  | DEUTSCHE BANK AG /EUR/ REGD V/R REG S 5.00000000                                               | CUSIP: D1T7GB2F2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $250996.95    | 0.01%             | 2030-09-05      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 U 5.625% 04/15/32/EUR/  | VMED O2 UK FINANCING I /EUR/ REGD REG S 5.62500000                                             | CUSIP: G9444PAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      500000 | PA      | $575121.42    | 0.03%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ICELAND  10.875% 12/15/27/GBP/  | ICELAND BONDCO PLC /GBP/ REGD REG S 10.87500000                                                | CUSIP: G4738RAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      597000 | PA      | $853971.80    | 0.05%             | 2027-12-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| SWEDISH G 0.125% 05/12/31/SEK/  | SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1062 0.12500000                                        | CUSIP: W7S736JQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | SE        |    19800000 | PA      | $1975546.18   | 0.11%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLI 5% 09/30/30/CZK/  | CZECH REPUBLIC /CZK/ REGD SER 150 5.00000000                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CZ        |    37630000 | PA      | $1942081.89   | 0.10%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL I 0.625% 07/15/31/EUR/  | DIGITAL INTREPID HOLDING /EUR/ REGD REG S 0.62500000                                           | CUSIP: N2639DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      300000 | PA      | $308196.86    | 0.02%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PA 4.875% 03/17/31/EUR/  | GLOBAL PAYMENTS INC /EUR/ REGD 4.87500000                                                      | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      100000 | PA      | $123971.19    | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN B V/R 12/20/32/EUR/  | RAIFFEISEN BANK INTL /EUR/ REGD V/R REG S 7.37500000                                           | CUSIP: A6S36JBB7<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      800000 | PA      | $1003473.63   | 0.05%             | 2032-12-20      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC  7.625% 05/29/32  | ARAB REPUBLIC OF EGYPT REGD REG S 7.62500000                                                   | CUSIP: M1487WDG7<br>LEI: N/A                  | Long             | DBT              | USGA              | EG        |      200000 | PA      | $206445.02    | 0.01%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DE V/R /PERP//EUR/  | WINTERSHALL DEA FIN 2BV /EUR/ REGD V/R /PERP/ REG S SER NC8 3.00000000                         | CUSIP: N963A2AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      700000 | PA      | $800887.06    | 0.04%             | 2175-01-20      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOL V/R /PERP//EUR/  | CREDIT AGRICOLE SA /EUR/ REGD V/R /PERP/ REG S EMTN 7.25000000                                 | CUSIP: F2R125GA7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1273357.14   | 0.07%             | 2174-03-23      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| CASTELLUM AB V/R /PERP//EUR/    | CASTELLUM AB /EUR/ REGD V/R /PERP/ REG S SER */* 3.12500000                                    | CUSIP: W20779X46<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |      490000 | PA      | $576089.23    | 0.03%             | 2175-03-02      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY 3.1% 06/15/28/EUR/  | DUKE ENERGY CORP /EUR/ REGD 3.10000000                                                         | CUSIP: 26441CBQ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      700000 | PA      | $835652.93    | 0.04%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANQUE OUE 2.75% 01/22/33/EUR/  | BANQUE OUEST AFRICAINE D /EUR/ REGD 2.75000000                                                 | CUSIP: V0136BAA6<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | CORP              | TG        |     1000000 | PA      | $1017274.51   | 0.05%             | 2033-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRU 2% 07/15/30/EUR/  | APA INFRASTRUCTURE LTD /EUR/ REGD REG S EMTN 2.00000000                                        | CUSIP: Q04579AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $1132967.01   | 0.06%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM 4% 09/18/27/EUR/  | LORCA TELECOM BONDCO /EUR/ REGD REG S 4.00000000                                               | CUSIP: E7S1A4AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |       89362 | PA      | $105751.24    | 0.01%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOV 2.7% 02/25/31/EUR/  | FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.70000000                                                 | CUSIP: F26348EM4<br>LEI: N/A                  | Long             | DBT              | USGA              | FR        |     3175000 | PA      | $3779358.55   | 0.20%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| AKER BP A 1.125% 05/12/29/EUR/  | AKER BP ASA /EUR/ REGD REG S EMTN 1.12500000                                                   | CUSIP: R0139KAE0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      600000 | PA      | $670992.17    | 0.04%             | 2029-05-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY 2.125% 09/22/31         | HUNGARY REGD 2.12500000                                                                        | CUSIP: X93622FZ0<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |      200000 | PA      | $175393.41    | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 02/23/33/EUR/  | CAIXABANK SA /EUR/ REGD V/R REG S EMTN 6.25000000                                              | CUSIP: E2R193H98<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      900000 | PA      | $1123378.74   | 0.06%             | 2033-02-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CHORUS LT 3.529% 11/26/32/EUR/  | CHORUS LTD /EUR/ REGD REG S EMTN 3.52900000                                                    | CUSIP: Q2395EAE0<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | DBT              | CORP              | NZ        |      900000 | PA      | $1071458.60   | 0.06%             | 2032-11-26      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| SES SA V/R 09/12/54/EUR/        | SES SA /EUR/ REGD V/R REG S SER * 5.50000000                                                   | CUSIP: L8300GDZ1<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      715000 | PA      | $832294.34    | 0.04%             | 2054-09-12      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUR V/R /PERP//EUR/  | TELEFONICA EUROPE BV /EUR/ REGD V/R /PERP/ REG S 6.13500000                                    | CUSIP: N850234A9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      400000 | PA      | $508082.17    | 0.03%             | 2174-05-03      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITED KIN 3.75% 03/07/27/GBP/  | UNITED KINGDOM GILT /GBP/ REGD REG S 3.75000000                                                | CUSIP: G4527HE72<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     1385000 | PA      | $1870980.51   | 0.10%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVE 5.25% 10/13/32  | GACI FIRST INVESTMENT REGD REG S 5.25000000                                                    | CUSIP: G3705QAC1<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $206737.01    | 0.01%             | 2032-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RCI BANQU 3.625% 11/03/32/EUR/  | RCI BANQUE SA /EUR/ REGD REG S EMTN 3.62500000                                                 | CUSIP: F7S48DUK8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1060432.18   | 0.06%             | 2032-11-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR I 3.875% 07/03/28  | JPN BANK FOR INT'L COOP REGD 3.87500000                                                        | CUSIP: J26989CA9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |      200000 | PA      | $201479.20    | 0.01%             | 2028-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA 5.5% 11/15/31/EUR/   | ESSENDI SA /EUR/ REGD REG S 5.50000000                                                         | CUSIP: L0926ZAB6<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |     1200000 | PA      | $1470231.64   | 0.08%             | 2031-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL C 4.625% 10/01/44  | DOW CHEMICAL CO/THE REGD 4.62500000                                                            | CUSIP: 260543CL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $20262.63     | 0.00%             | 2044-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MEX BONOS D 8.5% 02/28/30/MXN/  | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.50000000                                            | CUSIP: P4R07X8X7<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    34675000 | PA      | $2059608.57   | 0.11%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV V/R /PERP//EUR/    | KBC GROUP NV /EUR/ REGD V/R /PERP/ REG S 8.00000000                                            | CUSIP: B5337GLR4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      800000 | PA      | $1039341.02   | 0.06%             | 2174-03-05      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG V/R /PERP//EUR/  | BAWAG GROUP AG /EUR/ REGD V/R /PERP/ REG S 7.25000000                                          | CUSIP: A0997CAH0<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |      600000 | PA      | $762823.23    | 0.04%             | 2174-03-18      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA  7.25% 01/31/41  | FIEMEX ENERGIA - BANC AC REGD REG S 7.25000000                                                 | CUSIP: P0R12RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      198101 | PA      | $206851.62    | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OEG FINANC 7.25% 09/27/29/EUR/  | OEG FINANCE PLC /EUR/ REGD REG S 7.25000000                                                    | CUSIP: G670A8AA2<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $497913.55    | 0.03%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MUS 4% 06/13/31/EUR/  | UNIVERSAL MUSIC GROUP NV /EUR/ REGD REG S EMTN 4.00000000                                      | CUSIP: N90313CZ3<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $859114.41    | 0.05%             | 2031-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN  3.5% 05/13/30/EUR/  | AROUNDTOWN SA /EUR/ REGD REG S EMTN 3.50000000                                                 | CUSIP: L0269FBQ1<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $1182132.55   | 0.06%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ESB FINANCE D 4% 10/03/28/EUR/  | ESB FINANCE DAC /EUR/ REGD REG S EMTN 4.00000000                                               | CUSIP: G31206AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      200000 | PA      | $244313.44    | 0.01%             | 2028-10-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELE V/R 12/20/83/GBP/  | BRITISH TELECOMMUNICATIO /GBP/ REGD V/R REG S EMTN 8.37500000                                  | CUSIP: G15820EJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      500000 | PA      | $727200.31    | 0.04%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| DUFRY ONE B 4.5% 05/23/32/EUR/  | DUFRY ONE BV /EUR/ REGD REG S 4.50000000                                                       | CUSIP: N2R74EAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      340000 | PA      | $415402.57    | 0.02%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HLDNG D'I 4.875% 10/24/29/EUR/  | HLDNG D'INFRA METIERS /EUR/ REGD REG S 4.87500000                                              | CUSIP: F4946UAD8<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |      351000 | PA      | $433221.38    | 0.02%             | 2029-10-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED KI 4.375% 03/07/30/GBP/  | UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000                                                | CUSIP: G4527HN49<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     2045000 | PA      | $2827101.04   | 0.15%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE  5% 10/30/30/EUR/  | ALMAVIVA THE ITALIAN INN /EUR/ REGD 144A P/P 5.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |      405000 | PA      | $465486.57    | 0.02%             | 2030-10-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FIBERCOP  1.625% 01/18/29/EUR/  | FIBERCOP SPA /EUR/ REGD EMTN 1.62500000                                                        | CUSIP: T7S98WAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      370000 | PA      | $420855.04    | 0.02%             | 2029-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBL 2.4% 05/31/28/EUR/  | BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.00000000                                                 | CUSIP: E4R46DAA3<br>LEI: N/A                  | Long             | DBT              | USGA              | ES        |     1590000 | PA      | $1890172.39   | 0.10%             | 2028-05-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 2.25% 05/21/28/AUD/  | AUSTRALIAN GOVERNMENT /AUD/ REGD SER 149 2.25000000                                            | CUSIP: Q08184MW2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     2860000 | PA      | $1952527.35   | 0.10%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK  V/R /PERP//EUR/  | ABN AMRO BANK NV /EUR/ REGD V/R /PERP/ REG S 4.75000000                                        | CUSIP: N02598N68<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $720186.38    | 0.04%             | 2174-03-22      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JOR 7.375% 10/10/47  | KINGDOM OF JORDAN REGD REG S 7.37500000                                                        | CUSIP: M5269UAJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | JO        |      200000 | PA      | $198223.87    | 0.01%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN 2.75% 11/21/27/AUD/  | AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 148 2.75000000                                      | CUSIP: Q08184MV4<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     2910000 | PA      | $2021989.54   | 0.11%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MODIVCARE TOPCO LLC             | MODIVCARE TOPCO LLC 0.00000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       45243 | NS      | $254491.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco                         | Invesco Government & Agency Portfolio                                                          | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     9178517 | OU      | $9178517.38   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SAAVI ENERGIA  8.875% 02/10/35  | SAAVI ENERGIA SARL REGD REG S 8.87500000                                                       | CUSIP: L02668AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      200000 | PA      | $221050.00    | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MOTION FI 7.375% 06/15/30/EUR/  | MOTION FINCO SARL /EUR/ REGD REG S 7.37500000                                                  | CUSIP: L6527FAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      400000 | PA      | $411575.30    | 0.02%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| T/L ROCKET SOFTWA 0% 11/28/28   | T/L ROCKET SOFTWARE INC        REGD 0.00000000                                                 | CUSIP: 77313DAW1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      368466 | PA      | $343748.95    | 0.02%             | 2028-11-28      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| T/L VISTA MANAGEM 0% 04/01/31   | T/L VISTA MANAGEMENT HOLDING   INC REGD 0.00000000                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       49500 | PA      | $49639.34     | 0.00%             | 2031-04-01      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| T/L MODIVCARE BUYE 0% 12/01/30  | T/L MODIVCARE BUYER LLC 0% 0.00000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      334730 | PA      | $312972.09    | 0.02%             | 2030-12-01      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC  8.875% 05/29/50  | ARAB REPUBLIC OF EGYPT REGD REG S 8.87500000                                                   | CUSIP: M1487WDF9<br>LEI: N/A                  | Long             | DBT              | USGA              | EG        |      200000 | PA      | $196531.81    | 0.01%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUA 6.05% 08/06/31  | REPUBLIC OF GUATEMALA REGD REG S 6.05000000                                                    | CUSIP: P5015VAT3<br>LEI: N/A                  | Long             | DBT              | USGA              | GT        |      200000 | PA      | $210022.00    | 0.01%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                             | CDX 2I65BRAD4 05.000 NA 06/20/2030 GOLDUS33 FIXED                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |           1 | NC      | $283749.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Morgan Stanley Pathway Funds

**Signature:** James F. Kirchner

**Name of Signer:** James F. Kirchner

**Title:** Chief Financial Officer